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MST vs. MSTZ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MST vs. MSTZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Defiance Leveraged Long Income MSTR ETF (MST) and T-REX 2X Inverse MSTR Daily Target ETF (MSTZ). The values are adjusted to include any dividend payments, if applicable.

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MST vs. MSTZ - Yearly Performance Comparison


Returns By Period

In the year-to-date period, MST achieves a -39.41% return, which is significantly lower than MSTZ's -27.23% return.


MST

1D
4.61%
1M
-10.28%
YTD
-39.41%
6M
-86.54%
1Y
3Y*
5Y*
10Y*

MSTZ

1D
-5.53%
1M
-4.07%
YTD
-27.23%
6M
137.26%
1Y
-11.05%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MST vs. MSTZ - Expense Ratio Comparison

MST has a 1.31% expense ratio, which is higher than MSTZ's 1.05% expense ratio.


Return for Risk

MST vs. MSTZ — Risk / Return Rank

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

MST

MSTZ
MSTZ Risk / Return Rank: 2020
Overall Rank
MSTZ Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
MSTZ Sortino Ratio Rank: 3636
Sortino Ratio Rank
MSTZ Omega Ratio Rank: 3535
Omega Ratio Rank
MSTZ Calmar Ratio Rank: 1010
Calmar Ratio Rank
MSTZ Martin Ratio Rank: 1111
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.

MST vs. MSTZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance Leveraged Long Income MSTR ETF (MST) and T-REX 2X Inverse MSTR Daily Target ETF (MSTZ). 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.


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

MST vs. MSTZ - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MSTMSTZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.77

-0.53

-0.24

Correlation

The correlation between MST and MSTZ is -0.99. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

MST vs. MSTZ - Dividend Comparison

MST's dividend yield for the trailing twelve months is around 788.18%, while MSTZ has not paid dividends to shareholders.


Drawdowns

MST vs. MSTZ - Drawdown Comparison

The maximum MST drawdown since its inception was -94.99%, roughly equal to the maximum MSTZ drawdown of -99.36%. Use the drawdown chart below to compare losses from any high point for MST and MSTZ.


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Drawdown Indicators


MSTMSTZDifference

Max Drawdown

Largest peak-to-trough decline

-94.99%

-99.36%

+4.37%

Max Drawdown (1Y)

Largest decline over 1 year

-83.20%

Current Drawdown

Current decline from peak

-93.54%

-97.45%

+3.91%

Average Drawdown

Average peak-to-trough decline

-56.73%

-93.91%

+37.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

61.32%

Volatility

MST vs. MSTZ - Volatility Comparison


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Volatility by Period


MSTMSTZDifference

Volatility (1M)

Calculated over the trailing 1-month period

38.43%

Volatility (6M)

Calculated over the trailing 6-month period

122.48%

Volatility (1Y)

Calculated over the trailing 1-year period

122.97%

147.15%

-24.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

122.97%

173.11%

-50.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

122.97%

173.11%

-50.14%