MSTY vs. VYGR
MSTY (YieldMax™ MSTR Option Income Strategy ETF) is Derivative Income fund actively managed by YieldMax, while VYGR (Voyager Therapeutics, Inc.) is a stock. Over the past year, MSTY returned -60.49% vs 10.00% for VYGR. At a 0.32 correlation, their price movements are largely independent.
Performance
MSTY vs. VYGR - Performance Comparison
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Returns By Period
In the year-to-date period, MSTY achieves a -12.23% return, which is significantly lower than VYGR's -7.63% return.
MSTY
- 1D
- 4.50%
- 1M
- -23.91%
- YTD
- -12.23%
- 6M
- -15.80%
- 1Y
- -60.49%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VYGR
- 1D
- 3.71%
- 1M
- -3.59%
- YTD
- -7.63%
- 6M
- -16.74%
- 1Y
- 10.00%
- 3Y*
- -34.59%
- 5Y*
- -5.51%
- 10Y*
- -12.79%
MSTY vs. VYGR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
MSTY YieldMax™ MSTR Option Income Strategy ETF | -12.23% | -42.71% | 212.16% |
VYGR Voyager Therapeutics, Inc. | -7.63% | -30.69% | -25.79% |
Correlation
The correlation between MSTY and VYGR is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Feb 22, 2024 | 0.32 |
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Return for Risk
MSTY vs. VYGR — Risk / Return Rank
MSTY
VYGR
MSTY vs. VYGR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax™ MSTR Option Income Strategy ETF (MSTY) and Voyager Therapeutics, Inc. (VYGR). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MSTY | VYGR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.14 | ||
| Sortino ratioReturn per unit of downside risk | -2.35 | ||
| Omega ratioGain probability vs. loss probability | 0.82 | 1.08 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.84 | 0.27 | -1.11 |
| Martin ratioReturn relative to average drawdown | -1.25 | 0.48 | -1.73 |
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Drawdowns
MSTY vs. VYGR - Drawdown Comparison
The maximum MSTY drawdown since its inception was -71.79%, smaller than the maximum VYGR drawdown of -92.11%. Use the drawdown chart below to compare losses from any high point for MSTY and VYGR.
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Drawdown Indicators
| MSTY | VYGR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.79% | -92.11% | +20.32% |
Max Drawdown (1Y)Largest decline over 1 year | -71.79% | -37.71% | -34.08% |
Max Drawdown (3Y)Largest decline over 3 years | — | -80.49% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -80.49% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -92.11% | — |
Current DrawdownCurrent decline from peak | -65.49% | -88.41% | +22.92% |
Average DrawdownAverage peak-to-trough decline | -26.61% | -66.91% | +40.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 48.38% | 21.10% | +27.28% |
Volatility
MSTY vs. VYGR - Volatility Comparison
YieldMax™ MSTR Option Income Strategy ETF (MSTY) and Voyager Therapeutics, Inc. (VYGR) have volatilities of 19.30% and 19.66%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSTY | VYGR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.30% | 19.66% | -0.36% |
Volatility (6M)Calculated over the trailing 6-month period | 49.85% | 43.72% | +6.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 61.63% | 65.19% | -3.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 71.87% | 80.85% | -8.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 71.87% | 75.87% | -4.00% |
Dividends
MSTY vs. VYGR - Dividend Comparison
MSTY's dividend yield for the trailing twelve months is around 230.78%, while VYGR has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
MSTY YieldMax™ MSTR Option Income Strategy ETF | 230.78% | 294.61% | 104.56% |
VYGR Voyager Therapeutics, Inc. | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MSTY and VYGR have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VYGR has higher volatility (19.66%) compared to MSTY (19.30%). In terms of maximum drawdown, MSTY dropped -71.79% vs VYGR's -92.11%.
VYGR currently has the higher Sharpe Ratio (0.15 vs -0.99), 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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