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ASST vs. MSTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ASST vs. MSTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Asset Entities Inc. Class B Common Stock (ASST) and YieldMax™ MSTR Option Income Strategy ETF (MSTY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ASST achieves a -5.49% return, which is significantly higher than MSTY's -27.80% return.


ASST

1D
-5.81%
1M
-23.39%
YTD
-5.49%
6M
-13.40%
1Y
-85.94%
3Y*
-61.68%
5Y*
10Y*

MSTY

1D
-4.55%
1M
-31.74%
YTD
-27.80%
6M
-29.80%
1Y
-66.58%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ASST vs. MSTY - Yearly Performance Comparison


2026 (YTD)20252024
ASST
Asset Entities Inc. Class B Common Stock
-5.49%50.46%-80.52%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
-27.80%-42.71%212.16%

Correlation

The correlation between ASST and MSTY is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.55

Correlation (All Time)
Calculated using the full available price history since Feb 22, 2024

0.30

Over the past year, ASST and MSTY have become more correlated (0.55) than their long-term average of 0.30, meaning their price movements have been converging.

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Return for Risk

ASST vs. MSTY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ASST
ASST Risk / Return Rank: 1616
Overall Rank
ASST Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
ASST Sortino Ratio Rank: 1717
Sortino Ratio Rank
ASST Omega Ratio Rank: 1919
Omega Ratio Rank
ASST Calmar Ratio Rank: 77
Calmar Ratio Rank
ASST Martin Ratio Rank: 1919
Martin Ratio Rank

MSTY
MSTY Risk / Return Rank: 11
Overall Rank
MSTY Sharpe Ratio Rank: 11
Sharpe Ratio Rank
MSTY Sortino Ratio Rank: 11
Sortino Ratio Rank
MSTY Omega Ratio Rank: 11
Omega Ratio Rank
MSTY Calmar Ratio Rank: 11
Calmar Ratio Rank
MSTY Martin Ratio Rank: 22
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ASST vs. MSTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Asset Entities Inc. Class B Common Stock (ASST) and YieldMax™ MSTR Option Income Strategy ETF (MSTY). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ASSTMSTYDifference
Sharpe ratioReturn per unit of total volatility

+0.55

Sortino ratioReturn per unit of downside risk

+1.25

Omega ratioGain probability vs. loss probability

0.92

0.79

+0.14

Calmar ratioReturn relative to maximum drawdown

-0.90

-0.93

+0.03

Martin ratioReturn relative to average drawdown

-1.08

-1.35

+0.27

ASST vs. MSTY - Sharpe Ratio Comparison

The current ASST Sharpe Ratio is -0.53, which is higher than the MSTY Sharpe Ratio of -1.08. The chart below compares the historical Sharpe Ratios of ASST and MSTY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ASST vs. MSTY - Drawdown Comparison

The maximum ASST drawdown since its inception was -98.78%, which is greater than MSTY's maximum drawdown of -71.79%. Use the drawdown chart below to compare losses from any high point for ASST and MSTY.


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Drawdown Indicators


ASSTMSTYDifference

Max Drawdown

Largest peak-to-trough decline

-98.78%

-71.79%

-26.99%

Max Drawdown (1Y)

Largest decline over 1 year

-95.98%

-71.79%

-24.19%

Max Drawdown (3Y)

Largest decline over 3 years

-97.25%

Current Drawdown

Current decline from peak

-97.63%

-71.62%

-26.01%

Average Drawdown

Average peak-to-trough decline

-90.44%

-26.97%

-63.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

79.54%

49.36%

+30.18%

Volatility

ASST vs. MSTY - Volatility Comparison

Asset Entities Inc. Class B Common Stock (ASST) has a higher volatility of 22.42% compared to YieldMax™ MSTR Option Income Strategy ETF (MSTY) at 19.32%. This indicates that ASST's price experiences larger fluctuations and is considered to be riskier than MSTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ASSTMSTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.42%

19.32%

+3.10%

Volatility (6M)

Calculated over the trailing 6-month period

81.03%

49.66%

+31.37%

Volatility (1Y)

Calculated over the trailing 1-year period

162.85%

62.02%

+100.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

321.48%

71.82%

+249.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

321.48%

71.82%

+249.66%

Dividends

ASST vs. MSTY - Dividend Comparison

ASST has not paid dividends to shareholders, while MSTY's dividend yield for the trailing twelve months is around 286.06%.


PositionTTM20252024
ASST
Asset Entities Inc. Class B Common Stock
0.00%0.00%0.00%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
286.06%294.61%104.56%

Frequently Asked Questions


ASST and MSTY have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ASST has higher volatility (22.42%) compared to MSTY (19.32%). In terms of maximum drawdown, ASST dropped -98.78% vs MSTY's -71.79%.

ASST currently has the higher Sharpe Ratio (-0.53 vs -1.08), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for ASST and MSTY

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