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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 -63.91% return, which is significantly lower than MSTY's -35.55% return.


ENVB

1D
-2.96%
1M
-14.38%
6M
-65.71%
YTD
-63.91%
1Y
-91.67%
3Y*
-86.36%
5Y*
-85.31%
10Y*
-75.16%

MSTY

1D
-2.03%
1M
-23.27%
6M
-39.01%
YTD
-35.55%
1Y
-73.76%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ENVB vs. MSTY - Yearly Performance Comparison


2026 (YTD)20252024
ENVB
Enveric Biosciences Inc
-63.91%-94.37%-58.18%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
-35.55%-42.71%212.16%

Correlation

The correlation between ENVB and MSTY is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

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

ENVB
ENVB Risk / Return Rank: 1111
Overall Rank
ENVB Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
ENVB Sortino Ratio Rank: 1010
Sortino Ratio Rank
ENVB Omega Ratio Rank: 1111
Omega Ratio Rank
ENVB Calmar Ratio Rank: 22
Calmar Ratio Rank
ENVB Martin Ratio Rank: 1313
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: 00
Omega Ratio Rank
MSTY Calmar Ratio Rank: 11
Calmar Ratio Rank
MSTY Martin Ratio Rank: 11
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.

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

+0.62

Sortino ratioReturn per unit of downside risk

+1.15

Omega ratioGain probability vs. loss probability

0.85

0.75

+0.10

Calmar ratioReturn relative to maximum drawdown

-0.99

-0.95

-0.04

Martin ratioReturn relative to average drawdown

-1.29

-1.41

+0.13

ENVB vs. MSTY - Sharpe Ratio Comparison

The current ENVB Sharpe Ratio is -0.52, which is higher than the MSTY Sharpe Ratio of -1.15. 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

-92.64%

-77.40%

-15.24%

Max Drawdown (3Y)

Largest decline over 3 years

-99.76%

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%

-74.66%

-25.34%

Average Drawdown

Average peak-to-trough decline

-86.17%

-28.01%

-58.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

71.13%

52.19%

+18.94%

Volatility

ENVB vs. MSTY - Volatility Comparison

The current volatility for Enveric Biosciences Inc (ENVB) is 21.21%, while YieldMax™ MSTR Option Income Strategy ETF (MSTY) has a volatility of 23.76%. This indicates that ENVB 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.


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Volatility by Period


ENVBMSTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.21%

23.76%

-2.55%

Volatility (6M)

Calculated over the trailing 6-month period

104.21%

53.06%

+51.15%

Volatility (1Y)

Calculated over the trailing 1-year period

175.79%

64.61%

+111.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

155.82%

72.32%

+83.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

163.96%

72.32%

+91.64%

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 289.43%.


PositionTTM20252024
ENVB
Enveric Biosciences Inc
0.00%0.00%0.00%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
289.43%294.61%104.56%

Frequently Asked Questions


ENVB and MSTY have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MSTY has higher volatility (23.76%) compared to ENVB (21.21%). In terms of maximum drawdown, ENVB dropped -100.00% vs MSTY's -77.40%.

ENVB currently has the higher Sharpe Ratio (-0.52 vs -1.15), 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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