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MSTY vs. JEPQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MSTY and JEPQ is 0.43, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

MSTY vs. JEPQ - Performance Comparison

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

0.00%100.00%200.00%300.00%NovemberDecember2025FebruaryMarchApril
249.62%
7.87%
MSTY
JEPQ

Key characteristics

Sharpe Ratio

MSTY:

1.35

JEPQ:

0.48

Sortino Ratio

MSTY:

2.00

JEPQ:

0.80

Omega Ratio

MSTY:

1.26

JEPQ:

1.12

Calmar Ratio

MSTY:

2.56

JEPQ:

0.48

Martin Ratio

MSTY:

6.29

JEPQ:

1.87

Ulcer Index

MSTY:

16.65%

JEPQ:

5.20%

Daily Std Dev

MSTY:

77.70%

JEPQ:

20.43%

Max Drawdown

MSTY:

-40.82%

JEPQ:

-20.07%

Current Drawdown

MSTY:

-15.59%

JEPQ:

-11.79%

Returns By Period

In the year-to-date period, MSTY achieves a 16.46% return, which is significantly higher than JEPQ's -7.74% return.


MSTY

YTD

16.46%

1M

4.68%

6M

33.65%

1Y

108.33%

5Y*

N/A

10Y*

N/A

JEPQ

YTD

-7.74%

1M

-5.27%

6M

-3.37%

1Y

7.78%

5Y*

N/A

10Y*

N/A

*Annualized

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MSTY vs. JEPQ - Expense Ratio Comparison

MSTY has a 0.99% expense ratio, which is higher than JEPQ's 0.35% expense ratio.


Expense ratio chart for MSTY: current value is 0.99%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
MSTY: 0.99%
Expense ratio chart for JEPQ: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JEPQ: 0.35%

Risk-Adjusted Performance

MSTY vs. JEPQ — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MSTY
The Risk-Adjusted Performance Rank of MSTY is 9090
Overall Rank
The Sharpe Ratio Rank of MSTY is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of MSTY is 8989
Sortino Ratio Rank
The Omega Ratio Rank of MSTY is 8787
Omega Ratio Rank
The Calmar Ratio Rank of MSTY is 9595
Calmar Ratio Rank
The Martin Ratio Rank of MSTY is 8888
Martin Ratio Rank

JEPQ
The Risk-Adjusted Performance Rank of JEPQ is 6060
Overall Rank
The Sharpe Ratio Rank of JEPQ is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of JEPQ is 5959
Sortino Ratio Rank
The Omega Ratio Rank of JEPQ is 6262
Omega Ratio Rank
The Calmar Ratio Rank of JEPQ is 6363
Calmar Ratio Rank
The Martin Ratio Rank of JEPQ is 5959
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MSTY vs. JEPQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax™ MSTR Option Income Strategy ETF (MSTY) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). 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.


The chart of Sharpe ratio for MSTY, currently valued at 1.35, compared to the broader market-1.000.001.002.003.004.00
MSTY: 1.35
JEPQ: 0.48
The chart of Sortino ratio for MSTY, currently valued at 2.00, compared to the broader market-2.000.002.004.006.008.00
MSTY: 2.00
JEPQ: 0.80
The chart of Omega ratio for MSTY, currently valued at 1.26, compared to the broader market0.501.001.502.002.50
MSTY: 1.26
JEPQ: 1.12
The chart of Calmar ratio for MSTY, currently valued at 2.56, compared to the broader market0.002.004.006.008.0010.0012.00
MSTY: 2.56
JEPQ: 0.48
The chart of Martin ratio for MSTY, currently valued at 6.29, compared to the broader market0.0020.0040.0060.00
MSTY: 6.29
JEPQ: 1.87

The current MSTY Sharpe Ratio is 1.35, which is higher than the JEPQ Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of MSTY and JEPQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00Mar 02Mar 09Mar 16Mar 23Mar 30Apr 06Apr 13Apr 20
1.35
0.48
MSTY
JEPQ

Dividends

MSTY vs. JEPQ - Dividend Comparison

MSTY's dividend yield for the trailing twelve months is around 132.79%, more than JEPQ's 11.39% yield.


TTM202420232022
MSTY
YieldMax™ MSTR Option Income Strategy ETF
132.79%104.56%0.00%0.00%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
11.39%9.65%10.02%9.44%

Drawdowns

MSTY vs. JEPQ - Drawdown Comparison

The maximum MSTY drawdown since its inception was -40.82%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for MSTY and JEPQ. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-15.59%
-11.79%
MSTY
JEPQ

Volatility

MSTY vs. JEPQ - Volatility Comparison

YieldMax™ MSTR Option Income Strategy ETF (MSTY) has a higher volatility of 32.06% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 14.74%. This indicates that MSTY's price experiences larger fluctuations and is considered to be riskier than JEPQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%NovemberDecember2025FebruaryMarchApril
32.06%
14.74%
MSTY
JEPQ