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MSTY vs. MSTR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MSTY vs. MSTR - Performance Comparison

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

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Returns By Period

In the year-to-date period, MSTY achieves a -16.01% return, which is significantly higher than MSTR's -18.41% return.


MSTY

1D
2.79%
1M
-27.49%
YTD
-16.01%
6M
-25.33%
1Y
-61.92%
3Y*
5Y*
10Y*

MSTR

1D
3.18%
1M
-30.37%
YTD
-18.41%
6M
-29.74%
1Y
-67.36%
3Y*
63.46%
5Y*
19.14%
10Y*
20.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MSTY vs. MSTR - Yearly Performance Comparison


2026 (YTD)20252024
MSTY
YieldMax™ MSTR Option Income Strategy ETF
-16.01%-42.71%212.16%
MSTR
Strategy Inc
-18.41%-47.53%330.47%

Correlation

The correlation between MSTY and MSTR is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.99

Correlation (All Time)
Calculated using the full available price history since Feb 22, 2024

0.98

The correlation between MSTY and MSTR has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

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Return for Risk

MSTY vs. MSTR — Risk / Return Rank

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

MSTY
MSTY Risk / Return Rank: 22
Overall Rank
MSTY Sharpe Ratio Rank: 11
Sharpe Ratio Rank
MSTY Sortino Ratio Rank: 11
Sortino Ratio Rank
MSTY Omega Ratio Rank: 11
Omega Ratio Rank
MSTY Calmar Ratio Rank: 22
Calmar Ratio Rank
MSTY Martin Ratio Rank: 33
Martin Ratio Rank

MSTR
MSTR Risk / Return Rank: 88
Overall Rank
MSTR Sharpe Ratio Rank: 66
Sharpe Ratio Rank
MSTR Sortino Ratio Rank: 44
Sortino Ratio Rank
MSTR Omega Ratio Rank: 77
Omega Ratio Rank
MSTR Calmar Ratio Rank: 88
Calmar Ratio Rank
MSTR Martin Ratio Rank: 1313
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MSTY vs. MSTR - Risk-Adjusted Trends Comparison

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


MSTYMSTRDifference
Sharpe ratioReturn per unit of total volatility

-0.06

Sortino ratioReturn per unit of downside risk

-0.01

Omega ratioGain probability vs. loss probability

0.81

0.82

-0.01

Calmar ratioReturn relative to maximum drawdown

-0.86

-0.88

+0.02

Martin ratioReturn relative to average drawdown

-1.29

-1.27

-0.01

MSTY vs. MSTR - Sharpe Ratio Comparison

The current MSTY Sharpe Ratio is -1.01, which is comparable to the MSTR Sharpe Ratio of -0.95. The chart below compares the historical Sharpe Ratios of MSTY and MSTR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MSTY vs. MSTR - Drawdown Comparison

The maximum MSTY drawdown since its inception was -71.79%, smaller than the maximum MSTR drawdown of -99.86%. Use the drawdown chart below to compare losses from any high point for MSTY and MSTR.


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Drawdown Indicators


MSTYMSTRDifference

Max Drawdown

Largest peak-to-trough decline

-71.79%

-99.86%

+28.07%

Max Drawdown (1Y)

Largest decline over 1 year

-71.79%

-76.53%

+4.74%

Max Drawdown (3Y)

Largest decline over 3 years

-77.42%

Max Drawdown (5Y)

Largest decline over 5 years

-84.11%

Max Drawdown (10Y)

Largest decline over 10 years

-89.27%

Current Drawdown

Current decline from peak

-66.98%

-73.84%

+6.86%

Average Drawdown

Average peak-to-trough decline

-26.54%

-86.45%

+59.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

48.20%

53.01%

-4.81%

Volatility

MSTY vs. MSTR - Volatility Comparison

The current volatility for YieldMax™ MSTR Option Income Strategy ETF (MSTY) is 19.17%, while Strategy Inc (MSTR) has a volatility of 21.60%. This indicates that MSTY experiences smaller price fluctuations and is considered to be less risky than MSTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MSTYMSTRDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.17%

21.60%

-2.43%

Volatility (6M)

Calculated over the trailing 6-month period

49.63%

57.34%

-7.71%

Volatility (1Y)

Calculated over the trailing 1-year period

61.33%

71.15%

-9.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

71.88%

90.79%

-18.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

71.88%

73.80%

-1.92%

Dividends

MSTY vs. MSTR - Dividend Comparison

MSTY's dividend yield for the trailing twelve months is around 241.17%, while MSTR has not paid dividends to shareholders.


PositionTTM20252024
MSTR
Strategy Inc
0.00%0.00%0.00%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
241.17%294.61%104.56%

Frequently Asked Questions


With a correlation of 0.99, MSTY and MSTR move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

MSTR has higher volatility (21.60%) compared to MSTY (19.17%). In terms of maximum drawdown, MSTY dropped -71.79% vs MSTR's -99.86%.

MSTR currently has the higher Sharpe Ratio (-0.95 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.

Portfolio Optimizer

Find the right allocation for MSTY and MSTR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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