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

Correlation

The correlation between PYPY and MSTY is 0.38, 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.


-0.50.00.51.00.4

Performance

PYPY vs. MSTY - Performance Comparison

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

0.00%50.00%100.00%SeptemberOctoberNovemberDecember2025February
8.15%
78.94%
PYPY
MSTY

Key characteristics

Daily Std Dev

PYPY:

26.23%

MSTY:

77.15%

Max Drawdown

PYPY:

-14.70%

MSTY:

-33.16%

Current Drawdown

PYPY:

-13.49%

MSTY:

-20.01%

Returns By Period

In the year-to-date period, PYPY achieves a -8.80% return, which is significantly lower than MSTY's 10.38% return.


PYPY

YTD

-8.80%

1M

-10.51%

6M

8.64%

1Y

39.79%

5Y*

N/A

10Y*

N/A

MSTY

YTD

10.38%

1M

-9.61%

6M

87.67%

1Y

N/A

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.


PYPY vs. MSTY - Expense Ratio Comparison

PYPY has a 1.01% expense ratio, which is higher than MSTY's 0.99% expense ratio.


PYPY
Yieldmax PYPL Option Income Strategy ETF
Expense ratio chart for PYPY: current value at 1.01% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.01%
Expense ratio chart for MSTY: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%

Risk-Adjusted Performance

PYPY vs. MSTY — Risk-Adjusted Performance Rank

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

PYPY
The Risk-Adjusted Performance Rank of PYPY is 6262
Overall Rank
The Sharpe Ratio Rank of PYPY is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of PYPY is 5353
Sortino Ratio Rank
The Omega Ratio Rank of PYPY is 6464
Omega Ratio Rank
The Calmar Ratio Rank of PYPY is 7474
Calmar Ratio Rank
The Martin Ratio Rank of PYPY is 5959
Martin Ratio Rank

MSTY
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.

PYPY vs. MSTY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Yieldmax PYPL Option Income Strategy ETF (PYPY) 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 PYPY, currently valued at 1.41, compared to the broader market0.002.004.001.41
The chart of Sortino ratio for PYPY, currently valued at 1.86, compared to the broader market-2.000.002.004.006.008.0010.0012.001.86
The chart of Omega ratio for PYPY, currently valued at 1.28, compared to the broader market0.501.001.502.002.503.001.28
The chart of Calmar ratio for PYPY, currently valued at 2.51, compared to the broader market0.005.0010.0015.002.51
The chart of Martin ratio for PYPY, currently valued at 6.47, compared to the broader market0.0020.0040.0060.0080.00100.006.47
PYPY
MSTY


Chart placeholderNot enough data

Dividends

PYPY vs. MSTY - Dividend Comparison

PYPY's dividend yield for the trailing twelve months is around 56.09%, less than MSTY's 127.96% yield.


TTM20242023
PYPY
Yieldmax PYPL Option Income Strategy ETF
56.09%48.64%5.70%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
127.96%104.56%0.00%

Drawdowns

PYPY vs. MSTY - Drawdown Comparison

The maximum PYPY drawdown since its inception was -14.70%, smaller than the maximum MSTY drawdown of -33.16%. Use the drawdown chart below to compare losses from any high point for PYPY and MSTY. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-13.49%
-20.01%
PYPY
MSTY

Volatility

PYPY vs. MSTY - Volatility Comparison

Yieldmax PYPL Option Income Strategy ETF (PYPY) has a higher volatility of 13.03% compared to YieldMax™ MSTR Option Income Strategy ETF (MSTY) at 9.92%. This indicates that PYPY'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.


0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
13.03%
9.92%
PYPY
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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