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LENZ vs. MSTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LENZ vs. MSTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LENZ Therapeutics Inc (LENZ) 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, LENZ achieves a -56.19% return, which is significantly lower than MSTY's -14.73% return.


LENZ

1D
-1.68%
1M
-24.46%
YTD
-56.19%
6M
-74.96%
1Y
-76.45%
3Y*
-10.86%
5Y*
10Y*

MSTY

1D
-6.76%
1M
-28.46%
YTD
-14.73%
6M
-26.86%
1Y
-61.25%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LENZ vs. MSTY - Yearly Performance Comparison


2026 (YTD)20252024
LENZ
LENZ Therapeutics Inc
-56.19%-44.58%185.96%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
-14.73%-42.71%200.20%

Correlation

The correlation between LENZ and MSTY is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

Correlation (All Time)
Calculated using the full available price history since Feb 23, 2024

0.28

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Return for Risk

LENZ vs. MSTY — Risk / Return Rank

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

LENZ
LENZ Risk / Return Rank: 66
Overall Rank
LENZ Sharpe Ratio Rank: 66
Sharpe Ratio Rank
LENZ Sortino Ratio Rank: 44
Sortino Ratio Rank
LENZ Omega Ratio Rank: 55
Omega Ratio Rank
LENZ Calmar Ratio Rank: 77
Calmar Ratio Rank
LENZ Martin Ratio Rank: 88
Martin Ratio Rank

MSTY
MSTY Risk / Return Rank: 11
Overall Rank
MSTY Sharpe Ratio Rank: 11
Sharpe Ratio Rank
MSTY Sortino Ratio Rank: 11
Sortino Ratio Rank
MSTY Omega Ratio Rank: 11
Omega Ratio Rank
MSTY Calmar Ratio Rank: 22
Calmar Ratio Rank
MSTY Martin Ratio Rank: 22
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.

LENZ vs. MSTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LENZ Therapeutics Inc (LENZ) 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.


LENZMSTYDifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

+0.03

Omega ratioGain probability vs. loss probability

0.79

0.81

-0.02

Calmar ratioReturn relative to maximum drawdown

-0.89

-0.86

-0.03

Martin ratioReturn relative to average drawdown

-1.41

-1.31

-0.10

LENZ vs. MSTY - Sharpe Ratio Comparison

The current LENZ Sharpe Ratio is -0.94, which is comparable to the MSTY Sharpe Ratio of -1.02. The chart below compares the historical Sharpe Ratios of LENZ 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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Sharpe Ratios by Period


LENZMSTYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.94

-1.02

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.46

0.26

-0.72

Drawdowns

LENZ vs. MSTY - Drawdown Comparison

The maximum LENZ drawdown since its inception was -93.98%, which is greater than MSTY's maximum drawdown of -71.79%. Use the drawdown chart below to compare losses from any high point for LENZ and MSTY.


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Drawdown Indicators


LENZMSTYDifference

Max Drawdown

Largest peak-to-trough decline

-93.98%

-71.79%

-22.19%

Max Drawdown (1Y)

Largest decline over 1 year

-86.44%

-71.79%

-14.65%

Max Drawdown (3Y)

Largest decline over 3 years

-86.44%

Current Drawdown

Current decline from peak

-93.15%

-66.48%

-26.67%

Average Drawdown

Average peak-to-trough decline

-78.62%

-26.09%

-52.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

54.23%

46.87%

+7.36%

Volatility

LENZ vs. MSTY - Volatility Comparison

LENZ Therapeutics Inc (LENZ) has a higher volatility of 30.21% compared to YieldMax™ MSTR Option Income Strategy ETF (MSTY) at 17.01%. This indicates that LENZ'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


LENZMSTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

30.21%

17.01%

+13.20%

Volatility (6M)

Calculated over the trailing 6-month period

62.94%

48.79%

+14.15%

Volatility (1Y)

Calculated over the trailing 1-year period

81.33%

60.44%

+20.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

77.28%

71.92%

+5.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

77.28%

71.92%

+5.36%

Dividends

LENZ vs. MSTY - Dividend Comparison

LENZ has not paid dividends to shareholders, while MSTY's dividend yield for the trailing twelve months is around 269.45%.


PositionTTM20252024
LENZ
LENZ Therapeutics Inc
0.00%0.00%28.54%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
269.45%294.61%104.56%

Frequently Asked Questions


LENZ and MSTY have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LENZ has higher volatility (30.21%) compared to MSTY (17.01%). In terms of maximum drawdown, LENZ dropped -93.98% vs MSTY's -71.79%.

LENZ currently has the higher Sharpe Ratio (-0.94 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.

Portfolio Optimizer

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