MSTY vs. ENVB
MSTY (YieldMax™ MSTR Option Income Strategy ETF) is Derivative Income fund actively managed by YieldMax, while ENVB (Enveric Biosciences Inc) is a stock. Over the past year, MSTY returned -60.49% vs -89.81% for ENVB. At a 0.13 correlation, their price movements are largely independent.
Performance
MSTY vs. ENVB - Performance Comparison
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Returns By Period
In the year-to-date period, MSTY achieves a -12.23% return, which is significantly higher than ENVB's -59.23% return.
MSTY
- 1D
- 4.50%
- 1M
- -23.91%
- YTD
- -12.23%
- 6M
- -15.80%
- 1Y
- -60.49%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ENVB
- 1D
- -3.27%
- 1M
- -34.22%
- YTD
- -59.23%
- 6M
- -72.39%
- 1Y
- -89.81%
- 3Y*
- -87.52%
- 5Y*
- -85.10%
- 10Y*
- -74.86%
MSTY vs. ENVB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
MSTY YieldMax™ MSTR Option Income Strategy ETF | -12.23% | -42.71% | 212.16% |
ENVB Enveric Biosciences Inc | -59.23% | -94.37% | -58.18% |
Correlation
The correlation between MSTY and ENVB is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Feb 22, 2024 | 0.13 |
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Return for Risk
MSTY vs. ENVB — Risk / Return Rank
MSTY
ENVB
MSTY vs. ENVB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax™ MSTR Option Income Strategy ETF (MSTY) and Enveric Biosciences Inc (ENVB). 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 | ENVB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.47 | ||
| Sortino ratioReturn per unit of downside risk | -0.62 | ||
| Omega ratioGain probability vs. loss probability | 0.82 | 0.87 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | -0.84 | -0.98 | +0.14 |
| Martin ratioReturn relative to average drawdown | -1.25 | -1.34 | +0.09 |
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Drawdowns
MSTY vs. ENVB - Drawdown Comparison
The maximum MSTY drawdown since its inception was -71.79%, smaller than the maximum ENVB drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for MSTY and ENVB.
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Drawdown Indicators
| MSTY | ENVB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.79% | -100.00% | +28.21% |
Max Drawdown (1Y)Largest decline over 1 year | -71.79% | -91.49% | +19.70% |
Max Drawdown (3Y)Largest decline over 3 years | — | -99.81% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -100.00% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -100.00% | — |
Current DrawdownCurrent decline from peak | -65.49% | -100.00% | +34.51% |
Average DrawdownAverage peak-to-trough decline | -26.61% | -86.07% | +59.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 48.38% | 66.73% | -18.35% |
Volatility
MSTY vs. ENVB - Volatility Comparison
The current volatility for YieldMax™ MSTR Option Income Strategy ETF (MSTY) is 19.30%, while Enveric Biosciences Inc (ENVB) has a volatility of 21.07%. This indicates that MSTY experiences smaller price fluctuations and is considered to be less risky than ENVB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSTY | ENVB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.30% | 21.07% | -1.77% |
Volatility (6M)Calculated over the trailing 6-month period | 49.85% | 105.59% | -55.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 61.63% | 175.01% | -113.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 71.87% | 155.96% | -84.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 71.87% | 164.65% | -92.78% |
Dividends
MSTY vs. ENVB - Dividend Comparison
MSTY's dividend yield for the trailing twelve months is around 230.78%, while ENVB has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
ENVB Enveric Biosciences Inc | 0.00% | 0.00% | 0.00% |
MSTY YieldMax™ MSTR Option Income Strategy ETF | 230.78% | 294.61% | 104.56% |
Frequently Asked Questions
MSTY and ENVB have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ENVB has higher volatility (21.07%) compared to MSTY (19.30%). In terms of maximum drawdown, MSTY dropped -71.79% vs ENVB's -100.00%.
ENVB currently has the higher Sharpe Ratio (-0.51 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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