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MSTY vs. STRK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MSTY vs. STRK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax™ MSTR Option Income Strategy ETF (MSTY) and MicroStrategy Incorporated (STRK). 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 -14.73% return, which is significantly lower than STRK's -11.25% return.


MSTY

1D
-6.76%
1M
-28.46%
YTD
-14.73%
6M
-26.86%
1Y
-61.25%
3Y*
5Y*
10Y*

STRK

1D
-2.28%
1M
-12.42%
YTD
-11.25%
6M
-17.07%
1Y
-29.79%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MSTY vs. STRK - Yearly Performance Comparison


2026 (YTD)2025
MSTY
YieldMax™ MSTR Option Income Strategy ETF
-14.73%-47.28%
STRK
MicroStrategy Incorporated
-11.25%0.61%

Correlation

The correlation between MSTY and STRK is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.59

Correlation (All Time)
Calculated using the full available price history since Feb 7, 2025

0.62

The correlation between MSTY and STRK has been stable across timeframes, ranging from 0.59 to 0.62 - a consistent structural relationship.

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Return for Risk

MSTY vs. STRK — Risk / Return Rank

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

MSTY
MSTY Risk / Return Rank: 11
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: 22
Martin Ratio Rank

STRK
STRK Risk / Return Rank: 1212
Overall Rank
STRK Sharpe Ratio Rank: 88
Sharpe Ratio Rank
STRK Sortino Ratio Rank: 88
Sortino Ratio Rank
STRK Omega Ratio Rank: 1010
Omega Ratio Rank
STRK Calmar Ratio Rank: 1414
Calmar Ratio Rank
STRK Martin Ratio Rank: 1919
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. STRK - Risk-Adjusted Trends Comparison

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


MSTYSTRKDifference
Sharpe ratioReturn per unit of total volatility

-0.18

Sortino ratioReturn per unit of downside risk

-0.53

Omega ratioGain probability vs. loss probability

0.81

0.86

-0.06

Calmar ratioReturn relative to maximum drawdown

-0.86

-0.71

-0.14

Martin ratioReturn relative to average drawdown

-1.31

-1.04

-0.26

MSTY vs. STRK - Sharpe Ratio Comparison

The current MSTY Sharpe Ratio is -1.02, which is comparable to the STRK Sharpe Ratio of -0.84. The chart below compares the historical Sharpe Ratios of MSTY and STRK, 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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Sharpe Ratios by Period


MSTYSTRKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.02

-0.84

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

-0.24

+0.49

Drawdowns

MSTY vs. STRK - Drawdown Comparison

The maximum MSTY drawdown since its inception was -71.79%, which is greater than STRK's maximum drawdown of -41.90%. Use the drawdown chart below to compare losses from any high point for MSTY and STRK.


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Drawdown Indicators


MSTYSTRKDifference

Max Drawdown

Largest peak-to-trough decline

-71.79%

-41.90%

-29.89%

Max Drawdown (1Y)

Largest decline over 1 year

-71.79%

-41.90%

-29.89%

Current Drawdown

Current decline from peak

-66.48%

-41.90%

-24.58%

Average Drawdown

Average peak-to-trough decline

-26.09%

-21.72%

-4.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

46.87%

28.59%

+18.28%

Volatility

MSTY vs. STRK - Volatility Comparison

YieldMax™ MSTR Option Income Strategy ETF (MSTY) has a higher volatility of 17.01% compared to MicroStrategy Incorporated (STRK) at 5.70%. This indicates that MSTY's price experiences larger fluctuations and is considered to be riskier than STRK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MSTYSTRKDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.01%

5.70%

+11.31%

Volatility (6M)

Calculated over the trailing 6-month period

48.79%

22.29%

+26.50%

Volatility (1Y)

Calculated over the trailing 1-year period

60.44%

35.59%

+24.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

71.92%

35.08%

+36.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

71.92%

35.08%

+36.84%

Dividends

MSTY vs. STRK - Dividend Comparison

MSTY's dividend yield for the trailing twelve months is around 269.45%, more than STRK's 11.74% yield.


PositionTTM20252024
MSTY
YieldMax™ MSTR Option Income Strategy ETF
269.45%294.61%104.56%
STRK
MicroStrategy Incorporated
11.74%9.19%0.00%

Frequently Asked Questions


MSTY and STRK have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MSTY has higher volatility (17.01%) compared to STRK (5.70%). In terms of maximum drawdown, MSTY dropped -71.79% vs STRK's -41.90%.

STRK currently has the higher Sharpe Ratio (-0.84 vs -1.02), 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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