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

Correlation

The correlation between MSTY and SQY 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. SQY - Performance Comparison

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

0.00%100.00%200.00%300.00%NovemberDecember2025FebruaryMarchApril
206.37%
-8.70%
MSTY
SQY

Key characteristics

Sharpe Ratio

MSTY:

0.68

SQY:

-0.66

Sortino Ratio

MSTY:

1.37

SQY:

-0.72

Omega Ratio

MSTY:

1.17

SQY:

0.90

Calmar Ratio

MSTY:

1.25

SQY:

-0.62

Martin Ratio

MSTY:

3.16

SQY:

-1.79

Ulcer Index

MSTY:

16.14%

SQY:

14.70%

Daily Std Dev

MSTY:

74.54%

SQY:

39.67%

Max Drawdown

MSTY:

-40.82%

SQY:

-42.16%

Current Drawdown

MSTY:

-26.04%

SQY:

-41.03%

Returns By Period

In the year-to-date period, MSTY achieves a 2.06% return, which is significantly higher than SQY's -33.73% return.


MSTY

YTD

2.06%

1M

14.30%

6M

55.81%

1Y

53.74%

5Y*

N/A

10Y*

N/A

SQY

YTD

-33.73%

1M

-14.63%

6M

-19.88%

1Y

-24.29%

5Y*

N/A

10Y*

N/A

*Annualized

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MSTY vs. SQY - Expense Ratio Comparison

MSTY has a 0.99% expense ratio, which is lower than SQY's 1.01% expense ratio.


Expense ratio chart for SQY: current value is 1.01%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SQY: 1.01%
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%

Risk-Adjusted Performance

MSTY vs. SQY — 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 7272
Overall Rank
The Sharpe Ratio Rank of MSTY is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of MSTY is 7474
Sortino Ratio Rank
The Omega Ratio Rank of MSTY is 7474
Omega Ratio Rank
The Calmar Ratio Rank of MSTY is 8080
Calmar Ratio Rank
The Martin Ratio Rank of MSTY is 6969
Martin Ratio Rank

SQY
The Risk-Adjusted Performance Rank of SQY is 22
Overall Rank
The Sharpe Ratio Rank of SQY is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of SQY is 44
Sortino Ratio Rank
The Omega Ratio Rank of SQY is 33
Omega Ratio Rank
The Calmar Ratio Rank of SQY is 22
Calmar Ratio Rank
The Martin Ratio Rank of SQY is 11
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. SQY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax™ MSTR Option Income Strategy ETF (MSTY) and YieldMax SQ Option Income Strategy ETF (SQY). 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 0.68, compared to the broader market-1.000.001.002.003.004.005.00
MSTY: 0.68
SQY: -0.66
The chart of Sortino ratio for MSTY, currently valued at 1.37, compared to the broader market-2.000.002.004.006.008.0010.00
MSTY: 1.37
SQY: -0.72
The chart of Omega ratio for MSTY, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.00
MSTY: 1.17
SQY: 0.90
The chart of Calmar ratio for MSTY, currently valued at 1.25, compared to the broader market0.005.0010.0015.00
MSTY: 1.25
SQY: -0.62
The chart of Martin ratio for MSTY, currently valued at 3.16, compared to the broader market0.0020.0040.0060.0080.00100.00
MSTY: 3.16
SQY: -1.79

The current MSTY Sharpe Ratio is 0.68, which is higher than the SQY Sharpe Ratio of -0.66. The chart below compares the historical Sharpe Ratios of MSTY and SQY, 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 Ratio-0.500.000.501.001.502.00Thu 27MarchMon 03Wed 05Fri 07Mar 09Tue 11Thu 13Sat 15Mon 17Wed 19Fri 21Mar 23Tue 25Thu 27Sat 29Mon 31
0.68
-0.66
MSTY
SQY

Dividends

MSTY vs. SQY - Dividend Comparison

MSTY's dividend yield for the trailing twelve months is around 154.94%, more than SQY's 97.21% yield.


TTM20242023
MSTY
YieldMax™ MSTR Option Income Strategy ETF
154.94%104.56%0.00%
SQY
YieldMax SQ Option Income Strategy ETF
97.21%62.54%9.85%

Drawdowns

MSTY vs. SQY - Drawdown Comparison

The maximum MSTY drawdown since its inception was -40.82%, roughly equal to the maximum SQY drawdown of -42.16%. Use the drawdown chart below to compare losses from any high point for MSTY and SQY. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-26.04%
-41.03%
MSTY
SQY

Volatility

MSTY vs. SQY - Volatility Comparison

YieldMax™ MSTR Option Income Strategy ETF (MSTY) has a higher volatility of 28.51% compared to YieldMax SQ Option Income Strategy ETF (SQY) at 14.10%. This indicates that MSTY's price experiences larger fluctuations and is considered to be riskier than SQY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
28.51%
14.10%
MSTY
SQY