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MSTR vs. MSTY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MSTR and MSTY is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.01.0

Performance

MSTR vs. MSTY - Performance Comparison

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

0.00%50.00%100.00%150.00%AugustSeptemberOctoberNovemberDecember2025
122.94%
82.07%
MSTR
MSTY

Key characteristics

Daily Std Dev

MSTR:

110.74%

MSTY:

79.98%

Max Drawdown

MSTR:

-99.86%

MSTY:

-33.16%

Current Drawdown

MSTR:

-16.32%

MSTY:

-11.12%

Returns By Period

In the year-to-date period, MSTR achieves a 36.90% return, which is significantly higher than MSTY's 22.64% return.


MSTR

YTD

36.90%

1M

13.40%

6M

122.94%

1Y

714.84%

5Y*

93.65%

10Y*

37.94%

MSTY

YTD

22.64%

1M

6.01%

6M

82.07%

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

MSTR vs. MSTY — Risk-Adjusted Performance Rank

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

MSTR
The Risk-Adjusted Performance Rank of MSTR is 9898
Overall Rank
The Sharpe Ratio Rank of MSTR is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of MSTR is 9797
Sortino Ratio Rank
The Omega Ratio Rank of MSTR is 9595
Omega Ratio Rank
The Calmar Ratio Rank of MSTR is 9999
Calmar Ratio Rank
The Martin Ratio Rank of MSTR is 9999
Martin Ratio Rank

MSTY
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MSTR vs. MSTY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroStrategy Incorporated (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.


Sharpe ratio
The chart of Sharpe ratio for MSTR, currently valued at 6.27, compared to the broader market-2.000.002.004.006.27
The chart of Sortino ratio for MSTR, currently valued at 4.24, compared to the broader market-4.00-2.000.002.004.004.24
The chart of Omega ratio for MSTR, currently valued at 1.50, compared to the broader market0.501.001.502.001.50
The chart of Calmar ratio for MSTR, currently valued at 8.11, compared to the broader market0.002.004.006.008.11
The chart of Martin ratio for MSTR, currently valued at 32.25, compared to the broader market-10.000.0010.0020.0030.0032.25
MSTR
MSTY


Chart placeholderNot enough data

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 99.73%.


TTM2024
MSTR
MicroStrategy Incorporated
0.00%0.00%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
99.73%104.56%

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 -33.16%. Use the drawdown chart below to compare losses from any high point for MSTR and MSTY. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-16.32%
-11.12%
MSTR
MSTY

Volatility

MSTR vs. MSTY - Volatility Comparison

MicroStrategy Incorporated (MSTR) has a higher volatility of 33.68% compared to YieldMax™ MSTR Option Income Strategy ETF (MSTY) at 24.99%. 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.


10.00%15.00%20.00%25.00%30.00%35.00%40.00%45.00%AugustSeptemberOctoberNovemberDecember2025
33.68%
24.99%
MSTR
MSTY
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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