MSTY vs. O
MSTY (YieldMax™ MSTR Option Income Strategy ETF) is Derivative Income fund actively managed by YieldMax, while O (Realty Income Corporation) is a stock. Over the past year, MSTY returned -64.25% vs 10.46% for O. At a 0.04 correlation, their price movements are largely independent.
Performance
MSTY vs. O - Performance Comparison
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Returns By Period
In the year-to-date period, MSTY achieves a -22.84% return, which is significantly lower than O's 9.20% return.
MSTY
- 1D
- -3.45%
- 1M
- -29.31%
- YTD
- -22.84%
- 6M
- -27.46%
- 1Y
- -64.25%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
O
- 1D
- -0.54%
- 1M
- -2.79%
- YTD
- 9.20%
- 6M
- 9.80%
- 1Y
- 10.46%
- 3Y*
- 5.05%
- 5Y*
- 3.72%
- 10Y*
- 4.56%
MSTY vs. O - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
MSTY YieldMax™ MSTR Option Income Strategy ETF | -22.84% | -42.71% | 212.16% |
O Realty Income Corporation | 9.20% | 12.20% | 6.18% |
Correlation
The correlation between MSTY and O is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Feb 22, 2024 | 0.05 |
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Return for Risk
MSTY vs. O — Risk / Return Rank
MSTY
O
MSTY vs. O - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax™ MSTR Option Income Strategy ETF (MSTY) and Realty Income Corporation (O). 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 | O | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.68 | ||
| Sortino ratioReturn per unit of downside risk | -2.78 | ||
| Omega ratioGain probability vs. loss probability | 0.80 | 1.12 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | -0.90 | 0.95 | -1.84 |
| Martin ratioReturn relative to average drawdown | -1.31 | 2.23 | -3.54 |
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Drawdowns
MSTY vs. O - Drawdown Comparison
The maximum MSTY drawdown since its inception was -71.79%, which is greater than O's maximum drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for MSTY and O.
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Drawdown Indicators
| MSTY | O | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.79% | -48.45% | -23.34% |
Max Drawdown (1Y)Largest decline over 1 year | -71.79% | -11.10% | -60.69% |
Max Drawdown (3Y)Largest decline over 3 years | — | -26.49% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -34.48% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -48.28% | — |
Current DrawdownCurrent decline from peak | -69.67% | -9.66% | -60.01% |
Average DrawdownAverage peak-to-trough decline | -26.82% | -9.20% | -17.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 48.95% | 4.70% | +44.25% |
Volatility
MSTY vs. O - Volatility Comparison
YieldMax™ MSTR Option Income Strategy ETF (MSTY) has a higher volatility of 19.32% compared to Realty Income Corporation (O) at 5.70%. This indicates that MSTY's price experiences larger fluctuations and is considered to be riskier than O based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSTY | O | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.32% | 5.70% | +13.62% |
Volatility (6M)Calculated over the trailing 6-month period | 49.58% | 12.21% | +37.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 61.87% | 16.44% | +45.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 71.86% | 18.92% | +52.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 71.86% | 25.65% | +46.21% |
Dividends
MSTY vs. O - Dividend Comparison
MSTY's dividend yield for the trailing twelve months is around 267.66%, more than O's 5.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSTY YieldMax™ MSTR Option Income Strategy ETF | 267.66% | 294.61% | 104.56% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
O Realty Income Corporation | 5.37% | 6.19% | 5.37% | 5.33% | 4.68% | 3.87% | 4.51% | 3.69% | 4.19% | 4.45% | 4.18% | 4.41% |
Frequently Asked Questions
MSTY and O have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSTY has higher volatility (19.32%) compared to O (5.70%). In terms of maximum drawdown, MSTY dropped -71.79% vs O's -48.45%.
O currently has the higher Sharpe Ratio (0.64 vs -1.04), 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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