CRVL vs. MSTY
CRVL (CorVel Corporation) is a stock, while MSTY (YieldMax™ MSTR Option Income Strategy ETF) is Derivative Income fund actively managed by YieldMax. Over the past year, CRVL returned -40.86% vs -70.33% for MSTY. At a 0.12 correlation, their price movements are largely independent.
Performance
CRVL vs. MSTY - Performance Comparison
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Returns By Period
In the year-to-date period, CRVL achieves a -8.48% return, which is significantly higher than MSTY's -34.39% return.
CRVL
- 1D
- 3.75%
- 1M
- -1.29%
- YTD
- -8.48%
- 6M
- -10.09%
- 1Y
- -40.86%
- 3Y*
- -2.47%
- 5Y*
- 7.16%
- 10Y*
- 15.83%
MSTY
- 1D
- -9.12%
- 1M
- -37.97%
- YTD
- -34.39%
- 6M
- -36.51%
- 1Y
- -70.33%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CRVL vs. MSTY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
CRVL CorVel Corporation | -8.48% | -39.18% | 27.94% |
MSTY YieldMax™ MSTR Option Income Strategy ETF | -34.39% | -42.71% | 212.16% |
Correlation
The correlation between CRVL and MSTY is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.08 |
Correlation (All Time) Calculated using the full available price history since Feb 22, 2024 | 0.12 |
The correlation between CRVL and MSTY shifts across timeframes, from -0.08 (1 year) to 0.12 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CRVL vs. MSTY — Risk / Return Rank
CRVL
MSTY
CRVL vs. MSTY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CorVel Corporation (CRVL) 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.
| CRVL | MSTY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.14 | ||
| Sortino ratioReturn per unit of downside risk | +0.93 | ||
| Omega ratioGain probability vs. loss probability | 0.81 | 0.76 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | -0.73 | -0.95 | +0.22 |
| Martin ratioReturn relative to average drawdown | -1.15 | -1.42 | +0.27 |
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Drawdowns
CRVL vs. MSTY - Drawdown Comparison
The maximum CRVL drawdown since its inception was -67.12%, smaller than the maximum MSTY drawdown of -74.21%. Use the drawdown chart below to compare losses from any high point for CRVL and MSTY.
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Drawdown Indicators
| CRVL | MSTY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.12% | -74.21% | +7.09% |
Max Drawdown (1Y)Largest decline over 1 year | -55.91% | -74.21% | +18.30% |
Max Drawdown (3Y)Largest decline over 3 years | -64.19% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -64.19% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -64.19% | — | — |
Current DrawdownCurrent decline from peak | -51.79% | -74.21% | +22.42% |
Average DrawdownAverage peak-to-trough decline | -20.40% | -27.06% | +6.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 35.71% | 49.58% | -13.87% |
Volatility
CRVL vs. MSTY - Volatility Comparison
The current volatility for CorVel Corporation (CRVL) is 12.65%, while YieldMax™ MSTR Option Income Strategy ETF (MSTY) has a volatility of 20.77%. This indicates that CRVL 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
| CRVL | MSTY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.65% | 20.77% | -8.12% |
Volatility (6M)Calculated over the trailing 6-month period | 39.40% | 50.35% | -10.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 41.58% | 62.64% | -21.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.43% | 72.01% | -38.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.40% | 72.01% | -37.61% |
Dividends
CRVL vs. MSTY - Dividend Comparison
CRVL has not paid dividends to shareholders, while MSTY's dividend yield for the trailing twelve months is around 314.78%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
CRVL CorVel Corporation | 0.00% | 0.00% | 0.00% |
MSTY YieldMax™ MSTR Option Income Strategy ETF | 314.78% | 294.61% | 104.56% |
Frequently Asked Questions
CRVL and MSTY have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSTY has higher volatility (20.77%) compared to CRVL (12.65%). In terms of maximum drawdown, CRVL dropped -67.12% vs MSTY's -74.21%.
CRVL currently has the higher Sharpe Ratio (-0.99 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.
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