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NNDM vs. MSTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NNDM vs. MSTY - Performance Comparison

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

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Returns By Period

In the year-to-date period, NNDM achieves a 7.14% return, which is significantly higher than MSTY's -14.73% return.


NNDM

1D
-6.25%
1M
-13.16%
YTD
7.14%
6M
-8.33%
1Y
6.45%
3Y*
-12.23%
5Y*
-26.50%
10Y*
-31.71%

MSTY

1D
-6.76%
1M
-28.46%
YTD
-14.73%
6M
-26.86%
1Y
-61.25%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NNDM vs. MSTY - Yearly Performance Comparison


2026 (YTD)20252024
NNDM
Nano Dimension Ltd.
7.14%-37.90%-8.49%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
-14.73%-42.71%200.20%

Correlation

The correlation between NNDM and MSTY 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

0.26

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Return for Risk

NNDM vs. MSTY — Risk / Return Rank

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

NNDM
NNDM Risk / Return Rank: 4444
Overall Rank
NNDM Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
NNDM Sortino Ratio Rank: 4444
Sortino Ratio Rank
NNDM Omega Ratio Rank: 4343
Omega Ratio Rank
NNDM Calmar Ratio Rank: 4545
Calmar Ratio Rank
NNDM Martin Ratio Rank: 4545
Martin Ratio Rank

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
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.

NNDM vs. MSTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nano Dimension Ltd. (NNDM) and YieldMax™ MSTR Option Income Strategy ETF (MSTY). 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.


NNDMMSTYDifference
Sharpe ratioReturn per unit of total volatility

+1.13

Sortino ratioReturn per unit of downside risk

+2.31

Omega ratioGain probability vs. loss probability

1.07

0.81

+0.26

Calmar ratioReturn relative to maximum drawdown

0.22

-0.86

+1.07

Martin ratioReturn relative to average drawdown

0.43

-1.31

+1.73

NNDM vs. MSTY - Sharpe Ratio Comparison

The current NNDM Sharpe Ratio is 0.12, which is higher than the MSTY Sharpe Ratio of -1.02. The chart below compares the historical Sharpe Ratios of NNDM and MSTY, 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


NNDMMSTYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.12

-1.02

+1.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.23

0.26

-0.49

Drawdowns

NNDM vs. MSTY - Drawdown Comparison

The maximum NNDM drawdown since its inception was -99.27%, which is greater than MSTY's maximum drawdown of -71.79%. Use the drawdown chart below to compare losses from any high point for NNDM and MSTY.


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Drawdown Indicators


NNDMMSTYDifference

Max Drawdown

Largest peak-to-trough decline

-99.27%

-71.79%

-27.48%

Max Drawdown (1Y)

Largest decline over 1 year

-29.91%

-71.79%

+41.88%

Max Drawdown (3Y)

Largest decline over 3 years

-59.45%

Max Drawdown (5Y)

Largest decline over 5 years

-84.99%

Max Drawdown (10Y)

Largest decline over 10 years

-99.25%

Current Drawdown

Current decline from peak

-98.14%

-66.48%

-31.66%

Average Drawdown

Average peak-to-trough decline

-81.28%

-26.09%

-55.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.16%

46.87%

-31.71%

Volatility

NNDM vs. MSTY - Volatility Comparison

Nano Dimension Ltd. (NNDM) has a higher volatility of 22.68% compared to YieldMax™ MSTR Option Income Strategy ETF (MSTY) at 17.01%. This indicates that NNDM's price experiences larger fluctuations and is considered to be riskier than MSTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NNDMMSTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.68%

17.01%

+5.67%

Volatility (6M)

Calculated over the trailing 6-month period

40.59%

48.79%

-8.20%

Volatility (1Y)

Calculated over the trailing 1-year period

56.11%

60.44%

-4.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

53.53%

71.92%

-18.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

135.93%

71.92%

+64.01%

Dividends

NNDM vs. MSTY - Dividend Comparison

NNDM has not paid dividends to shareholders, while MSTY's dividend yield for the trailing twelve months is around 269.45%.


PositionTTM20252024
MSTY
YieldMax™ MSTR Option Income Strategy ETF
269.45%294.61%104.56%
NNDM
Nano Dimension Ltd.
0.00%0.00%0.00%

Frequently Asked Questions


NNDM and MSTY 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.

NNDM has higher volatility (22.68%) compared to MSTY (17.01%). In terms of maximum drawdown, NNDM dropped -99.27% vs MSTY's -71.79%.

NNDM currently has the higher Sharpe Ratio (0.12 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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