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

Key characteristics


PYPYMSTY
Daily Std Dev25.79%76.54%
Max Drawdown-14.70%-33.16%
Current Drawdown-0.31%0.00%

Correlation

-0.50.00.51.00.4

The correlation between PYPY and MSTY is 0.36, 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.

Performance

PYPY vs. MSTY - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%0.00%20.00%40.00%60.00%80.00%100.00%JuneJulyAugustSeptemberOctoberNovember
30.33%
96.86%
PYPY
MSTY

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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.


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 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.


PYPY
Sharpe ratio
The chart of Sharpe ratio for PYPY, currently valued at 2.25, compared to the broader market-2.000.002.004.002.25
Sortino ratio
The chart of Sortino ratio for PYPY, currently valued at 2.78, compared to the broader market-2.000.002.004.006.008.0010.0012.002.78
Omega ratio
The chart of Omega ratio for PYPY, currently valued at 1.41, compared to the broader market1.001.502.002.503.001.41
Calmar ratio
The chart of Calmar ratio for PYPY, currently valued at 3.95, compared to the broader market0.005.0010.0015.003.95
Martin ratio
The chart of Martin ratio for PYPY, currently valued at 11.17, compared to the broader market0.0020.0040.0060.0080.00100.0011.17
MSTY
Sharpe ratio
No data

PYPY vs. MSTY - Sharpe Ratio Comparison


Chart placeholderNot enough data

Dividends

PYPY vs. MSTY - Dividend Comparison

PYPY's dividend yield for the trailing twelve months is around 42.35%, less than MSTY's 53.90% yield.


TTM2023
PYPY
Yieldmax PYPL Option Income Strategy ETF
42.35%5.70%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
53.90%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%JuneJulyAugustSeptemberOctoberNovember
-0.31%
0
PYPY
MSTY

Volatility

PYPY vs. MSTY - Volatility Comparison

The current volatility for Yieldmax PYPL Option Income Strategy ETF (PYPY) is 6.93%, while YieldMax™ MSTR Option Income Strategy ETF (MSTY) has a volatility of 22.00%. 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.


5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
6.93%
22.00%
PYPY
MSTY