MSTY vs. TGTX
MSTY (YieldMax™ MSTR Option Income Strategy ETF) is Derivative Income fund actively managed by YieldMax, while TGTX (TG Therapeutics, Inc.) is a stock. Over the past year, MSTY returned -60.53% vs 2.22% for TGTX. At a 0.22 correlation, their price movements are largely independent.
Performance
MSTY vs. TGTX - Performance Comparison
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Returns By Period
In the year-to-date period, MSTY achieves a -14.65% return, which is significantly lower than TGTX's 37.37% return.
MSTY
- 1D
- 4.76%
- 1M
- -29.07%
- YTD
- -14.65%
- 6M
- -26.17%
- 1Y
- -60.53%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TGTX
- 1D
- 1.97%
- 1M
- -4.46%
- YTD
- 37.37%
- 6M
- 32.83%
- 1Y
- 2.22%
- 3Y*
- 14.25%
- 5Y*
- 1.88%
- 10Y*
- 19.05%
MSTY vs. TGTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
MSTY YieldMax™ MSTR Option Income Strategy ETF | -14.65% | -42.71% | 200.20% |
TGTX TG Therapeutics, Inc. | 37.37% | -0.96% | 123.96% |
Correlation
The correlation between MSTY and TGTX is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Feb 23, 2024 | 0.22 |
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Return for Risk
MSTY vs. TGTX — Risk / Return Rank
MSTY
TGTX
MSTY vs. TGTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax™ MSTR Option Income Strategy ETF (MSTY) and TG Therapeutics, Inc. (TGTX). 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 | TGTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.05 | ||
| Sortino ratioReturn per unit of downside risk | -2.09 | ||
| Omega ratioGain probability vs. loss probability | 0.81 | 1.05 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.85 | 0.07 | -0.91 |
| Martin ratioReturn relative to average drawdown | -1.28 | 0.12 | -1.39 |
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 | TGTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.00 | 0.05 | -1.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.02 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.22 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | -0.05 | +0.30 |
Drawdowns
MSTY vs. TGTX - Drawdown Comparison
The maximum MSTY drawdown since its inception was -71.79%, smaller than the maximum TGTX drawdown of -99.52%. Use the drawdown chart below to compare losses from any high point for MSTY and TGTX.
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Drawdown Indicators
| MSTY | TGTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.79% | -99.52% | +27.73% |
Max Drawdown (1Y)Largest decline over 1 year | -71.79% | -33.76% | -38.03% |
Max Drawdown (3Y)Largest decline over 3 years | — | -75.69% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -90.75% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -93.19% | — |
Current DrawdownCurrent decline from peak | -66.45% | -82.46% | +16.01% |
Average DrawdownAverage peak-to-trough decline | -26.30% | -91.46% | +65.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 47.43% | 19.61% | +27.82% |
Volatility
MSTY vs. TGTX - Volatility Comparison
YieldMax™ MSTR Option Income Strategy ETF (MSTY) has a higher volatility of 18.89% compared to TG Therapeutics, Inc. (TGTX) at 12.21%. This indicates that MSTY's price experiences larger fluctuations and is considered to be riskier than TGTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSTY | TGTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.89% | 12.21% | +6.68% |
Volatility (6M)Calculated over the trailing 6-month period | 49.13% | 33.01% | +16.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 60.99% | 46.28% | +14.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 71.94% | 87.69% | -15.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 71.94% | 86.86% | -14.92% |
Dividends
MSTY vs. TGTX - Dividend Comparison
MSTY's dividend yield for the trailing twelve months is around 233.09%, while TGTX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
MSTY YieldMax™ MSTR Option Income Strategy ETF | 233.09% | 294.61% | 104.56% |
TGTX TG Therapeutics, Inc. | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MSTY and TGTX have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSTY has higher volatility (18.89%) compared to TGTX (12.21%). In terms of maximum drawdown, MSTY dropped -71.79% vs TGTX's -99.52%.
TGTX currently has the higher Sharpe Ratio (0.05 vs -1.00), 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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