MSTY vs. CRF
MSTY (YieldMax™ MSTR Option Income Strategy ETF) and CRF (Cornerstone Total Return Fund, Inc.) are both funds - MSTY is a Derivative Income fund actively managed by YieldMax, while CRF is a Large Cap Growth Equities fund managed by Cornerstone. Over the past year, MSTY returned -62.19% vs 12.90% for CRF. At a 0.33 correlation, their price movements are largely independent. MSTY charges 0.99%/yr vs 1.84%/yr for CRF.
Performance
MSTY vs. CRF - Performance Comparison
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Returns By Period
In the year-to-date period, MSTY achieves a -16.01% return, which is significantly lower than CRF's -3.31% return.
MSTY
- 1D
- 2.79%
- 1M
- -27.19%
- YTD
- -16.01%
- 6M
- -25.33%
- 1Y
- -62.19%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CRF
- 1D
- -0.28%
- 1M
- -0.42%
- YTD
- -3.31%
- 6M
- -1.76%
- 1Y
- 12.90%
- 3Y*
- 15.78%
- 5Y*
- 9.57%
- 10Y*
- 11.48%
MSTY vs. CRF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
MSTY YieldMax™ MSTR Option Income Strategy ETF | -16.01% | -42.71% | 212.16% |
CRF Cornerstone Total Return Fund, Inc. | -3.31% | 12.46% | 39.05% |
Correlation
The correlation between MSTY and CRF is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Feb 22, 2024 | 0.33 |
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Return for Risk
MSTY vs. CRF — Risk / Return Rank
MSTY
CRF
MSTY vs. CRF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax™ MSTR Option Income Strategy ETF (MSTY) and Cornerstone Total Return Fund, Inc. (CRF). 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 | CRF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.77 | ||
| Sortino ratioReturn per unit of downside risk | -2.86 | ||
| Omega ratioGain probability vs. loss probability | 0.81 | 1.15 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | -0.86 | 0.78 | -1.65 |
| Martin ratioReturn relative to average drawdown | -1.29 | 2.59 | -3.88 |
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Drawdowns
MSTY vs. CRF - Drawdown Comparison
The maximum MSTY drawdown since its inception was -71.79%, smaller than the maximum CRF drawdown of -80.70%. Use the drawdown chart below to compare losses from any high point for MSTY and CRF.
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Drawdown Indicators
| MSTY | CRF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.79% | -80.70% | +8.91% |
Max Drawdown (1Y)Largest decline over 1 year | -71.79% | -14.88% | -56.91% |
Max Drawdown (3Y)Largest decline over 3 years | — | -29.66% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -43.12% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.90% | — |
Current DrawdownCurrent decline from peak | -66.98% | -5.09% | -61.89% |
Average DrawdownAverage peak-to-trough decline | -26.54% | -22.31% | -4.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 48.20% | 4.48% | +43.72% |
Volatility
MSTY vs. CRF - Volatility Comparison
YieldMax™ MSTR Option Income Strategy ETF (MSTY) has a higher volatility of 19.17% compared to Cornerstone Total Return Fund, Inc. (CRF) at 4.16%. This indicates that MSTY's price experiences larger fluctuations and is considered to be riskier than CRF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSTY | CRF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.17% | 4.16% | +15.01% |
Volatility (6M)Calculated over the trailing 6-month period | 49.63% | 13.41% | +36.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 61.33% | 15.41% | +45.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 71.88% | 25.07% | +46.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 71.88% | 25.86% | +46.02% |
MSTY vs. CRF - Expense Ratio Comparison
MSTY has a 0.99% expense ratio, which is lower than CRF's 1.84% expense ratio.
Dividends
MSTY vs. CRF - Dividend Comparison
MSTY's dividend yield for the trailing twelve months is around 241.17%, more than CRF's 19.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CRF Cornerstone Total Return Fund, Inc. | 19.63% | 17.38% | 14.32% | 19.94% | 29.31% | 13.41% | 18.91% | 21.67% | 24.85% | 17.96% | 24.08% | 23.58% |
MSTY YieldMax™ MSTR Option Income Strategy ETF | 241.17% | 294.61% | 104.56% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MSTY and CRF have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSTY has higher volatility (19.17%) compared to CRF (4.16%). In terms of maximum drawdown, MSTY dropped -71.79% vs CRF's -80.70%.
CRF currently has the higher Sharpe Ratio (0.75 vs -1.01), 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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