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MRNY vs. ALKS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MRNY vs. ALKS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax MRNA Option Income Strategy ETF (MRNY) and Alkermes plc (ALKS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with MRNY having a 56.58% return and ALKS slightly higher at 58.54%.


MRNY

1D
2.91%
1M
5.64%
YTD
56.58%
6M
51.42%
1Y
53.54%
3Y*
5Y*
10Y*

ALKS

1D
0.18%
1M
18.36%
YTD
58.54%
6M
57.47%
1Y
48.71%
3Y*
11.28%
5Y*
12.07%
10Y*
0.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MRNY vs. ALKS - Yearly Performance Comparison


2026 (YTD)202520242023
MRNY
YieldMax MRNA Option Income Strategy ETF
56.58%-35.72%-59.32%18.27%
ALKS
Alkermes plc
58.54%-2.71%3.68%13.55%

Correlation

The correlation between MRNY and ALKS is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

Correlation (All Time)
Calculated using the full available price history since Oct 24, 2023

0.30

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Return for Risk

MRNY vs. ALKS — Risk / Return Rank

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

MRNY
MRNY Risk / Return Rank: 3434
Overall Rank
MRNY Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
MRNY Sortino Ratio Rank: 3838
Sortino Ratio Rank
MRNY Omega Ratio Rank: 3434
Omega Ratio Rank
MRNY Calmar Ratio Rank: 3737
Calmar Ratio Rank
MRNY Martin Ratio Rank: 2626
Martin Ratio Rank

ALKS
ALKS Risk / Return Rank: 7676
Overall Rank
ALKS Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
ALKS Sortino Ratio Rank: 7575
Sortino Ratio Rank
ALKS Omega Ratio Rank: 7373
Omega Ratio Rank
ALKS Calmar Ratio Rank: 7878
Calmar Ratio Rank
ALKS Martin Ratio Rank: 7676
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.

MRNY vs. ALKS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax MRNA Option Income Strategy ETF (MRNY) and Alkermes plc (ALKS). 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.


MRNYALKSDifference
Sharpe ratioReturn per unit of total volatility

-0.12

Sortino ratioReturn per unit of downside risk

-0.11

Omega ratioGain probability vs. loss probability

1.21

1.24

-0.02

Calmar ratioReturn relative to maximum drawdown

1.71

2.21

-0.50

Martin ratioReturn relative to average drawdown

3.30

5.11

-1.81

MRNY vs. ALKS - Sharpe Ratio Comparison

The current MRNY Sharpe Ratio is 1.08, which is comparable to the ALKS Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of MRNY and ALKS, 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

MRNY vs. ALKS - Drawdown Comparison

The maximum MRNY drawdown since its inception was -82.15%, smaller than the maximum ALKS drawdown of -96.14%. Use the drawdown chart below to compare losses from any high point for MRNY and ALKS.


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Drawdown Indicators


MRNYALKSDifference

Max Drawdown

Largest peak-to-trough decline

-82.15%

-96.14%

+13.99%

Max Drawdown (1Y)

Largest decline over 1 year

-31.53%

-22.20%

-9.33%

Max Drawdown (3Y)

Largest decline over 3 years

-31.58%

Max Drawdown (5Y)

Largest decline over 5 years

-33.18%

Max Drawdown (10Y)

Largest decline over 10 years

-80.58%

Current Drawdown

Current decline from peak

-67.04%

-54.76%

-12.28%

Average Drawdown

Average peak-to-trough decline

-52.78%

-67.23%

+14.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.25%

9.55%

+6.70%

Volatility

MRNY vs. ALKS - Volatility Comparison

YieldMax MRNA Option Income Strategy ETF (MRNY) has a higher volatility of 12.97% compared to Alkermes plc (ALKS) at 10.43%. This indicates that MRNY's price experiences larger fluctuations and is considered to be riskier than ALKS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MRNYALKSDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.97%

10.43%

+2.54%

Volatility (6M)

Calculated over the trailing 6-month period

37.72%

30.28%

+7.44%

Volatility (1Y)

Calculated over the trailing 1-year period

49.94%

40.79%

+9.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.72%

37.33%

+13.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.72%

41.31%

+9.41%

Dividends

MRNY vs. ALKS - Dividend Comparison

MRNY's dividend yield for the trailing twelve months is around 102.17%, while ALKS has not paid dividends to shareholders.


PositionTTM202520242023
ALKS
Alkermes plc
0.00%0.00%0.00%0.00%
MRNY
YieldMax MRNA Option Income Strategy ETF
102.17%145.98%178.49%1.75%

Frequently Asked Questions


MRNY and ALKS have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MRNY has higher volatility (12.97%) compared to ALKS (10.43%). In terms of maximum drawdown, MRNY dropped -82.15% vs ALKS's -96.14%.

ALKS currently has the higher Sharpe Ratio (1.20 vs 1.08), 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 MRNY and ALKS

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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