PortfoliosLab logoPortfoliosLab logo
DFTX vs. MSTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DFTX vs. MSTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Definium Therapeutics, Inc (DFTX) and YieldMax™ MSTR Option Income Strategy ETF (MSTY). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, DFTX achieves a 77.52% return, which is significantly higher than MSTY's -12.23% return.


DFTX

1D
-3.96%
1M
13.24%
YTD
77.52%
6M
96.77%
1Y
231.52%
3Y*
84.74%
5Y*
10Y*

MSTY

1D
4.50%
1M
-23.91%
YTD
-12.23%
6M
-15.80%
1Y
-60.49%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DFTX vs. MSTY - Yearly Performance Comparison


2026 (YTD)20252024
DFTX
Definium Therapeutics, Inc
77.52%92.39%50.65%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
-12.23%-42.71%212.16%

Correlation

The correlation between DFTX and MSTY is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.29

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

DFTX vs. MSTY — Risk / Return Rank

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

DFTX
DFTX Risk / Return Rank: 9696
Overall Rank
DFTX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
DFTX Sortino Ratio Rank: 9595
Sortino Ratio Rank
DFTX Omega Ratio Rank: 9292
Omega Ratio Rank
DFTX Calmar Ratio Rank: 9797
Calmar Ratio Rank
DFTX Martin Ratio Rank: 9898
Martin Ratio Rank

MSTY
MSTY Risk / Return Rank: 22
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: 33
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.

DFTX vs. MSTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Definium Therapeutics, Inc (DFTX) 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.


DFTXMSTYDifference
Sharpe ratioReturn per unit of total volatility

+4.75

Sortino ratioReturn per unit of downside risk

+5.48

Omega ratioGain probability vs. loss probability

1.45

0.82

+0.63

Calmar ratioReturn relative to maximum drawdown

9.40

-0.84

+10.25

Martin ratioReturn relative to average drawdown

29.57

-1.25

+30.82

DFTX vs. MSTY - Sharpe Ratio Comparison

The current DFTX Sharpe Ratio is 3.76, which is higher than the MSTY Sharpe Ratio of -0.99. The chart below compares the historical Sharpe Ratios of DFTX 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.


Loading charts...

Drawdowns

DFTX vs. MSTY - Drawdown Comparison

The maximum DFTX drawdown since its inception was -86.01%, which is greater than MSTY's maximum drawdown of -71.79%. Use the drawdown chart below to compare losses from any high point for DFTX and MSTY.


Loading charts...

Drawdown Indicators


DFTXMSTYDifference

Max Drawdown

Largest peak-to-trough decline

-86.01%

-71.79%

-14.22%

Max Drawdown (1Y)

Largest decline over 1 year

-24.79%

-71.79%

+47.00%

Max Drawdown (3Y)

Largest decline over 3 years

-58.38%

Current Drawdown

Current decline from peak

-3.96%

-65.49%

+61.53%

Average Drawdown

Average peak-to-trough decline

-51.17%

-26.61%

-24.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.88%

48.38%

-40.50%

Volatility

DFTX vs. MSTY - Volatility Comparison

The current volatility for Definium Therapeutics, Inc (DFTX) is 15.49%, while YieldMax™ MSTR Option Income Strategy ETF (MSTY) has a volatility of 19.30%. This indicates that DFTX 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.


Loading charts...

Volatility by Period


DFTXMSTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.49%

19.30%

-3.81%

Volatility (6M)

Calculated over the trailing 6-month period

39.04%

49.85%

-10.81%

Volatility (1Y)

Calculated over the trailing 1-year period

62.04%

61.63%

+0.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

83.92%

71.87%

+12.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

83.92%

71.87%

+12.05%

Dividends

DFTX vs. MSTY - Dividend Comparison

DFTX has not paid dividends to shareholders, while MSTY's dividend yield for the trailing twelve months is around 230.78%.


PositionTTM20252024
DFTX
Definium Therapeutics, Inc
0.00%0.00%0.00%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
230.78%294.61%104.56%

Frequently Asked Questions


DFTX and MSTY have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MSTY has higher volatility (19.30%) compared to DFTX (15.49%). In terms of maximum drawdown, DFTX dropped -86.01% vs MSTY's -71.79%.

DFTX currently has the higher Sharpe Ratio (3.76 vs -0.99), 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 DFTX 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.

Open Portfolio Optimizer