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BGSIX vs. MSTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BGSIX vs. MSTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Technology Opportunities Institutional (BGSIX) 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, BGSIX achieves a 34.75% return, which is significantly higher than MSTY's -35.55% return.


BGSIX

1D
-0.26%
1M
-0.47%
6M
30.51%
YTD
34.75%
1Y
48.30%
3Y*
36.20%
5Y*
14.21%
10Y*
24.92%

MSTY

1D
-2.03%
1M
-23.27%
6M
-39.01%
YTD
-35.55%
1Y
-73.76%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BGSIX vs. MSTY - Yearly Performance Comparison


2026 (YTD)20252024
BGSIX
BlackRock Technology Opportunities Institutional
34.75%19.92%30.10%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
-35.55%-42.71%212.16%

Correlation

The correlation between BGSIX and MSTY is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.44

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

0.44

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Return for Risk

BGSIX vs. MSTY — Risk / Return Rank

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

BGSIX
BGSIX Risk / Return Rank: 5151
Overall Rank
BGSIX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
BGSIX Sortino Ratio Rank: 4141
Sortino Ratio Rank
BGSIX Omega Ratio Rank: 4747
Omega Ratio Rank
BGSIX Calmar Ratio Rank: 7171
Calmar Ratio Rank
BGSIX Martin Ratio Rank: 4444
Martin Ratio Rank

MSTY
MSTY Risk / Return Rank: 11
Overall Rank
MSTY Sharpe Ratio Rank: 11
Sharpe Ratio Rank
MSTY Sortino Ratio Rank: 00
Sortino Ratio Rank
MSTY Omega Ratio Rank: 00
Omega Ratio Rank
MSTY Calmar Ratio Rank: 11
Calmar Ratio Rank
MSTY Martin Ratio Rank: 11
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.

BGSIX vs. MSTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Technology Opportunities Institutional (BGSIX) 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.


BGSIXMSTYDifference
Sharpe ratioReturn per unit of total volatility

+2.75

Sortino ratioReturn per unit of downside risk

+4.43

Omega ratioGain probability vs. loss probability

1.28

0.75

+0.53

Calmar ratioReturn relative to maximum drawdown

2.59

-0.95

+3.55

Martin ratioReturn relative to average drawdown

7.39

-1.41

+8.81

BGSIX vs. MSTY - Sharpe Ratio Comparison

The current BGSIX Sharpe Ratio is 1.60, which is higher than the MSTY Sharpe Ratio of -1.15. The chart below compares the historical Sharpe Ratios of BGSIX 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

BGSIX vs. MSTY - Drawdown Comparison

The maximum BGSIX drawdown since its inception was -73.48%, smaller than the maximum MSTY drawdown of -77.40%. Use the drawdown chart below to compare losses from any high point for BGSIX and MSTY.


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Drawdown Indicators


BGSIXMSTYDifference

Max Drawdown

Largest peak-to-trough decline

-73.48%

-77.40%

+3.92%

Max Drawdown (1Y)

Largest decline over 1 year

-18.42%

-77.40%

+58.98%

Max Drawdown (3Y)

Largest decline over 3 years

-27.73%

Max Drawdown (5Y)

Largest decline over 5 years

-49.11%

Max Drawdown (10Y)

Largest decline over 10 years

-49.11%

Current Drawdown

Current decline from peak

-6.52%

-74.66%

+68.14%

Average Drawdown

Average peak-to-trough decline

-25.33%

-28.01%

+2.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.45%

52.19%

-45.74%

Volatility

BGSIX vs. MSTY - Volatility Comparison

The current volatility for BlackRock Technology Opportunities Institutional (BGSIX) is 14.99%, while YieldMax™ MSTR Option Income Strategy ETF (MSTY) has a volatility of 23.76%. This indicates that BGSIX experiences smaller price fluctuations and is considered to be less risky 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


BGSIXMSTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.99%

23.76%

-8.77%

Volatility (6M)

Calculated over the trailing 6-month period

26.09%

53.06%

-26.97%

Volatility (1Y)

Calculated over the trailing 1-year period

29.82%

64.61%

-34.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.73%

72.32%

-43.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.34%

72.32%

-45.98%

BGSIX vs. MSTY - Expense Ratio Comparison

BGSIX has a 0.93% expense ratio, which is lower than MSTY's 0.99% expense ratio.


Dividends

BGSIX vs. MSTY - Dividend Comparison

BGSIX's dividend yield for the trailing twelve months is around 9.02%, less than MSTY's 289.43% yield.


PositionTTM2025202420232022202120202019201820172016
BGSIX
BlackRock Technology Opportunities Institutional
9.02%12.16%7.82%0.00%0.00%7.12%4.47%1.39%1.15%7.72%1.10%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
289.43%294.61%104.56%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BGSIX and MSTY have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MSTY has higher volatility (23.76%) compared to BGSIX (14.99%). In terms of maximum drawdown, BGSIX dropped -73.48% vs MSTY's -77.40%.

BGSIX currently has the higher Sharpe Ratio (1.60 vs -1.15), 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.

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