MSTY vs. MSTR
MSTY (YieldMax™ MSTR Option Income Strategy ETF) is Derivative Income fund actively managed by YieldMax, while MSTR (Strategy Inc) is a stock. Over the past year, MSTY returned -71.93% vs -77.31% for MSTR. With a 0.98 correlation, they move nearly in lockstep.
Performance
MSTY vs. MSTR - Performance Comparison
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Returns By Period
In the year-to-date period, MSTY achieves a -33.94% return, which is significantly higher than MSTR's -38.38% return.
MSTY
- 1D
- -4.79%
- 1M
- -8.50%
- 6M
- -36.97%
- YTD
- -33.94%
- 1Y
- -71.93%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 7.15%
MSTR
- 1D
- -6.38%
- 1M
- -9.83%
- 6M
- -41.84%
- YTD
- -38.38%
- 1Y
- -77.31%
- 3Y*
- 29.52%
- 5Y*
- 11.65%
- 10Y*
- 17.64%
- ALL TIME*
- 9.14%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
MSTR Strategy Inc | $1.47B | $2.27B | $2.53B |
| $11.95M | $17.03M | $31.55M |
MSTY vs. MSTR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
MSTY YieldMax™ MSTR Option Income Strategy ETF | -33.94% | -42.71% | 212.16% |
MSTR Strategy Inc | -38.38% | -47.53% | 330.47% |
Correlation
The correlation between MSTY and MSTR is 1.00 - 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 | 1.00 |
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 1.00 - a consistent structural relationship.
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Return for Risk
MSTY vs. MSTR — Risk / Return Rank
MSTY
MSTR
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.
| MSTY | MSTR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.07 | ||
| Sortino ratioReturn per unit of downside risk | +0.04 | ||
| Omega ratioGain probability vs. loss probability | 0.76 | 0.77 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | -0.95 | -0.97 | +0.01 |
| Martin ratioReturn relative to average drawdown | -1.41 | -1.39 | -0.02 |
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Drawdowns
MSTY vs. MSTR - Drawdown Comparison
The maximum MSTY drawdown since its inception was -77.40%, 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
| MSTY | MSTR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.40% | -99.86% | +22.46% |
Max Drawdown (1Y)Largest decline over 1 year | -75.70% | -80.16% | +4.46% |
Max Drawdown (3Y)Largest decline over 3 years | — | -82.63% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -84.11% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -89.27% | — |
Current DrawdownCurrent decline from peak | -74.03% | -80.24% | +6.21% |
Average DrawdownAverage peak-to-trough decline | -28.61% | -86.42% | +57.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 50.89% | 55.52% | -4.63% |
Volatility
MSTY vs. MSTR - Volatility Comparison
The current volatility for YieldMax™ MSTR Option Income Strategy ETF (MSTY) is 23.07%, while Strategy Inc (MSTR) has a volatility of 26.04%. 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
| MSTY | MSTR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.07% | 26.04% | -2.97% |
Volatility (6M)Calculated over the trailing 6-month period | 52.54% | 60.46% | -7.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 64.83% | 74.52% | -9.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 72.06% | 90.70% | -18.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 72.06% | 74.28% | -2.22% |
Dividends
MSTY vs. MSTR - Dividend Comparison
MSTY's dividend yield for the trailing twelve months is around 295.20%, while MSTR has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
MSTR Strategy Inc | 0.00% | 0.00% | 0.00% |
MSTY YieldMax™ MSTR Option Income Strategy ETF | 295.20% | 294.61% | 104.56% |
Frequently Asked Questions
With a correlation of 1.00, 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 (26.04%) compared to MSTY (23.07%). In terms of maximum drawdown, MSTY dropped -77.40% vs MSTR's -99.86%.
MSTR currently has the higher Sharpe Ratio (-1.04 vs -1.11), 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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