CCIF vs. MSTY
CCIF (Carlyle Credit Income Fund) and MSTY (YieldMax™ MSTR Option Income Strategy ETF) are both funds - CCIF is a Intermediate Core Bond fund actively managed by Carlyle, while MSTY is a Derivative Income fund actively managed by YieldMax. Both are actively managed. Over the past year, CCIF returned -39.08% vs -66.58% for MSTY. At a 0.16 correlation, their price movements are largely independent.
Performance
CCIF vs. MSTY - Performance Comparison
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Returns By Period
In the year-to-date period, CCIF achieves a -30.52% return, which is significantly lower than MSTY's -27.80% return.
CCIF
- 1D
- 2.62%
- 1M
- -7.96%
- YTD
- -30.52%
- 6M
- -29.77%
- 1Y
- -39.08%
- 3Y*
- -17.12%
- 5Y*
- -9.18%
- 10Y*
- —
MSTY
- 1D
- -4.55%
- 1M
- -31.74%
- YTD
- -27.80%
- 6M
- -29.80%
- 1Y
- -66.58%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CCIF vs. MSTY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
CCIF Carlyle Credit Income Fund | -30.52% | -27.64% | 11.94% |
MSTY YieldMax™ MSTR Option Income Strategy ETF | -27.80% | -42.71% | 212.16% |
Correlation
The correlation between CCIF and MSTY is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Feb 22, 2024 | 0.16 |
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Return for Risk
CCIF vs. MSTY — Risk / Return Rank
CCIF
MSTY
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.
| CCIF | MSTY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.21 | ||
| Sortino ratioReturn per unit of downside risk | +0.15 | ||
| Omega ratioGain probability vs. loss probability | 0.76 | 0.79 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | -0.87 | -0.93 | +0.06 |
| Martin ratioReturn relative to average drawdown | -1.50 | -1.35 | -0.15 |
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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 -71.79%. Use the drawdown chart below to compare losses from any high point for CCIF and MSTY.
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Drawdown Indicators
| CCIF | MSTY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.23% | -71.79% | +18.56% |
Max Drawdown (1Y)Largest decline over 1 year | -45.20% | -71.79% | +26.59% |
Max Drawdown (3Y)Largest decline over 3 years | -53.23% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -53.23% | — | — |
Current DrawdownCurrent decline from peak | -52.01% | -71.62% | +19.61% |
Average DrawdownAverage peak-to-trough decline | -12.00% | -26.97% | +14.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.05% | 49.36% | -23.31% |
Volatility
CCIF vs. MSTY - Volatility Comparison
The current volatility for Carlyle Credit Income Fund (CCIF) is 7.44%, while YieldMax™ MSTR Option Income Strategy ETF (MSTY) has a volatility of 19.32%. 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
| CCIF | MSTY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.44% | 19.32% | -11.88% |
Volatility (6M)Calculated over the trailing 6-month period | 26.21% | 49.66% | -23.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.52% | 62.02% | -31.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.35% | 71.82% | -51.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.48% | 71.82% | -46.34% |
Dividends
CCIF vs. MSTY - Dividend Comparison
CCIF's dividend yield for the trailing twelve months is around 45.02%, less than MSTY's 286.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
CCIF Carlyle Credit Income Fund | 45.02% | 26.87% | 15.73% | 23.58% | 9.96% | 8.55% | 6.09% | 3.77% |
MSTY YieldMax™ MSTR Option Income Strategy ETF | 286.06% | 294.61% | 104.56% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CCIF and MSTY have a correlation of 0.11, 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 CCIF (7.44%). In terms of maximum drawdown, CCIF dropped -53.23% vs MSTY's -71.79%.
MSTY currently has the higher Sharpe Ratio (-1.08 vs -1.29), 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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