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QQA vs. MSTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QQA vs. MSTY - Performance Comparison

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

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Returns By Period

In the year-to-date period, QQA achieves a 14.68% return, which is significantly higher than MSTY's -8.55% return.


QQA

1D
0.33%
1M
7.02%
YTD
14.68%
6M
14.53%
1Y
33.20%
3Y*
5Y*
10Y*

MSTY

1D
-8.50%
1M
-20.82%
YTD
-8.55%
6M
-19.25%
1Y
-57.30%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QQA vs. MSTY - Yearly Performance Comparison


2026 (YTD)20252024
QQA
Invesco QQQ Income Advantage ETF
14.68%17.24%7.11%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
-8.55%-42.71%55.75%

Correlation

The correlation between QQA and MSTY is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.47

Correlation (All Time)
Calculated using the full available price history since Jul 18, 2024

0.46

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Return for Risk

QQA vs. MSTY — Risk / Return Rank

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

QQA
QQA Risk / Return Rank: 8080
Overall Rank
QQA Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
QQA Sortino Ratio Rank: 7878
Sortino Ratio Rank
QQA Omega Ratio Rank: 7979
Omega Ratio Rank
QQA Calmar Ratio Rank: 7676
Calmar Ratio Rank
QQA Martin Ratio Rank: 8484
Martin Ratio Rank

MSTY
MSTY Risk / Return Rank: 22
Overall Rank
MSTY Sharpe Ratio Rank: 11
Sharpe Ratio Rank
MSTY Sortino Ratio Rank: 11
Sortino Ratio Rank
MSTY Omega Ratio Rank: 11
Omega Ratio Rank
MSTY Calmar Ratio Rank: 22
Calmar Ratio Rank
MSTY Martin Ratio Rank: 22
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

QQA vs. MSTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco QQQ Income Advantage ETF (QQA) 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.


QQAMSTYDifference

Sharpe ratio

Return per unit of total volatility

2.65

-0.96

+3.60

Sortino ratio

Return per unit of downside risk

3.56

-1.53

+5.09

Omega ratio

Gain probability vs. loss probability

1.48

0.83

+0.65

Calmar ratio

Return relative to maximum drawdown

3.91

-0.79

+4.70

Martin ratio

Return relative to average drawdown

17.57

-1.22

+18.78

QQA vs. MSTY - Sharpe Ratio Comparison

The current QQA Sharpe Ratio is 2.65, which is higher than the MSTY Sharpe Ratio of -0.96. The chart below compares the historical Sharpe Ratios of QQA and MSTY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


QQAMSTYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.65

-0.96

+3.60

Sharpe Ratio (All Time)

Calculated using the full available price history

1.18

0.31

+0.87

Drawdowns

QQA vs. MSTY - Drawdown Comparison

The maximum QQA drawdown since its inception was -19.73%, smaller than the maximum MSTY drawdown of -71.79%. Use the drawdown chart below to compare losses from any high point for QQA and MSTY.


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Drawdown Indicators


QQAMSTYDifference

Max Drawdown

Largest peak-to-trough decline

-19.73%

-71.79%

+52.06%

Max Drawdown (1Y)

Largest decline over 1 year

-8.76%

-71.79%

+63.03%

Current Drawdown

Current decline from peak

0.00%

-64.04%

+64.04%

Average Drawdown

Average peak-to-trough decline

-2.45%

-26.01%

+23.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.95%

46.68%

-44.73%

Volatility

QQA vs. MSTY - Volatility Comparison

The current volatility for Invesco QQQ Income Advantage ETF (QQA) is 2.91%, while YieldMax™ MSTR Option Income Strategy ETF (MSTY) has a volatility of 16.65%. This indicates that QQA 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


QQAMSTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.91%

16.65%

-13.74%

Volatility (6M)

Calculated over the trailing 6-month period

9.68%

48.38%

-38.70%

Volatility (1Y)

Calculated over the trailing 1-year period

12.61%

60.11%

-47.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.29%

71.83%

-53.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.29%

71.83%

-53.54%

QQA vs. MSTY - Expense Ratio Comparison

QQA has a 0.29% expense ratio, which is lower than MSTY's 0.99% expense ratio.


Dividends

QQA vs. MSTY - Dividend Comparison

QQA's dividend yield for the trailing twelve months is around 9.28%, less than MSTY's 251.24% yield.


PositionTTM20252024
MSTY
YieldMax™ MSTR Option Income Strategy ETF
251.24%294.61%104.56%
QQA
Invesco QQQ Income Advantage ETF
9.28%9.78%4.29%

Frequently Asked Questions


QQA and MSTY have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MSTY has higher volatility (16.65%) compared to QQA (2.91%). In terms of maximum drawdown, QQA dropped -19.73% vs MSTY's -71.79%.

On 1-year performance, QQA leads with 33.20% vs -57.30% for MSTY. On fees, QQA is cheaper at 0.29% per year. On volatility, QQA has been the lower-risk option at 2.91%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, QQA has performed better with a 33.20% return vs -57.30%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QQA is cheaper with a 0.29% expense ratio, compared with 0.99% for MSTY.

MSTY has the higher dividend yield at 251.24%, compared with 9.28% for QQA.

They also come from different issuers: Invesco and YieldMax. Their fees differ too: 0.29% for QQA and 0.99% for MSTY.

QQA currently has the higher Sharpe Ratio (2.65 vs -0.96), 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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