MSTY vs. CMPS
MSTY (YieldMax™ MSTR Option Income Strategy ETF) is Derivative Income fund actively managed by YieldMax, while CMPS (COMPASS Pathways plc) is a stock. Over the past year, MSTY returned -60.49% vs 168.56% for CMPS. At a 0.27 correlation, their price movements are largely independent.
Performance
MSTY vs. CMPS - Performance Comparison
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Returns By Period
In the year-to-date period, MSTY achieves a -12.23% return, which is significantly lower than CMPS's 70.87% return.
MSTY
- 1D
- 4.50%
- 1M
- -23.91%
- YTD
- -12.23%
- 6M
- -15.80%
- 1Y
- -60.49%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CMPS
- 1D
- -2.40%
- 1M
- 13.69%
- YTD
- 70.87%
- 6M
- 78.91%
- 1Y
- 168.56%
- 3Y*
- 15.31%
- 5Y*
- -20.57%
- 10Y*
- —
MSTY vs. CMPS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
MSTY YieldMax™ MSTR Option Income Strategy ETF | -12.23% | -42.71% | 212.16% |
CMPS COMPASS Pathways plc | 70.87% | 82.54% | -61.90% |
Correlation
The correlation between MSTY and CMPS is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Feb 22, 2024 | 0.27 |
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Return for Risk
MSTY vs. CMPS — Risk / Return Rank
MSTY
CMPS
MSTY vs. CMPS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax™ MSTR Option Income Strategy ETF (MSTY) and COMPASS Pathways plc (CMPS). 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.
| MSTY | CMPS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.63 | ||
| Sortino ratioReturn per unit of downside risk | -4.00 | ||
| Omega ratioGain probability vs. loss probability | 0.82 | 1.36 | -0.54 |
| Calmar ratioReturn relative to maximum drawdown | -0.84 | 3.32 | -4.17 |
| Martin ratioReturn relative to average drawdown | -1.25 | 9.89 | -11.14 |
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Drawdowns
MSTY vs. CMPS - Drawdown Comparison
The maximum MSTY drawdown since its inception was -71.79%, smaller than the maximum CMPS drawdown of -96.03%. Use the drawdown chart below to compare losses from any high point for MSTY and CMPS.
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Drawdown Indicators
| MSTY | CMPS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.79% | -96.03% | +24.24% |
Max Drawdown (1Y)Largest decline over 1 year | -71.79% | -51.04% | -20.75% |
Max Drawdown (3Y)Largest decline over 3 years | — | -81.00% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -95.20% | — |
Current DrawdownCurrent decline from peak | -65.49% | -80.08% | +14.59% |
Average DrawdownAverage peak-to-trough decline | -26.61% | -74.10% | +47.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 48.38% | 17.11% | +31.27% |
Volatility
MSTY vs. CMPS - Volatility Comparison
The current volatility for YieldMax™ MSTR Option Income Strategy ETF (MSTY) is 19.30%, while COMPASS Pathways plc (CMPS) has a volatility of 23.18%. This indicates that MSTY experiences smaller price fluctuations and is considered to be less risky than CMPS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSTY | CMPS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.30% | 23.18% | -3.88% |
Volatility (6M)Calculated over the trailing 6-month period | 49.85% | 68.01% | -18.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 61.63% | 103.69% | -42.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 71.87% | 79.98% | -8.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 71.87% | 82.30% | -10.43% |
Dividends
MSTY vs. CMPS - Dividend Comparison
MSTY's dividend yield for the trailing twelve months is around 230.78%, while CMPS has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
CMPS COMPASS Pathways plc | 0.00% | 0.00% | 0.00% |
MSTY YieldMax™ MSTR Option Income Strategy ETF | 230.78% | 294.61% | 104.56% |
Frequently Asked Questions
MSTY and CMPS have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CMPS has higher volatility (23.18%) compared to MSTY (19.30%). In terms of maximum drawdown, MSTY dropped -71.79% vs CMPS's -96.03%.
CMPS currently has the higher Sharpe Ratio (1.64 vs -0.99), 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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