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 -91.00% vs -66.58% 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 -62.81% return, which is significantly lower than MSTY's -27.80% return.
ENVB
- 1D
- 1.50%
- 1M
- -38.91%
- YTD
- -62.81%
- 6M
- -71.09%
- 1Y
- -91.00%
- 3Y*
- -87.42%
- 5Y*
- -85.20%
- 10Y*
- -75.09%
MSTY
- 1D
- -4.55%
- 1M
- -31.74%
- YTD
- -27.80%
- 6M
- -29.80%
- 1Y
- -66.58%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ENVB vs. MSTY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
ENVB Enveric Biosciences Inc | -62.81% | -94.37% | -58.18% |
MSTY YieldMax™ MSTR Option Income Strategy ETF | -27.80% | -42.71% | 212.16% |
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 22, 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.
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.
| ENVB | MSTY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.55 | ||
| Sortino ratioReturn per unit of downside risk | +0.83 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 0.79 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | -0.98 | -0.93 | -0.05 |
| Martin ratioReturn relative to average drawdown | -1.34 | -1.35 | +0.01 |
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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 | -92.64% | -71.79% | -20.85% |
Max Drawdown (3Y)Largest decline over 3 years | -99.81% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -100.00% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -100.00% | — | — |
Current DrawdownCurrent decline from peak | -100.00% | -71.62% | -28.38% |
Average DrawdownAverage peak-to-trough decline | -86.10% | -26.97% | -59.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 67.99% | 49.36% | +18.63% |
Volatility
ENVB vs. MSTY - Volatility Comparison
Enveric Biosciences Inc (ENVB) has a higher volatility of 21.90% compared to YieldMax™ MSTR Option Income Strategy ETF (MSTY) at 19.32%. 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 | 21.90% | 19.32% | +2.58% |
Volatility (6M)Calculated over the trailing 6-month period | 105.52% | 49.66% | +55.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 174.84% | 62.02% | +112.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 156.05% | 71.82% | +84.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 164.54% | 71.82% | +92.72% |
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 286.06%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
ENVB Enveric Biosciences Inc | 0.00% | 0.00% | 0.00% |
MSTY YieldMax™ MSTR Option Income Strategy ETF | 286.06% | 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 (21.90%) compared to MSTY (19.32%). In terms of maximum drawdown, ENVB dropped -100.00% vs MSTY's -71.79%.
ENVB currently has the higher Sharpe Ratio (-0.52 vs -1.08), 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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