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DFDV vs. MSTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DFDV vs. MSTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DeFi Development Corp (DFDV) 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, DFDV achieves a -40.30% return, which is significantly lower than MSTY's -14.73% return.


DFDV

1D
-8.36%
1M
-29.06%
YTD
-40.30%
6M
-57.83%
1Y
-83.23%
3Y*
5Y*
10Y*

MSTY

1D
-6.76%
1M
-28.46%
YTD
-14.73%
6M
-26.86%
1Y
-61.25%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DFDV vs. MSTY - Yearly Performance Comparison


2026 (YTD)20252024
DFDV
DeFi Development Corp
-40.30%700.93%-52.03%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
-14.73%-42.71%200.20%

Correlation

The correlation between DFDV and MSTY is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.61

Correlation (All Time)
Calculated using the full available price history since Feb 23, 2024

0.29

Over the past year, DFDV and MSTY have become more correlated (0.61) than their long-term average of 0.29, meaning their price movements have been converging.

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Return for Risk

DFDV vs. MSTY — Risk / Return Rank

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

DFDV
DFDV Risk / Return Rank: 1212
Overall Rank
DFDV Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
DFDV Sortino Ratio Rank: 1212
Sortino Ratio Rank
DFDV Omega Ratio Rank: 1515
Omega Ratio Rank
DFDV Calmar Ratio Rank: 44
Calmar Ratio Rank
DFDV Martin Ratio Rank: 1414
Martin Ratio Rank

MSTY
MSTY Risk / Return Rank: 11
Overall Rank
MSTY Sharpe Ratio Rank: 11
Sharpe Ratio Rank
MSTY Sortino Ratio Rank: 11
Sortino Ratio Rank
MSTY Omega Ratio Rank: 11
Omega Ratio Rank
MSTY Calmar Ratio Rank: 22
Calmar Ratio Rank
MSTY Martin Ratio Rank: 22
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.

DFDV vs. MSTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DeFi Development Corp (DFDV) 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.


DFDVMSTYDifference
Sharpe ratioReturn per unit of total volatility

+0.42

Sortino ratioReturn per unit of downside risk

+0.81

Omega ratioGain probability vs. loss probability

0.90

0.81

+0.10

Calmar ratioReturn relative to maximum drawdown

-0.93

-0.86

-0.08

Martin ratioReturn relative to average drawdown

-1.21

-1.31

+0.09

DFDV vs. MSTY - Sharpe Ratio Comparison

The current DFDV Sharpe Ratio is -0.60, which is higher than the MSTY Sharpe Ratio of -1.02. The chart below compares the historical Sharpe Ratios of DFDV 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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Sharpe Ratios by Period


DFDVMSTYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.60

-1.02

+0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.02

0.26

-0.27

Drawdowns

DFDV vs. MSTY - Drawdown Comparison

The maximum DFDV drawdown since its inception was -92.25%, which is greater than MSTY's maximum drawdown of -71.79%. Use the drawdown chart below to compare losses from any high point for DFDV and MSTY.


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Drawdown Indicators


DFDVMSTYDifference

Max Drawdown

Largest peak-to-trough decline

-92.25%

-71.79%

-20.46%

Max Drawdown (1Y)

Largest decline over 1 year

-89.56%

-71.79%

-17.77%

Current Drawdown

Current decline from peak

-92.20%

-66.48%

-25.72%

Average Drawdown

Average peak-to-trough decline

-72.11%

-26.09%

-46.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

68.54%

46.87%

+21.67%

Volatility

DFDV vs. MSTY - Volatility Comparison

DeFi Development Corp (DFDV) has a higher volatility of 25.31% compared to YieldMax™ MSTR Option Income Strategy ETF (MSTY) at 17.01%. This indicates that DFDV's price experiences larger fluctuations and is considered to be riskier 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


DFDVMSTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.31%

17.01%

+8.30%

Volatility (6M)

Calculated over the trailing 6-month period

83.96%

48.79%

+35.17%

Volatility (1Y)

Calculated over the trailing 1-year period

138.64%

60.44%

+78.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

520.77%

71.92%

+448.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

520.77%

71.92%

+448.85%

Dividends

DFDV vs. MSTY - Dividend Comparison

DFDV has not paid dividends to shareholders, while MSTY's dividend yield for the trailing twelve months is around 269.45%.


PositionTTM20252024
DFDV
DeFi Development Corp
0.00%0.00%0.00%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
269.45%294.61%104.56%

Frequently Asked Questions


DFDV and MSTY have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DFDV has higher volatility (25.31%) compared to MSTY (17.01%). In terms of maximum drawdown, DFDV dropped -92.25% vs MSTY's -71.79%.

DFDV currently has the higher Sharpe Ratio (-0.60 vs -1.02), 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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