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CCIF vs. MSTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CCIF vs. MSTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Carlyle Credit Income Fund (CCIF) 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, CCIF achieves a -27.42% return, which is significantly higher than MSTY's -33.29% return.


CCIF

1D
1.82%
1M
2.21%
6M
-26.29%
YTD
-27.42%
1Y
-32.20%
3Y*
-13.25%
5Y*
-7.85%
10Y*
ALL TIME*
-5.90%

MSTY

1D
-2.60%
1M
-2.63%
6M
-31.98%
YTD
-33.29%
1Y
-68.40%
3Y*
5Y*
10Y*
ALL TIME*
7.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$341.97K$279.28K$351.59K
$12.71M$13.42M$28.94M

CCIF vs. MSTY - Yearly Performance Comparison


2026 (YTD)20252024
CCIF
Carlyle Credit Income Fund
-27.42%-27.64%11.94%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
-33.29%-42.71%212.16%

Correlation

The correlation between CCIF and MSTY is 0.10, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.10

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

0.15

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Return for Risk

CCIF vs. MSTY — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CCIF
CCIF Risk / Return Rank: 00
Overall Rank
CCIF Sharpe Ratio Rank: 00
Sharpe Ratio Rank
CCIF Sortino Ratio Rank: 00
Sortino Ratio Rank
CCIF Omega Ratio Rank: 00
Omega Ratio Rank
CCIF Calmar Ratio Rank: 00
Calmar Ratio Rank
CCIF Martin Ratio Rank: 00
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: 11
Omega Ratio Rank
MSTY Calmar Ratio Rank: 11
Calmar Ratio Rank
MSTY Martin Ratio Rank: 11
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CCIF vs. MSTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Carlyle Credit Income Fund (CCIF) 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.


CCIFMSTYDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

+0.62

Omega ratioGain probability vs. loss probability

0.80

0.77

+0.03

Calmar ratioReturn relative to maximum drawdown

-0.80

-0.95

+0.15

Martin ratioReturn relative to average drawdown

-1.28

-1.40

+0.12

CCIF vs. MSTY - Sharpe Ratio Comparison

The current CCIF Sharpe Ratio is -1.13, which is comparable to the MSTY Sharpe Ratio of -1.09. The chart below compares the historical Sharpe Ratios of CCIF 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

CCIF vs. MSTY - Drawdown Comparison

The maximum CCIF drawdown since its inception was -53.23%, smaller than the maximum MSTY drawdown of -77.40%. Use the drawdown chart below to compare losses from any high point for CCIF and MSTY.


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Drawdown Indicators


CCIFMSTYDifference

Max Drawdown

Largest peak-to-trough decline

-53.23%

-77.40%

+24.17%

Max Drawdown (1Y)

Largest decline over 1 year

-41.95%

-74.91%

+32.96%

Max Drawdown (3Y)

Largest decline over 3 years

-53.23%

Max Drawdown (5Y)

Largest decline over 5 years

-53.23%

Current Drawdown

Current decline from peak

-49.87%

-73.77%

+23.90%

Average Drawdown

Average peak-to-trough decline

-12.59%

-29.05%

+16.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.03%

50.99%

-24.96%

Volatility

CCIF vs. MSTY - Volatility Comparison

The current volatility for Carlyle Credit Income Fund (CCIF) is 5.60%, while YieldMax™ MSTR Option Income Strategy ETF (MSTY) has a volatility of 14.46%. This indicates that CCIF 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


CCIFMSTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.60%

14.46%

-8.86%

Volatility (6M)

Calculated over the trailing 6-month period

26.36%

52.28%

-25.92%

Volatility (1Y)

Calculated over the trailing 1-year period

29.64%

65.31%

-35.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.44%

71.91%

-51.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.39%

71.91%

-46.52%

Dividends

CCIF vs. MSTY - Dividend Comparison

CCIF's dividend yield for the trailing twelve months is around 42.45%, less than MSTY's 251.54% yield.


PositionTTM2025202420232022202120202019
CCIF
Carlyle Credit Income Fund
42.45%26.87%15.73%23.58%9.96%8.55%6.09%3.77%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
251.54%294.61%104.56%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CCIF and MSTY have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MSTY has higher volatility (14.46%) compared to CCIF (5.60%). In terms of maximum drawdown, CCIF dropped -53.23% vs MSTY's -77.40%.

MSTY currently has the higher Sharpe Ratio (-1.09 vs -1.13), 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 CCIF 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.

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