MSTR vs. MSTY
MSTR (Strategy Inc) is a stock, while MSTY (YieldMax™ MSTR Option Income Strategy ETF) is Derivative Income fund actively managed by YieldMax. Over the past year, MSTR returned -74.98% vs -70.53% for MSTY. With a 0.98 correlation, they move nearly in lockstep.
Performance
MSTR vs. MSTY - Performance Comparison
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Returns By Period
In the year-to-date period, MSTR achieves a -38.54% return, which is significantly lower than MSTY's -35.35% return.
MSTR
- 1D
- 7.43%
- 1M
- -37.65%
- YTD
- -38.54%
- 6M
- -38.54%
- 1Y
- -74.98%
- 3Y*
- 39.72%
- 5Y*
- 8.00%
- 10Y*
- 18.41%
MSTY
- 1D
- 6.05%
- 1M
- -35.31%
- YTD
- -35.35%
- 6M
- -35.35%
- 1Y
- -70.53%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MSTR vs. MSTY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
MSTR Strategy Inc | -38.54% | -47.53% | 330.47% |
MSTY YieldMax™ MSTR Option Income Strategy ETF | -35.35% | -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
MSTR
MSTY
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.
| MSTR | MSTY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.08 | ||
| Sortino ratioReturn per unit of downside risk | +0.04 | ||
| Omega ratioGain probability vs. loss probability | 0.78 | 0.77 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | -0.92 | -0.91 | 0.00 |
| Martin ratioReturn relative to average drawdown | -1.35 | -1.39 | +0.04 |
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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 -77.40%. Use the drawdown chart below to compare losses from any high point for MSTR and MSTY.
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Drawdown Indicators
| MSTR | MSTY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.86% | -77.40% | -22.46% |
Max Drawdown (1Y)Largest decline over 1 year | -81.95% | -77.40% | -4.55% |
Max Drawdown (3Y)Largest decline over 3 years | -82.63% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -84.11% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -89.27% | — | — |
Current DrawdownCurrent decline from peak | -80.29% | -74.58% | -5.71% |
Average DrawdownAverage peak-to-trough decline | -86.44% | -27.47% | -58.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 55.64% | 50.71% | +4.93% |
Volatility
MSTR vs. MSTY - Volatility Comparison
Strategy Inc (MSTR) has a higher volatility of 29.18% compared to YieldMax™ MSTR Option Income Strategy ETF (MSTY) at 26.28%. 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
| MSTR | MSTY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 29.18% | 26.28% | +2.90% |
Volatility (6M)Calculated over the trailing 6-month period | 60.96% | 53.03% | +7.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 74.62% | 64.73% | +9.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 90.75% | 72.58% | +18.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 74.17% | 72.58% | +1.59% |
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 325.45%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
MSTR Strategy Inc | 0.00% | 0.00% | 0.00% |
MSTY YieldMax™ MSTR Option Income Strategy ETF | 325.45% | 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 (29.18%) compared to MSTY (26.28%). In terms of maximum drawdown, MSTR dropped -99.86% vs MSTY's -77.40%.
MSTR currently has the higher Sharpe Ratio (-1.01 vs -1.10), 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.
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