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MLI vs. MSTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MLI vs. MSTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mueller Industries, Inc. (MLI) 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, MLI achieves a 20.69% return, which is significantly higher than MSTY's -12.23% return.


MLI

1D
-0.25%
1M
1.23%
YTD
20.69%
6M
20.88%
1Y
87.45%
3Y*
52.10%
5Y*
45.38%
10Y*
26.81%

MSTY

1D
4.50%
1M
-23.91%
YTD
-12.23%
6M
-15.80%
1Y
-60.49%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MLI vs. MSTY - Yearly Performance Comparison


2026 (YTD)20252024
MLI
Mueller Industries, Inc.
20.69%46.29%67.00%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
-12.23%-42.71%212.16%

Correlation

The correlation between MLI and MSTY is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.24

Correlation (All Time)
Calculated using the full available price history since Feb 22, 2024

0.28

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Return for Risk

MLI vs. MSTY — Risk / Return Rank

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

MLI
MLI Risk / Return Rank: 9292
Overall Rank
MLI Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
MLI Sortino Ratio Rank: 9393
Sortino Ratio Rank
MLI Omega Ratio Rank: 9494
Omega Ratio Rank
MLI Calmar Ratio Rank: 8989
Calmar Ratio Rank
MLI Martin Ratio Rank: 8989
Martin Ratio Rank

MSTY
MSTY Risk / Return Rank: 22
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: 33
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.

MLI vs. MSTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mueller Industries, Inc. (MLI) 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.


MLIMSTYDifference
Sharpe ratioReturn per unit of total volatility

+3.92

Sortino ratioReturn per unit of downside risk

+5.08

Omega ratioGain probability vs. loss probability

1.50

0.82

+0.69

Calmar ratioReturn relative to maximum drawdown

3.94

-0.84

+4.78

Martin ratioReturn relative to average drawdown

10.92

-1.25

+12.17

MLI vs. MSTY - Sharpe Ratio Comparison

The current MLI Sharpe Ratio is 2.93, which is higher than the MSTY Sharpe Ratio of -0.99. The chart below compares the historical Sharpe Ratios of MLI 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

MLI vs. MSTY - Drawdown Comparison

The maximum MLI drawdown since its inception was -61.72%, smaller than the maximum MSTY drawdown of -71.79%. Use the drawdown chart below to compare losses from any high point for MLI and MSTY.


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Drawdown Indicators


MLIMSTYDifference

Max Drawdown

Largest peak-to-trough decline

-61.72%

-71.79%

+10.07%

Max Drawdown (1Y)

Largest decline over 1 year

-22.33%

-71.79%

+49.46%

Max Drawdown (3Y)

Largest decline over 3 years

-27.79%

Max Drawdown (5Y)

Largest decline over 5 years

-27.79%

Max Drawdown (10Y)

Largest decline over 10 years

-52.95%

Current Drawdown

Current decline from peak

-1.93%

-65.49%

+63.56%

Average Drawdown

Average peak-to-trough decline

-16.04%

-26.61%

+10.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.03%

48.38%

-40.35%

Volatility

MLI vs. MSTY - Volatility Comparison

The current volatility for Mueller Industries, Inc. (MLI) is 10.51%, while YieldMax™ MSTR Option Income Strategy ETF (MSTY) has a volatility of 19.30%. This indicates that MLI 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


MLIMSTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.51%

19.30%

-8.79%

Volatility (6M)

Calculated over the trailing 6-month period

25.79%

49.85%

-24.06%

Volatility (1Y)

Calculated over the trailing 1-year period

30.06%

61.63%

-31.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.07%

71.87%

-38.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.79%

71.87%

-36.08%

Dividends

MLI vs. MSTY - Dividend Comparison

MLI's dividend yield for the trailing twelve months is around 0.87%, less than MSTY's 230.78% yield.


PositionTTM20252024202320222021202020192018201720162015
MLI
Mueller Industries, Inc.
0.87%0.87%1.01%1.27%1.69%0.88%1.14%1.26%1.71%9.60%0.94%1.11%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
230.78%294.61%104.56%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MLI and MSTY have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MSTY has higher volatility (19.30%) compared to MLI (10.51%). In terms of maximum drawdown, MLI dropped -61.72% vs MSTY's -71.79%.

MLI currently has the higher Sharpe Ratio (2.93 vs -0.99), 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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