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 -92.50% vs -66.58% 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 -84.94% return, which is significantly lower than MSTY's -27.80% return.
ORGN
- 1D
- -4.13%
- 1M
- -37.48%
- YTD
- -84.94%
- 6M
- -85.86%
- 1Y
- -92.50%
- 3Y*
- -80.16%
- 5Y*
- -68.32%
- 10Y*
- —
MSTY
- 1D
- -4.55%
- 1M
- -31.74%
- YTD
- -27.80%
- 6M
- -29.80%
- 1Y
- -66.58%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ORGN vs. MSTY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
ORGN Origin Materials, Inc. | -84.94% | -83.46% | 146.87% |
MSTY YieldMax™ MSTR Option Income Strategy ETF | -27.80% | -42.71% | 212.16% |
Correlation
The correlation between ORGN and MSTY is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Feb 22, 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.
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.
| ORGN | MSTY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.25 | ||
| Sortino ratioReturn per unit of downside risk | -0.15 | ||
| Omega ratioGain probability vs. loss probability | 0.73 | 0.79 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | -0.96 | -0.93 | -0.03 |
| Martin ratioReturn relative to average drawdown | -1.39 | -1.35 | -0.04 |
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Drawdowns
ORGN vs. MSTY - Drawdown Comparison
The maximum ORGN drawdown since its inception was -99.77%, 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 | -99.77% | -71.79% | -27.98% |
Max Drawdown (1Y)Largest decline over 1 year | -96.50% | -71.79% | -24.71% |
Max Drawdown (3Y)Largest decline over 3 years | -99.29% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -99.67% | — | — |
Current DrawdownCurrent decline from peak | -99.77% | -71.62% | -28.15% |
Average DrawdownAverage peak-to-trough decline | -70.25% | -26.97% | -43.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 66.70% | 49.36% | +17.34% |
Volatility
ORGN vs. MSTY - Volatility Comparison
The current volatility for Origin Materials, Inc. (ORGN) is 17.74%, while YieldMax™ MSTR Option Income Strategy ETF (MSTY) has a volatility of 19.32%. This indicates that ORGN 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.
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Volatility by Period
| ORGN | MSTY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.74% | 19.32% | -1.58% |
Volatility (6M)Calculated over the trailing 6-month period | 94.48% | 49.66% | +44.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 112.61% | 62.02% | +50.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 94.10% | 71.82% | +22.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 88.31% | 71.82% | +16.49% |
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 286.06%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
MSTY YieldMax™ MSTR Option Income Strategy ETF | 286.06% | 294.61% | 104.56% |
ORGN Origin Materials, Inc. | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ORGN and MSTY have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSTY has higher volatility (19.32%) compared to ORGN (17.74%). In terms of maximum drawdown, ORGN dropped -99.77% vs MSTY's -71.79%.
ORGN currently has the higher Sharpe Ratio (-0.82 vs -1.08), 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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