MARO vs. MSTR
MARO (YieldMax MARA Option Income Strategy ETF) is Derivative Income fund actively managed by YieldMax, while MSTR (Strategy Inc) is a stock. Over the past year, MARO returned -37.73% vs -74.56% for MSTR. Their 0.62 correlation means they have sometimes moved together and sometimes differently.
Performance
MARO vs. MSTR - Performance Comparison
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Returns By Period
In the year-to-date period, MARO achieves a 5.71% return, which is significantly higher than MSTR's -38.61% return.
MARO
- 1D
- -2.09%
- 1M
- -7.33%
- 6M
- 4.46%
- YTD
- 5.71%
- 1Y
- -37.73%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -41.18%
MSTR
- 1D
- -4.56%
- 1M
- -7.43%
- 6M
- -37.69%
- YTD
- -38.61%
- 1Y
- -74.56%
- 3Y*
- 28.96%
- 5Y*
- 8.30%
- 10Y*
- 18.75%
- ALL TIME*
- 9.12%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.77M | $2.35M | $3.24M | |
MSTR Strategy Inc | $1.53B | $1.65B | $2.43B |
MARO vs. MSTR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
MARO YieldMax MARA Option Income Strategy ETF | 5.71% | -48.05% | -23.63% |
MSTR Strategy Inc | -38.61% | -47.53% | -20.73% |
Correlation
The correlation between MARO and MSTR is 0.61, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.61 |
Correlation (All Time) Calculated using the full available price history since Dec 10, 2024 | 0.62 |
The correlation between MARO and MSTR has been stable across timeframes, ranging from 0.61 to 0.62 - a consistent structural relationship.
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Return for Risk
MARO vs. MSTR — Risk / Return Rank
MARO
MSTR
MARO vs. MSTR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax MARA Option Income Strategy ETF (MARO) and Strategy Inc (MSTR). 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.
| MARO | MSTR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.41 | ||
| Sortino ratioReturn per unit of downside risk | +1.55 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 0.78 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | -0.61 | -0.97 | +0.36 |
| Martin ratioReturn relative to average drawdown | -0.95 | -1.38 | +0.43 |
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Drawdowns
MARO vs. MSTR - Drawdown Comparison
The maximum MARO drawdown since its inception was -71.75%, smaller than the maximum MSTR drawdown of -99.86%. Use the drawdown chart below to compare losses from any high point for MARO and MSTR.
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Drawdown Indicators
| MARO | MSTR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.75% | -99.86% | +28.11% |
Max Drawdown (1Y)Largest decline over 1 year | -65.51% | -79.53% | +14.02% |
Max Drawdown (3Y)Largest decline over 3 years | — | -82.63% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -84.11% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -89.27% | — |
Current DrawdownCurrent decline from peak | -59.72% | -80.31% | +20.59% |
Average DrawdownAverage peak-to-trough decline | -43.17% | -86.42% | +43.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 41.97% | 55.64% | -13.67% |
Volatility
MARO vs. MSTR - Volatility Comparison
YieldMax MARA Option Income Strategy ETF (MARO) has a higher volatility of 26.53% compared to Strategy Inc (MSTR) at 18.58%. This indicates that MARO's price experiences larger fluctuations and is considered to be riskier than MSTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MARO | MSTR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 26.53% | 18.58% | +7.95% |
Volatility (6M)Calculated over the trailing 6-month period | 52.21% | 60.57% | -8.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.49% | 75.24% | -9.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 66.53% | 89.94% | -23.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 66.53% | 74.33% | -7.80% |
Dividends
MARO vs. MSTR - Dividend Comparison
MARO's dividend yield for the trailing twelve months is around 202.73%, while MSTR has not paid dividends to shareholders.
| Position | TTM | 2025 |
|---|---|---|
MARO YieldMax MARA Option Income Strategy ETF | 202.73% | 277.68% |
MSTR Strategy Inc | 0.00% | 0.00% |
Frequently Asked Questions
MARO and MSTR have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MARO has higher volatility (26.53%) compared to MSTR (18.58%). In terms of maximum drawdown, MARO dropped -71.75% vs MSTR's -99.86%.
MARO currently has the higher Sharpe Ratio (-0.61 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.
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