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GOOY vs. MSTY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

GOOY vs. MSTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax GOOGL Option Income Strategy ETF (GOOY) and YieldMax™ MSTR Option Income Strategy ETF (MSTY). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%100.00%JuneJulyAugustSeptemberOctoberNovember
-7.52%
59.37%
GOOY
MSTY

Returns By Period


GOOY

YTD

3.47%

1M

-2.72%

6M

-6.45%

1Y

0.95%

5Y (annualized)

N/A

10Y (annualized)

N/A

MSTY

YTD

N/A

1M

25.65%

6M

70.50%

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


GOOYMSTY
Daily Std Dev20.15%82.56%
Max Drawdown-17.54%-33.16%
Current Drawdown-12.34%-24.01%

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GOOY vs. MSTY - Expense Ratio Comparison

Both GOOY and MSTY have an expense ratio of 0.99%.


GOOY
YieldMax GOOGL Option Income Strategy ETF
Expense ratio chart for GOOY: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%
Expense ratio chart for MSTY: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%

Correlation

-0.50.00.51.00.3

The correlation between GOOY and MSTY is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

GOOY vs. MSTY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax GOOGL Option Income Strategy ETF (GOOY) 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.


Sharpe ratio
The chart of Sharpe ratio for GOOY, currently valued at -0.01, compared to the broader market0.002.004.00-0.01
The chart of Sortino ratio for GOOY, currently valued at 0.12, compared to the broader market-2.000.002.004.006.008.0010.000.12
The chart of Omega ratio for GOOY, currently valued at 1.02, compared to the broader market0.501.001.502.002.503.001.02
The chart of Calmar ratio for GOOY, currently valued at -0.01, compared to the broader market0.005.0010.0015.00-0.01
The chart of Martin ratio for GOOY, currently valued at -0.02, compared to the broader market0.0020.0040.0060.0080.00100.00-0.02
GOOY
MSTY

Chart placeholderNot enough data

Dividends

GOOY vs. MSTY - Dividend Comparison

GOOY's dividend yield for the trailing twelve months is around 33.87%, less than MSTY's 59.30% yield.


TTM2023
GOOY
YieldMax GOOGL Option Income Strategy ETF
33.87%7.90%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
59.30%0.00%

Drawdowns

GOOY vs. MSTY - Drawdown Comparison

The maximum GOOY drawdown since its inception was -17.54%, smaller than the maximum MSTY drawdown of -33.16%. Use the drawdown chart below to compare losses from any high point for GOOY and MSTY. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-12.34%
-24.01%
GOOY
MSTY

Volatility

GOOY vs. MSTY - Volatility Comparison

The current volatility for YieldMax GOOGL Option Income Strategy ETF (GOOY) is 7.52%, while YieldMax™ MSTR Option Income Strategy ETF (MSTY) has a volatility of 39.23%. This indicates that GOOY 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.


0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
7.52%
39.23%
GOOY
MSTY