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MSTY vs. BTC-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between MSTY and BTC-USD is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

MSTY vs. BTC-USD - Performance Comparison

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

0.00%50.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
92.63%
54.72%
MSTY
BTC-USD

Key characteristics

Daily Std Dev

MSTY:

80.14%

BTC-USD:

44.31%

Max Drawdown

MSTY:

-33.16%

BTC-USD:

-93.07%

Current Drawdown

MSTY:

-14.14%

BTC-USD:

-7.90%

Returns By Period


MSTY

YTD

N/A

1M

-14.14%

6M

92.63%

1Y

N/A

5Y*

N/A

10Y*

N/A

BTC-USD

YTD

131.29%

1M

3.62%

6M

52.51%

1Y

122.84%

5Y*

67.06%

10Y*

76.43%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

MSTY vs. BTC-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax™ MSTR Option Income Strategy ETF (MSTY) and Bitcoin (BTC-USD). 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 MSTY, currently valued at 2.11, compared to the broader market0.002.004.002.111.41
The chart of Sortino ratio for MSTY, currently valued at 2.56, compared to the broader market-2.000.002.004.006.008.0010.002.562.14
The chart of Omega ratio for MSTY, currently valued at 1.32, compared to the broader market0.501.001.502.002.503.001.321.21
The chart of Calmar ratio for MSTY, currently valued at 2.64, compared to the broader market0.005.0010.0015.002.641.22
The chart of Martin ratio for MSTY, currently valued at 14.14, compared to the broader market0.0020.0040.0060.0080.00100.0014.146.70
MSTY
BTC-USD


Rolling 12-month Sharpe Ratio1.002.003.004.005.00Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15
2.11
1.41
MSTY
BTC-USD

Drawdowns

MSTY vs. BTC-USD - Drawdown Comparison

The maximum MSTY drawdown since its inception was -33.16%, smaller than the maximum BTC-USD drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for MSTY and BTC-USD. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-14.14%
-7.90%
MSTY
BTC-USD

Volatility

MSTY vs. BTC-USD - Volatility Comparison

YieldMax™ MSTR Option Income Strategy ETF (MSTY) has a higher volatility of 29.42% compared to Bitcoin (BTC-USD) at 14.07%. This indicates that MSTY's price experiences larger fluctuations and is considered to be riskier than BTC-USD 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%JulyAugustSeptemberOctoberNovemberDecember
29.42%
14.07%
MSTY
BTC-USD
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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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