BTCFX vs. MSTY
BTCFX (Bitcoin ProFund Investor) and MSTY (YieldMax™ MSTR Option Income Strategy ETF) are both funds - BTCFX is a Cryptocurrency fund managed by ProFunds, while MSTY is a Derivative Income fund actively managed by YieldMax. Over the past year, BTCFX returned -40.56% vs -66.58% for MSTY. A 0.76 correlation means they provide meaningful diversification when combined. BTCFX charges 1.41%/yr vs 0.99%/yr for MSTY.
Performance
BTCFX vs. MSTY - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both stocks are quite close, with BTCFX having a -27.61% return and MSTY slightly lower at -27.80%.
BTCFX
- 1D
- 2.39%
- 1M
- -15.16%
- YTD
- -27.61%
- 6M
- -27.80%
- 1Y
- -40.56%
- 3Y*
- 18.48%
- 5Y*
- —
- 10Y*
- —
MSTY
- 1D
- -4.55%
- 1M
- -31.74%
- YTD
- -27.80%
- 6M
- -29.80%
- 1Y
- -66.58%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BTCFX vs. MSTY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
BTCFX Bitcoin ProFund Investor | -27.61% | -11.83% | 69.51% |
MSTY YieldMax™ MSTR Option Income Strategy ETF | -27.80% | -42.71% | 212.16% |
Correlation
The correlation between BTCFX and MSTY is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Feb 22, 2024 | 0.76 |
The correlation between BTCFX and MSTY has been stable across timeframes, ranging from 0.76 to 0.85 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
BTCFX vs. MSTY — Risk / Return Rank
BTCFX
MSTY
BTCFX vs. MSTY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin ProFund Investor (BTCFX) 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.
| BTCFX | MSTY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.16 | ||
| Sortino ratioReturn per unit of downside risk | +0.67 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 0.79 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | -0.76 | -0.93 | +0.17 |
| Martin ratioReturn relative to average drawdown | -1.30 | -1.35 | +0.05 |
Loading charts...
Drawdowns
BTCFX vs. MSTY - Drawdown Comparison
The maximum BTCFX drawdown since its inception was -77.89%, which is greater than MSTY's maximum drawdown of -71.79%. Use the drawdown chart below to compare losses from any high point for BTCFX and MSTY.
Loading charts...
Drawdown Indicators
| BTCFX | MSTY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.89% | -71.79% | -6.10% |
Max Drawdown (1Y)Largest decline over 1 year | -53.40% | -71.79% | +18.39% |
Max Drawdown (3Y)Largest decline over 3 years | -53.40% | — | — |
Current DrawdownCurrent decline from peak | -50.35% | -71.62% | +21.27% |
Average DrawdownAverage peak-to-trough decline | -36.07% | -26.97% | -9.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 31.37% | 49.36% | -17.99% |
Volatility
BTCFX vs. MSTY - Volatility Comparison
The current volatility for Bitcoin ProFund Investor (BTCFX) is 12.77%, while YieldMax™ MSTR Option Income Strategy ETF (MSTY) has a volatility of 19.32%. This indicates that BTCFX 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.
Loading charts...
Volatility by Period
| BTCFX | MSTY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.77% | 19.32% | -6.55% |
Volatility (6M)Calculated over the trailing 6-month period | 34.56% | 49.66% | -15.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.46% | 62.02% | -17.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 55.31% | 71.82% | -16.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 55.31% | 71.82% | -16.51% |
BTCFX vs. MSTY - Expense Ratio Comparison
BTCFX has a 1.41% expense ratio, which is higher than MSTY's 0.99% expense ratio.
Dividends
BTCFX vs. MSTY - Dividend Comparison
BTCFX's dividend yield for the trailing twelve months is around 38.65%, less than MSTY's 286.06% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
BTCFX Bitcoin ProFund Investor | 38.65% | 44.62% | 24.28% | 10.95% |
MSTY YieldMax™ MSTR Option Income Strategy ETF | 286.06% | 294.61% | 104.56% | 0.00% |
Frequently Asked Questions
BTCFX and MSTY have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSTY has higher volatility (19.32%) compared to BTCFX (12.77%). In terms of maximum drawdown, BTCFX dropped -77.89% vs MSTY's -71.79%.
BTCFX currently has the higher Sharpe Ratio (-0.92 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.
Find the right allocation for BTCFX and MSTY
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer