ENVB vs. MSTY
ENVB (Enveric Biosciences Inc) is a stock, while MSTY (YieldMax™ MSTR Option Income Strategy ETF) is Derivative Income fund actively managed by YieldMax. Over the past year, ENVB returned -87.01% vs -61.25% for MSTY. At a 0.13 correlation, their price movements are largely independent.
Performance
ENVB vs. MSTY - Performance Comparison
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Returns By Period
In the year-to-date period, ENVB achieves a -45.45% return, which is significantly lower than MSTY's -14.73% return.
ENVB
- 1D
- -10.81%
- 1M
- -41.94%
- YTD
- -45.45%
- 6M
- -66.44%
- 1Y
- -87.01%
- 3Y*
- -85.93%
- 5Y*
- -84.37%
- 10Y*
- -74.11%
MSTY
- 1D
- -6.76%
- 1M
- -28.46%
- YTD
- -14.73%
- 6M
- -26.86%
- 1Y
- -61.25%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ENVB vs. MSTY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
ENVB Enveric Biosciences Inc | -45.45% | -94.37% | -57.84% |
MSTY YieldMax™ MSTR Option Income Strategy ETF | -14.73% | -42.71% | 200.20% |
Correlation
The correlation between ENVB and MSTY is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Feb 23, 2024 | 0.13 |
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Return for Risk
ENVB vs. MSTY — Risk / Return Rank
ENVB
MSTY
ENVB vs. MSTY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Enveric Biosciences Inc (ENVB) 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.
| ENVB | MSTY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.50 | -1.02 | +0.52 |
Sortino ratioReturn per unit of downside risk | -0.78 | -1.73 | +0.95 |
Omega ratioGain probability vs. loss probability | 0.90 | 0.81 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | -0.97 | -0.86 | -0.12 |
Martin ratioReturn relative to average drawdown | -1.34 | -1.31 | -0.03 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ENVB | MSTY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.50 | -1.02 | +0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.54 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.46 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.46 | 0.26 | -0.71 |
Drawdowns
ENVB vs. MSTY - Drawdown Comparison
The maximum ENVB drawdown since its inception was -100.00%, which is greater than MSTY's maximum drawdown of -71.79%. Use the drawdown chart below to compare losses from any high point for ENVB and MSTY.
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Drawdown Indicators
| ENVB | MSTY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -100.00% | -71.79% | -28.21% |
Max Drawdown (1Y)Largest decline over 1 year | -89.71% | -71.79% | -17.92% |
Max Drawdown (3Y)Largest decline over 3 years | -99.79% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -99.99% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -100.00% | — | — |
Current DrawdownCurrent decline from peak | -100.00% | -66.48% | -33.52% |
Average DrawdownAverage peak-to-trough decline | -86.06% | -26.09% | -59.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 64.77% | 46.87% | +17.90% |
Volatility
ENVB vs. MSTY - Volatility Comparison
Enveric Biosciences Inc (ENVB) has a higher volatility of 22.82% compared to YieldMax™ MSTR Option Income Strategy ETF (MSTY) at 17.01%. This indicates that ENVB'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
| ENVB | MSTY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.82% | 17.01% | +5.81% |
Volatility (6M)Calculated over the trailing 6-month period | 135.93% | 48.79% | +87.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 174.21% | 60.44% | +113.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 155.99% | 71.92% | +84.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 164.58% | 71.92% | +92.66% |
Dividends
ENVB vs. MSTY - Dividend Comparison
ENVB has not paid dividends to shareholders, while MSTY's dividend yield for the trailing twelve months is around 269.45%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
ENVB Enveric Biosciences Inc | 0.00% | 0.00% | 0.00% |
MSTY YieldMax™ MSTR Option Income Strategy ETF | 269.45% | 294.61% | 104.56% |
Frequently Asked Questions
ENVB and MSTY have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ENVB has higher volatility (22.82%) compared to MSTY (17.01%). In terms of maximum drawdown, ENVB dropped -100.00% vs MSTY's -71.79%.
ENVB currently has the higher Sharpe Ratio (-0.50 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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