MSFY vs. MSFO

In the year-to-date period, MSFY achieves a 4.79% return, which is significantly lower than MSFO's 8.55% return.

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MSFY has a 1.00% expense ratio, which is higher than MSFO's 0.99% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Kurv Yield Premium Strategy Microsoft ETF (MSFY) and YieldMax MSFT Option Income Strategy ETF (MSFO). 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.

The current MSFY Sharpe Ratio is 0.19, which is comparable to the MSFO Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of MSFY and MSFO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

MSFY's dividend yield for the trailing twelve months is around 15.49%, less than MSFO's 28.37% yield.

The maximum MSFY drawdown since its inception was -19.36%, roughly equal to the maximum MSFO drawdown of -19.16%. Use the drawdown chart below to compare losses from any high point for MSFY and MSFO. For additional features, visit the drawdowns tool.

Kurv Yield Premium Strategy Microsoft ETF (MSFY) and YieldMax MSFT Option Income Strategy ETF (MSFO) have volatilities of 5.80% and 5.92%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.