MLI vs. MSTY
MLI (Mueller Industries, Inc.) is a stock, while MSTY (YieldMax™ MSTR Option Income Strategy ETF) is Derivative Income fund actively managed by YieldMax. Over the past year, MLI returned 87.45% vs -60.49% for MSTY. At a 0.28 correlation, their price movements are largely independent.
Performance
MLI vs. MSTY - Performance Comparison
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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*
- —
MLI vs. MSTY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
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
MLI
MSTY
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.
| MLI | MSTY | Difference | |
|---|---|---|---|
| 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 |
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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
| MLI | MSTY | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.93% | -65.49% | +63.56% |
Average DrawdownAverage peak-to-trough decline | -16.04% | -26.61% | +10.57% |
Ulcer IndexDepth 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
| MLI | MSTY | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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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