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MSST vs. COMB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MSST vs. COMB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax MSTR Performance & Distribution Target 25 ETF (MSST) and GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MSST achieves a -33.85% return, which is significantly lower than COMB's 13.96% return.


MSST

1D
6.17%
1M
-25.86%
6M
-33.85%
YTD
-33.85%
1Y
3Y*
5Y*
10Y*

COMB

1D
0.21%
1M
-10.10%
6M
13.96%
YTD
13.96%
1Y
22.59%
3Y*
11.43%
5Y*
8.77%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MSST vs. COMB - Yearly Performance Comparison


Correlation

The correlation between MSST and COMB is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 18, 2025

-0.04

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Return for Risk

MSST vs. COMB — Risk / Return Rank

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

MSST

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


COMB
COMB Risk / Return Rank: 4141
Overall Rank
COMB Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
COMB Sortino Ratio Rank: 4040
Sortino Ratio Rank
COMB Omega Ratio Rank: 4343
Omega Ratio Rank
COMB Calmar Ratio Rank: 3535
Calmar Ratio Rank
COMB Martin Ratio Rank: 4141
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.

MSST vs. COMB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax MSTR Performance & Distribution Target 25 ETF (MSST) and GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB). 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.


MSSTCOMBDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.24

Calmar ratioReturn relative to maximum drawdown

1.53

Martin ratioReturn relative to average drawdown

5.54

MSST vs. COMB - Sharpe Ratio Comparison


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Drawdowns

MSST vs. COMB - Drawdown Comparison

The maximum MSST drawdown since its inception was -58.68%, which is greater than COMB's maximum drawdown of -33.50%. Use the drawdown chart below to compare losses from any high point for MSST and COMB.


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Drawdown Indicators


MSSTCOMBDifference

Max Drawdown

Largest peak-to-trough decline

-58.68%

-33.50%

-25.18%

Max Drawdown (1Y)

Largest decline over 1 year

-14.84%

Max Drawdown (3Y)

Largest decline over 3 years

-14.84%

Max Drawdown (5Y)

Largest decline over 5 years

-26.63%

Current Drawdown

Current decline from peak

-50.11%

-14.04%

-36.07%

Average Drawdown

Average peak-to-trough decline

-25.55%

-12.05%

-13.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.09%

Volatility

MSST vs. COMB - Volatility Comparison


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Volatility by Period


MSSTCOMBDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.96%

Volatility (6M)

Calculated over the trailing 6-month period

15.14%

Volatility (1Y)

Calculated over the trailing 1-year period

75.61%

17.29%

+58.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

75.61%

16.71%

+58.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

75.61%

15.14%

+60.47%

MSST vs. COMB - Expense Ratio Comparison

MSST has a 0.99% expense ratio, which is higher than COMB's 0.25% expense ratio.


Dividends

MSST vs. COMB - Dividend Comparison

MSST's dividend yield for the trailing twelve months is around 24.05%, more than COMB's 7.94% yield.


PositionTTM202520242023202220212020201920182017
COMB
GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF
7.94%9.05%2.48%6.57%30.85%15.83%0.07%1.48%0.97%0.20%
MSST
YieldMax MSTR Performance & Distribution Target 25 ETF
24.05%2.71%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MSST and COMB have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, COMB is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

COMB is cheaper with a 0.25% expense ratio, compared with 0.99% for MSST.

MSST has the higher dividend yield at 24.05%, compared with 7.94% for COMB.

MSST is categorized as Derivative Income, while COMB is Commodities. They also come from different issuers: YieldMax and GraniteShares. Their fees differ too: 0.99% for MSST and 0.25% for COMB.

Portfolio Optimizer

Find the right allocation for MSST and COMB

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