ORGN vs. MSTY
ORGN (Origin Materials, Inc.) is a stock, while MSTY (YieldMax™ MSTR Option Income Strategy ETF) is Derivative Income fund actively managed by YieldMax. Over the past year, ORGN returned -89.81% vs -61.25% for MSTY. At a 0.18 correlation, their price movements are largely independent.
Performance
ORGN vs. MSTY - Performance Comparison
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Returns By Period
In the year-to-date period, ORGN achieves a -78.43% return, which is significantly lower than MSTY's -14.73% return.
ORGN
- 1D
- -1.44%
- 1M
- -6.80%
- YTD
- -78.43%
- 6M
- -90.31%
- 1Y
- -89.81%
- 3Y*
- -78.35%
- 5Y*
- -65.95%
- 10Y*
- —
MSTY
- 1D
- -6.76%
- 1M
- -28.46%
- YTD
- -14.73%
- 6M
- -26.86%
- 1Y
- -61.25%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ORGN vs. MSTY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
ORGN Origin Materials, Inc. | -78.43% | -83.46% | 149.46% |
MSTY YieldMax™ MSTR Option Income Strategy ETF | -14.73% | -42.71% | 200.20% |
Correlation
The correlation between ORGN and MSTY is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Feb 23, 2024 | 0.18 |
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Return for Risk
ORGN vs. MSTY — Risk / Return Rank
ORGN
MSTY
ORGN vs. MSTY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Origin Materials, Inc. (ORGN) 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.
| ORGN | MSTY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.80 | -1.02 | +0.22 |
Sortino ratioReturn per unit of downside risk | -1.80 | -1.73 | -0.07 |
Omega ratioGain probability vs. loss probability | 0.77 | 0.81 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | -0.94 | -0.86 | -0.09 |
Martin ratioReturn relative to average drawdown | -1.42 | -1.31 | -0.12 |
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
| ORGN | MSTY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.80 | -1.02 | +0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.70 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.69 | 0.26 | -0.95 |
Drawdowns
ORGN vs. MSTY - Drawdown Comparison
The maximum ORGN drawdown since its inception was -99.71%, which is greater than MSTY's maximum drawdown of -71.79%. Use the drawdown chart below to compare losses from any high point for ORGN and MSTY.
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Drawdown Indicators
| ORGN | MSTY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.71% | -71.79% | -27.92% |
Max Drawdown (1Y)Largest decline over 1 year | -95.50% | -71.79% | -23.71% |
Max Drawdown (3Y)Largest decline over 3 years | -99.16% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -99.59% | — | — |
Current DrawdownCurrent decline from peak | -99.67% | -66.48% | -33.19% |
Average DrawdownAverage peak-to-trough decline | -70.04% | -26.09% | -43.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 63.08% | 46.87% | +16.21% |
Volatility
ORGN vs. MSTY - Volatility Comparison
Origin Materials, Inc. (ORGN) has a higher volatility of 22.78% compared to YieldMax™ MSTR Option Income Strategy ETF (MSTY) at 17.01%. This indicates that ORGN'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
| ORGN | MSTY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.78% | 17.01% | +5.77% |
Volatility (6M)Calculated over the trailing 6-month period | 95.30% | 48.79% | +46.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 112.33% | 60.44% | +51.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 93.80% | 71.92% | +21.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 88.47% | 71.92% | +16.55% |
Dividends
ORGN vs. MSTY - Dividend Comparison
ORGN has not paid dividends to shareholders, while MSTY's dividend yield for the trailing twelve months is around 269.45%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
MSTY YieldMax™ MSTR Option Income Strategy ETF | 269.45% | 294.61% | 104.56% |
ORGN Origin Materials, Inc. | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ORGN and MSTY have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ORGN has higher volatility (22.78%) compared to MSTY (17.01%). In terms of maximum drawdown, ORGN dropped -99.71% vs MSTY's -71.79%.
ORGN currently has the higher Sharpe Ratio (-0.80 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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