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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 -67.63% return, which is significantly lower than MSTY's -33.23% return.


LENZ

1D
6.15%
1M
-18.30%
6M
-71.68%
YTD
-67.63%
1Y
-85.02%
3Y*
-16.50%
5Y*
-42.99%
10Y*

MSTY

1D
1.34%
1M
-16.45%
6M
-40.34%
YTD
-33.23%
1Y
-73.71%
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
-67.63%-44.58%188.82%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
-33.23%-42.71%212.16%

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 22, 2024

0.27

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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: 55
Overall Rank
LENZ Sharpe Ratio Rank: 44
Sharpe Ratio Rank
LENZ Sortino Ratio Rank: 22
Sortino Ratio Rank
LENZ Omega Ratio Rank: 22
Omega Ratio Rank
LENZ Calmar Ratio Rank: 55
Calmar Ratio Rank
LENZ Martin Ratio Rank: 1010
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.

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.

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.


LENZMSTYDifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

-0.04

Omega ratioGain probability vs. loss probability

0.71

0.75

-0.04

Calmar ratioReturn relative to maximum drawdown

-0.95

-0.97

+0.02

Martin ratioReturn relative to average drawdown

-1.37

-1.44

+0.08

LENZ vs. MSTY - Sharpe Ratio Comparison

The current LENZ Sharpe Ratio is -1.06, which is comparable to the MSTY Sharpe Ratio of -1.14. 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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Drawdowns

LENZ vs. MSTY - Drawdown Comparison

The maximum LENZ drawdown since its inception was -95.23%, which is greater than MSTY's maximum drawdown of -77.40%. 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

-95.23%

-77.40%

-17.83%

Max Drawdown (1Y)

Largest decline over 1 year

-90.05%

-76.26%

-13.79%

Max Drawdown (3Y)

Largest decline over 3 years

-90.05%

Max Drawdown (5Y)

Largest decline over 5 years

-94.68%

Current Drawdown

Current decline from peak

-94.94%

-73.75%

-21.19%

Average Drawdown

Average peak-to-trough decline

-78.94%

-28.31%

-50.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

62.08%

52.95%

+9.13%

Volatility

LENZ vs. MSTY - Volatility Comparison

The current volatility for LENZ Therapeutics Inc (LENZ) is 17.97%, while YieldMax™ MSTR Option Income Strategy ETF (MSTY) has a volatility of 22.94%. This indicates that LENZ 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


LENZMSTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.97%

22.94%

-4.97%

Volatility (6M)

Calculated over the trailing 6-month period

54.05%

52.71%

+1.34%

Volatility (1Y)

Calculated over the trailing 1-year period

80.38%

64.67%

+15.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

75.52%

72.18%

+3.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

77.17%

72.18%

+4.99%

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 285.40%.


PositionTTM20252024
LENZ
LENZ Therapeutics Inc
0.00%0.00%28.54%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
285.40%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.

MSTY has higher volatility (22.94%) compared to LENZ (17.97%). In terms of maximum drawdown, LENZ dropped -95.23% vs MSTY's -77.40%.

LENZ currently has the higher Sharpe Ratio (-1.06 vs -1.14), 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 LENZ and MSTY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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