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

Correlation

The correlation between MSTY and QQQ 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.

MSTY vs. QQQ

Last updated May 31, 2025

Compare and contrast key facts about YieldMax™ MSTR Option Income Strategy ETF (MSTY) and Invesco QQQ (QQQ).

MSTY and QQQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MSTY is an actively managed fund by YieldMax. It was launched on Feb 21, 2024. QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MSTY or QQQ.

Performance

MSTY vs. QQQ - Performance Comparison

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

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Key characteristics

Sharpe Ratio

MSTY:

1.27

QQQ:

0.62

Sortino Ratio

MSTY:

1.81

QQQ:

0.92

Omega Ratio

MSTY:

1.23

QQQ:

1.13

Calmar Ratio

MSTY:

2.02

QQQ:

0.60

Martin Ratio

MSTY:

4.93

QQQ:

1.94

Ulcer Index

MSTY:

16.71%

QQQ:

7.02%

Daily Std Dev

MSTY:

74.60%

QQQ:

25.59%

Max Drawdown

MSTY:

-40.83%

QQQ:

-82.98%

Current Drawdown

MSTY:

-12.24%

QQQ:

-3.64%

Returns By Period

In the year-to-date period, MSTY achieves a 21.09% return, which is significantly higher than QQQ's 1.69% return.

MSTY

YTD

21.09%

1M

-2.22%

6M

3.16%

1Y

93.45%

3Y*

N/A

5Y*

N/A

10Y*

N/A

QQQ

YTD

1.69%

1M

9.18%

6M

2.15%

1Y

15.66%

3Y*

19.78%

5Y*

18.08%

10Y*

17.69%

*Annualized

Compare stocks, funds, or ETFs

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YieldMax™ MSTR Option Income Strategy ETF

Invesco QQQ

MSTY vs. QQQ - Expense Ratio Comparison

MSTY has a 0.99% expense ratio, which is higher than QQQ's 0.20% expense ratio.

MSTY
YieldMax™ MSTR Option Income Strategy ETF
QQQ
Invesco QQQ
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

MSTY vs. QQQ — 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 8686
Overall Rank
The Sharpe Ratio Rank of MSTY is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of MSTY is 8686
Sortino Ratio Rank
The Omega Ratio Rank of MSTY is 8383
Omega Ratio Rank
The Calmar Ratio Rank of MSTY is 9393
Calmar Ratio Rank
The Martin Ratio Rank of MSTY is 8383
Martin Ratio Rank
QQQ
The Risk-Adjusted Performance Rank of QQQ is 5454
Overall Rank
The Sharpe Ratio Rank of QQQ is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 5353
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 5252
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 6060
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 5252
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. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax™ MSTR Option Income Strategy ETF (MSTY) and Invesco QQQ (QQQ). 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 current MSTY Sharpe Ratio is 1.27, which is higher than the QQQ Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of MSTY and QQQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

MSTY vs. QQQ - Dividend Comparison

MSTY's dividend yield for the trailing twelve months is around 140.35%, more than QQQ's 0.58% yield.

TTM20242023202220212020201920182017201620152014
MSTY
YieldMax™ MSTR Option Income Strategy ETF		140.35%104.56%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QQQ
Invesco QQQ		0.58%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

MSTY vs. QQQ - Drawdown Comparison

The maximum MSTY drawdown since its inception was -40.83%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for MSTY and QQQ.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

MSTY vs. QQQ - Volatility Comparison

YieldMax™ MSTR Option Income Strategy ETF (MSTY) has a higher volatility of 11.84% compared to Invesco QQQ (QQQ) at 5.62%. This indicates that MSTY's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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