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ENVB vs. MSTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ENVB vs. MSTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Enveric Biosciences Inc (ENVB) 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, ENVB achieves a -56.75% return, which is significantly lower than MSTY's -33.29% return.


ENVB

1D
9.79%
1M
8.28%
6M
-46.05%
YTD
-56.75%
1Y
-88.62%
3Y*
-85.14%
5Y*
-84.44%
10Y*
-74.71%
ALL TIME*
-72.66%

MSTY

1D
-2.60%
1M
-2.63%
6M
-31.98%
YTD
-33.29%
1Y
-68.40%
3Y*
5Y*
10Y*
ALL TIME*
7.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$156.43K$152.33K$428.69K
$12.71M$13.42M$28.94M

ENVB vs. MSTY - Yearly Performance Comparison


2026 (YTD)20252024
ENVB
Enveric Biosciences Inc
-56.75%-94.37%-58.18%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
-33.29%-42.71%212.16%

Correlation

The correlation between ENVB and MSTY is 0.15, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

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

Compare historical risk-adjusted metric ranks over the past 12 months.

ENVB
ENVB Risk / Return Rank: 1414
Overall Rank
ENVB Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
ENVB Sortino Ratio Rank: 1313
Sortino Ratio Rank
ENVB Omega Ratio Rank: 1414
Omega Ratio Rank
ENVB Calmar Ratio Rank: 44
Calmar Ratio Rank
ENVB Martin Ratio Rank: 1515
Martin Ratio Rank

MSTY
MSTY Risk / Return Rank: 11
Overall Rank
MSTY Sharpe Ratio Rank: 11
Sharpe Ratio Rank
MSTY Sortino Ratio Rank: 00
Sortino Ratio Rank
MSTY Omega Ratio Rank: 11
Omega Ratio Rank
MSTY Calmar Ratio Rank: 11
Calmar Ratio Rank
MSTY Martin Ratio Rank: 11
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.


ENVBMSTYDifference
Sharpe ratioReturn per unit of total volatility

+0.58

Sortino ratioReturn per unit of downside risk

+1.19

Omega ratioGain probability vs. loss probability

0.88

0.77

+0.11

Calmar ratioReturn relative to maximum drawdown

-0.96

-0.95

-0.01

Martin ratioReturn relative to average drawdown

-1.20

-1.40

+0.20

ENVB vs. MSTY - Sharpe Ratio Comparison

The current ENVB Sharpe Ratio is -0.51, which is higher than the MSTY Sharpe Ratio of -1.09. The chart below compares the historical Sharpe Ratios of ENVB 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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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 -77.40%. Use the drawdown chart below to compare losses from any high point for ENVB and MSTY.


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Drawdown Indicators


ENVBMSTYDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-77.40%

-22.60%

Max Drawdown (1Y)

Largest decline over 1 year

-92.70%

-74.91%

-17.79%

Max Drawdown (3Y)

Largest decline over 3 years

-99.75%

Max Drawdown (5Y)

Largest decline over 5 years

-100.00%

Max Drawdown (10Y)

Largest decline over 10 years

-100.00%

Current Drawdown

Current decline from peak

-100.00%

-73.77%

-26.23%

Average Drawdown

Average peak-to-trough decline

-86.25%

-29.05%

-57.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

74.21%

50.99%

+23.22%

Volatility

ENVB vs. MSTY - Volatility Comparison

Enveric Biosciences Inc (ENVB) has a higher volatility of 17.33% compared to YieldMax™ MSTR Option Income Strategy ETF (MSTY) at 14.46%. 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


ENVBMSTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.33%

14.46%

+2.87%

Volatility (6M)

Calculated over the trailing 6-month period

100.97%

52.28%

+48.69%

Volatility (1Y)

Calculated over the trailing 1-year period

175.72%

65.31%

+110.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

155.84%

71.91%

+83.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

163.84%

71.91%

+91.93%

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 251.54%.


PositionTTM20252024
ENVB
Enveric Biosciences Inc
0.00%0.00%0.00%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
251.54%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 (17.33%) compared to MSTY (14.46%). In terms of maximum drawdown, ENVB dropped -100.00% vs MSTY's -77.40%.

ENVB currently has the higher Sharpe Ratio (-0.51 vs -1.09), 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 ENVB and MSTY

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