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

Correlation

The correlation between PYPY and MSTY is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


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.

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Key characteristics

Sharpe Ratio

PYPY:

0.39

MSTY:

1.72

Sortino Ratio

PYPY:

0.61

MSTY:

2.31

Omega Ratio

PYPY:

1.09

MSTY:

1.30

Calmar Ratio

PYPY:

0.29

MSTY:

3.22

Martin Ratio

PYPY:

0.80

MSTY:

7.88

Ulcer Index

PYPY:

11.84%

MSTY:

16.66%

Daily Std Dev

PYPY:

30.27%

MSTY:

75.34%

Max Drawdown

PYPY:

-32.33%

MSTY:

-40.83%

Current Drawdown

PYPY:

-18.89%

MSTY:

-4.22%

Returns By Period

In the year-to-date period, PYPY achieves a -14.50% return, which is significantly lower than MSTY's 32.15% return.


PYPY

YTD

-14.50%

1M

14.61%

6M

-11.28%

1Y

13.83%

5Y*

N/A

10Y*

N/A

MSTY

YTD

32.15%

1M

42.17%

6M

37.31%

1Y

140.94%

5Y*

N/A

10Y*

N/A

*Annualized

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PYPY vs. MSTY - Expense Ratio Comparison

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


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 4444
Overall Rank
The Sharpe Ratio Rank of PYPY is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of PYPY is 4545
Sortino Ratio Rank
The Omega Ratio Rank of PYPY is 4646
Omega Ratio Rank
The Calmar Ratio Rank of PYPY is 4545
Calmar Ratio Rank
The Martin Ratio Rank of PYPY is 3737
Martin Ratio Rank

MSTY
The Risk-Adjusted Performance Rank of MSTY is 9393
Overall Rank
The Sharpe Ratio Rank of MSTY is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of MSTY is 9292
Sortino Ratio Rank
The Omega Ratio Rank of MSTY is 9191
Omega Ratio Rank
The Calmar Ratio Rank of MSTY is 9696
Calmar Ratio Rank
The Martin Ratio Rank of MSTY is 9191
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.

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.


The current PYPY Sharpe Ratio is 0.39, which is lower than the MSTY Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of PYPY 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.


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Dividends

PYPY vs. MSTY - Dividend Comparison

PYPY's dividend yield for the trailing twelve months is around 59.41%, less than MSTY's 128.59% yield.


Drawdowns

PYPY vs. MSTY - Drawdown Comparison

The maximum PYPY drawdown since its inception was -32.33%, smaller than the maximum MSTY drawdown of -40.83%. Use the drawdown chart below to compare losses from any high point for PYPY and MSTY. For additional features, visit the drawdowns tool.


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Volatility

PYPY vs. MSTY - Volatility Comparison

The current volatility for Yieldmax PYPL Option Income Strategy ETF (PYPY) is 7.45%, while YieldMax™ MSTR Option Income Strategy ETF (MSTY) has a volatility of 13.66%. This indicates that PYPY 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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