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MSTR vs. MSTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MSTR vs. MSTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strategy Inc (MSTR) and YieldMax™ MSTR Option Income Strategy ETF (MSTY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MSTR achieves a -20.93% return, which is significantly lower than MSTY's -18.29% return.


MSTR

1D
4.16%
1M
-34.85%
YTD
-20.93%
6M
-34.45%
1Y
-68.96%
3Y*
62.95%
5Y*
18.40%
10Y*
20.49%

MSTY

1D
3.76%
1M
-31.40%
YTD
-18.29%
6M
-29.79%
1Y
-63.32%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MSTR vs. MSTY - Yearly Performance Comparison


2026 (YTD)20252024
MSTR
Strategy Inc
-20.93%-47.53%330.47%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
-18.29%-42.71%212.16%

Correlation

The correlation between MSTR and MSTY is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.99

Correlation (All Time)
Calculated using the full available price history since Feb 22, 2024

0.98

The correlation between MSTR and MSTY has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

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Return for Risk

MSTR vs. MSTY — Risk / Return Rank

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

MSTR
MSTR Risk / Return Rank: 77
Overall Rank
MSTR Sharpe Ratio Rank: 66
Sharpe Ratio Rank
MSTR Sortino Ratio Rank: 44
Sortino Ratio Rank
MSTR Omega Ratio Rank: 66
Omega Ratio Rank
MSTR Calmar Ratio Rank: 77
Calmar Ratio Rank
MSTR Martin Ratio Rank: 1212
Martin Ratio Rank

MSTY
MSTY Risk / Return Rank: 11
Overall Rank
MSTY Sharpe Ratio Rank: 11
Sharpe Ratio Rank
MSTY Sortino Ratio Rank: 11
Sortino Ratio Rank
MSTY Omega Ratio Rank: 11
Omega Ratio Rank
MSTY Calmar Ratio Rank: 11
Calmar Ratio Rank
MSTY Martin Ratio Rank: 33
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.

MSTR vs. MSTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strategy Inc (MSTR) and YieldMax™ MSTR Option Income Strategy ETF (MSTY). 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.


MSTRMSTYDifference
Sharpe ratioReturn per unit of total volatility

+0.06

Sortino ratioReturn per unit of downside risk

0.00

Omega ratioGain probability vs. loss probability

0.81

0.80

+0.01

Calmar ratioReturn relative to maximum drawdown

-0.90

-0.88

-0.02

Martin ratioReturn relative to average drawdown

-1.31

-1.32

+0.01

MSTR vs. MSTY - Sharpe Ratio Comparison

The current MSTR Sharpe Ratio is -0.97, which is comparable to the MSTY Sharpe Ratio of -1.04. The chart below compares the historical Sharpe Ratios of MSTR and MSTY, 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

MSTR vs. MSTY - Drawdown Comparison

The maximum MSTR drawdown since its inception was -99.86%, which is greater than MSTY's maximum drawdown of -71.79%. Use the drawdown chart below to compare losses from any high point for MSTR and MSTY.


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Drawdown Indicators


MSTRMSTYDifference

Max Drawdown

Largest peak-to-trough decline

-99.86%

-71.79%

-28.07%

Max Drawdown (1Y)

Largest decline over 1 year

-76.53%

-71.79%

-4.74%

Max Drawdown (3Y)

Largest decline over 3 years

-77.42%

Max Drawdown (5Y)

Largest decline over 5 years

-84.11%

Max Drawdown (10Y)

Largest decline over 10 years

-89.27%

Current Drawdown

Current decline from peak

-74.64%

-67.88%

-6.76%

Average Drawdown

Average peak-to-trough decline

-86.46%

-26.47%

-59.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

52.81%

48.02%

+4.79%

Volatility

MSTR vs. MSTY - Volatility Comparison

Strategy Inc (MSTR) has a higher volatility of 21.05% compared to YieldMax™ MSTR Option Income Strategy ETF (MSTY) at 18.66%. This indicates that MSTR's price experiences larger fluctuations and is considered to be riskier than MSTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MSTRMSTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.05%

18.66%

+2.39%

Volatility (6M)

Calculated over the trailing 6-month period

57.27%

49.55%

+7.72%

Volatility (1Y)

Calculated over the trailing 1-year period

71.06%

61.25%

+9.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

90.81%

71.92%

+18.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

73.79%

71.92%

+1.87%

Dividends

MSTR vs. MSTY - Dividend Comparison

MSTR has not paid dividends to shareholders, while MSTY's dividend yield for the trailing twelve months is around 247.89%.


PositionTTM20252024
MSTR
Strategy Inc
0.00%0.00%0.00%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
247.89%294.61%104.56%

Frequently Asked Questions


With a correlation of 0.99, MSTR and MSTY move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

MSTR has higher volatility (21.05%) compared to MSTY (18.66%). In terms of maximum drawdown, MSTR dropped -99.86% vs MSTY's -71.79%.

MSTR currently has the higher Sharpe Ratio (-0.97 vs -1.04), 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 MSTR and MSTY

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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