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NVDY vs. MSTY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NVDY and MSTY is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.4

Performance

NVDY vs. MSTY - Performance Comparison

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

50.00%100.00%150.00%200.00%250.00%300.00%NovemberDecember2025FebruaryMarchApril
27.87%
212.95%
NVDY
MSTY

Key characteristics

Sharpe Ratio

NVDY:

0.29

MSTY:

0.77

Sortino Ratio

NVDY:

0.67

MSTY:

1.45

Omega Ratio

NVDY:

1.09

MSTY:

1.18

Calmar Ratio

NVDY:

0.52

MSTY:

1.40

Martin Ratio

NVDY:

1.32

MSTY:

3.52

Ulcer Index

NVDY:

10.16%

MSTY:

16.22%

Daily Std Dev

NVDY:

46.55%

MSTY:

74.53%

Max Drawdown

NVDY:

-26.11%

MSTY:

-40.82%

Current Drawdown

NVDY:

-23.56%

MSTY:

-24.45%

Returns By Period

In the year-to-date period, NVDY achieves a -17.51% return, which is significantly lower than MSTY's 4.25% return.


NVDY

YTD

-17.51%

1M

-1.77%

6M

-6.93%

1Y

14.04%

5Y*

N/A

10Y*

N/A

MSTY

YTD

4.25%

1M

18.64%

6M

57.48%

1Y

60.74%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


NVDY vs. MSTY - Expense Ratio Comparison

Both NVDY and MSTY have an expense ratio of 0.99%.


NVDY
YieldMax NVDA Option Income Strategy ETF
Expense ratio chart for NVDY: current value is 0.99%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
NVDY: 0.99%
Expense ratio chart for MSTY: current value is 0.99%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
MSTY: 0.99%

Risk-Adjusted Performance

NVDY vs. MSTY — Risk-Adjusted Performance Rank

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

NVDY
The Risk-Adjusted Performance Rank of NVDY is 4242
Overall Rank
The Sharpe Ratio Rank of NVDY is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of NVDY is 4242
Sortino Ratio Rank
The Omega Ratio Rank of NVDY is 4646
Omega Ratio Rank
The Calmar Ratio Rank of NVDY is 5151
Calmar Ratio Rank
The Martin Ratio Rank of NVDY is 3939
Martin Ratio Rank

MSTY
The Risk-Adjusted Performance Rank of MSTY is 7474
Overall Rank
The Sharpe Ratio Rank of MSTY is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of MSTY is 7575
Sortino Ratio Rank
The Omega Ratio Rank of MSTY is 7474
Omega Ratio Rank
The Calmar Ratio Rank of MSTY is 8282
Calmar Ratio Rank
The Martin Ratio Rank of MSTY is 7171
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NVDY vs. MSTY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax NVDA Option Income Strategy ETF (NVDY) 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.


Sharpe ratio
The chart of Sharpe ratio for NVDY, currently valued at 0.29, compared to the broader market-1.000.001.002.003.004.005.00
NVDY: 0.29
MSTY: 0.77
The chart of Sortino ratio for NVDY, currently valued at 0.67, compared to the broader market-2.000.002.004.006.008.0010.0012.00
NVDY: 0.67
MSTY: 1.45
The chart of Omega ratio for NVDY, currently valued at 1.09, compared to the broader market0.501.001.502.002.503.00
NVDY: 1.09
MSTY: 1.18
The chart of Calmar ratio for NVDY, currently valued at 0.52, compared to the broader market0.005.0010.0015.00
NVDY: 0.52
MSTY: 1.40
The chart of Martin ratio for NVDY, currently valued at 1.32, compared to the broader market0.0020.0040.0060.0080.00100.00
NVDY: 1.32
MSTY: 3.52

The current NVDY Sharpe Ratio is 0.29, which is lower than the MSTY Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of NVDY and MSTY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00Thu 27MarchMon 03Wed 05Fri 07Mar 09Tue 11Thu 13Sat 15Mon 17Wed 19Fri 21Mar 23Tue 25Thu 27Sat 29Mon 31Wed 02
0.29
0.77
NVDY
MSTY

Dividends

NVDY vs. MSTY - Dividend Comparison

NVDY's dividend yield for the trailing twelve months is around 120.96%, less than MSTY's 151.69% yield.


TTM20242023
NVDY
YieldMax NVDA Option Income Strategy ETF
120.96%83.65%22.32%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
151.69%104.56%0.00%

Drawdowns

NVDY vs. MSTY - Drawdown Comparison

The maximum NVDY drawdown since its inception was -26.11%, smaller than the maximum MSTY drawdown of -40.82%. Use the drawdown chart below to compare losses from any high point for NVDY and MSTY. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-23.56%
-24.45%
NVDY
MSTY

Volatility

NVDY vs. MSTY - Volatility Comparison

The current volatility for YieldMax NVDA Option Income Strategy ETF (NVDY) is 12.09%, while YieldMax™ MSTR Option Income Strategy ETF (MSTY) has a volatility of 28.09%. This indicates that NVDY experiences smaller price fluctuations and is considered to be less risky than MSTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%35.00%NovemberDecember2025FebruaryMarchApril
12.09%
28.09%
NVDY
MSTY
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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