MSTY vs. STRK
MSTY (YieldMax™ MSTR Option Income Strategy ETF) is Derivative Income fund actively managed by YieldMax, while STRK (MicroStrategy Incorporated) is a stock. Over the past year, MSTY returned -61.25% vs -29.79% for STRK. A 0.62 correlation means they provide meaningful diversification when combined.
Performance
MSTY vs. STRK - Performance Comparison
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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*
- —
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
MSTY
STRK
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.
| MSTY | STRK | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MSTY | STRK | Difference | |
|---|---|---|---|
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
| MSTY | STRK | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -66.48% | -41.90% | -24.58% |
Average DrawdownAverage peak-to-trough decline | -26.09% | -21.72% | -4.37% |
Ulcer IndexDepth 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
| MSTY | STRK | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
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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