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DRNZ vs. MSTZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DRNZ vs. MSTZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in REX Drone ETF (DRNZ) and T-REX 2X Inverse MSTR Daily Target ETF (MSTZ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DRNZ achieves a 27.64% return, which is significantly higher than MSTZ's -49.10% return.


DRNZ

1D
2.30%
1M
9.00%
YTD
27.64%
6M
32.11%
1Y
3Y*
5Y*
10Y*

MSTZ

1D
-4.17%
1M
84.18%
YTD
-49.10%
6M
-27.85%
1Y
77.80%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DRNZ vs. MSTZ - Yearly Performance Comparison


2026 (YTD)2025
DRNZ
REX Drone ETF
27.64%-10.89%
MSTZ
T-REX 2X Inverse MSTR Daily Target ETF
-49.10%160.44%

Correlation

The correlation between DRNZ and MSTZ is -0.50, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 30, 2025

-0.50

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Return for Risk

DRNZ vs. MSTZ — Risk / Return Rank

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

DRNZ

MSTZ
MSTZ Risk / Return Rank: 2424
Overall Rank
MSTZ Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
MSTZ Sortino Ratio Rank: 3131
Sortino Ratio Rank
MSTZ Omega Ratio Rank: 3232
Omega Ratio Rank
MSTZ Calmar Ratio Rank: 2121
Calmar Ratio Rank
MSTZ Martin Ratio Rank: 1919
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.

DRNZ vs. MSTZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for REX Drone ETF (DRNZ) and T-REX 2X Inverse MSTR Daily Target ETF (MSTZ). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

DRNZ vs. MSTZ - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DRNZMSTZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

-0.53

+1.01

Drawdowns

DRNZ vs. MSTZ - Drawdown Comparison

The maximum DRNZ drawdown since its inception was -24.52%, smaller than the maximum MSTZ drawdown of -99.36%. Use the drawdown chart below to compare losses from any high point for DRNZ and MSTZ.


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Drawdown Indicators


DRNZMSTZDifference

Max Drawdown

Largest peak-to-trough decline

-24.52%

-99.36%

+74.84%

Max Drawdown (1Y)

Largest decline over 1 year

-84.89%

Current Drawdown

Current decline from peak

-5.32%

-98.21%

+92.89%

Average Drawdown

Average peak-to-trough decline

-11.08%

-94.40%

+83.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

40.54%

Volatility

DRNZ vs. MSTZ - Volatility Comparison


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Volatility by Period


DRNZMSTZDifference

Volatility (1M)

Calculated over the trailing 1-month period

37.72%

Volatility (6M)

Calculated over the trailing 6-month period

125.30%

Volatility (1Y)

Calculated over the trailing 1-year period

50.73%

140.15%

-89.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.73%

170.19%

-119.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.73%

170.19%

-119.46%

DRNZ vs. MSTZ - Expense Ratio Comparison

DRNZ has a 0.65% expense ratio, which is lower than MSTZ's 1.05% expense ratio.


Dividends

DRNZ vs. MSTZ - Dividend Comparison

Neither DRNZ nor MSTZ has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DRNZ and MSTZ have a correlation of -0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DRNZ is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DRNZ is cheaper with a 0.65% expense ratio, compared with 1.05% for MSTZ.

DRNZ and MSTZ have nearly identical dividend yields, around 0.00%.

DRNZ is categorized as Aerospace & Defense, while MSTZ is Inverse Equities. Their fees differ too: 0.65% for DRNZ and 1.05% for MSTZ.

Portfolio Optimizer

Find the right allocation for DRNZ and MSTZ

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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