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CRVL vs. MSTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CRVL vs. MSTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CorVel Corporation (CRVL) 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, 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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CRVL vs. MSTY - Yearly Performance Comparison


2026 (YTD)20252024
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

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

CRVL
CRVL Risk / Return Rank: 1111
Overall Rank
CRVL Sharpe Ratio Rank: 66
Sharpe Ratio Rank
CRVL Sortino Ratio Rank: 99
Sortino Ratio Rank
CRVL Omega Ratio Rank: 77
Omega Ratio Rank
CRVL Calmar Ratio Rank: 1515
Calmar Ratio Rank
CRVL Martin Ratio Rank: 1717
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.

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.


CRVLMSTYDifference
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

CRVL vs. MSTY - Sharpe Ratio Comparison

The current CRVL Sharpe Ratio is -0.99, which is comparable to the MSTY Sharpe Ratio of -1.13. The chart below compares the historical Sharpe Ratios of CRVL 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

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


CRVLMSTYDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-51.79%

-74.21%

+22.42%

Average Drawdown

Average peak-to-trough decline

-20.40%

-27.06%

+6.66%

Ulcer Index

Depth 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


CRVLMSTYDifference

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%.


PositionTTM20252024
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.

Portfolio Optimizer

Find the right allocation for CRVL 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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