MRNY vs. CMPS
MRNY (YieldMax MRNA Option Income Strategy ETF) is Derivative Income fund actively managed by YieldMax, while CMPS (COMPASS Pathways plc) is a stock. Over the past year, MRNY returned 53.54% vs 168.56% for CMPS. At a 0.32 correlation, their price movements are largely independent.
Performance
MRNY vs. CMPS - Performance Comparison
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Returns By Period
In the year-to-date period, MRNY achieves a 56.58% return, which is significantly lower than CMPS's 70.87% return.
MRNY
- 1D
- 2.91%
- 1M
- 5.64%
- YTD
- 56.58%
- 6M
- 51.42%
- 1Y
- 53.54%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CMPS
- 1D
- -2.40%
- 1M
- 13.69%
- YTD
- 70.87%
- 6M
- 78.91%
- 1Y
- 168.56%
- 3Y*
- 15.31%
- 5Y*
- -20.57%
- 10Y*
- —
MRNY vs. CMPS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
MRNY YieldMax MRNA Option Income Strategy ETF | 56.58% | -35.72% | -59.32% | 18.27% |
CMPS COMPASS Pathways plc | 70.87% | 82.54% | -56.80% | 57.94% |
Correlation
The correlation between MRNY and CMPS is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Oct 24, 2023 | 0.32 |
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Return for Risk
MRNY vs. CMPS — Risk / Return Rank
MRNY
CMPS
MRNY vs. CMPS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax MRNA Option Income Strategy ETF (MRNY) and COMPASS Pathways plc (CMPS). 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.
| MRNY | CMPS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.56 | ||
| Sortino ratioReturn per unit of downside risk | -0.56 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.36 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.71 | 3.32 | -1.62 |
| Martin ratioReturn relative to average drawdown | 3.30 | 9.89 | -6.59 |
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Drawdowns
MRNY vs. CMPS - Drawdown Comparison
The maximum MRNY drawdown since its inception was -82.15%, smaller than the maximum CMPS drawdown of -96.03%. Use the drawdown chart below to compare losses from any high point for MRNY and CMPS.
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Drawdown Indicators
| MRNY | CMPS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.15% | -96.03% | +13.88% |
Max Drawdown (1Y)Largest decline over 1 year | -31.53% | -51.04% | +19.51% |
Max Drawdown (3Y)Largest decline over 3 years | — | -81.00% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -95.20% | — |
Current DrawdownCurrent decline from peak | -67.04% | -80.08% | +13.04% |
Average DrawdownAverage peak-to-trough decline | -52.78% | -74.10% | +21.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.25% | 17.11% | -0.86% |
Volatility
MRNY vs. CMPS - Volatility Comparison
The current volatility for YieldMax MRNA Option Income Strategy ETF (MRNY) is 12.97%, while COMPASS Pathways plc (CMPS) has a volatility of 23.18%. This indicates that MRNY experiences smaller price fluctuations and is considered to be less risky than CMPS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MRNY | CMPS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.97% | 23.18% | -10.21% |
Volatility (6M)Calculated over the trailing 6-month period | 37.72% | 68.01% | -30.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 49.94% | 103.69% | -53.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 50.72% | 79.98% | -29.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.72% | 82.30% | -31.58% |
Dividends
MRNY vs. CMPS - Dividend Comparison
MRNY's dividend yield for the trailing twelve months is around 102.17%, while CMPS has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
CMPS COMPASS Pathways 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 CMPS have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CMPS has higher volatility (23.18%) compared to MRNY (12.97%). In terms of maximum drawdown, MRNY dropped -82.15% vs CMPS's -96.03%.
CMPS currently has the higher Sharpe Ratio (1.64 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.
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