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 -68.96% vs -63.32% 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 -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*
- —
MSTR vs. MSTY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
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
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 | +0.06 | ||
| 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 |
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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
| MSTR | MSTY | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -74.64% | -67.88% | -6.76% |
Average DrawdownAverage peak-to-trough decline | -86.46% | -26.47% | -59.99% |
Ulcer IndexDepth 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
| MSTR | MSTY | Difference | |
|---|---|---|---|
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%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
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.
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