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RGC vs. MSTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RGC vs. MSTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Regencell Bioscience Holdings Limited (RGC) 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, RGC achieves a -75.95% return, which is significantly lower than MSTY's -35.55% return.


RGC

1D
-14.12%
1M
-73.18%
6M
-88.55%
YTD
-75.95%
1Y
-65.76%
3Y*
-38.61%
5Y*
10Y*

MSTY

1D
-2.03%
1M
-23.27%
6M
-39.01%
YTD
-35.55%
1Y
-73.76%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RGC vs. MSTY - Yearly Performance Comparison


2026 (YTD)20252024
RGC
Regencell Bioscience Holdings Limited
-75.95%325.10%-36.59%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
-35.55%-42.71%212.16%

Correlation

The correlation between RGC and MSTY is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

Correlation (All Time)
Calculated using the full available price history since Feb 22, 2024

-0.01

The correlation between RGC and MSTY shifts across timeframes, from -0.01 (all time) to 0.12 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

RGC vs. MSTY — Risk / Return Rank

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

RGC
RGC Risk / Return Rank: 2222
Overall Rank
RGC Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
RGC Sortino Ratio Rank: 3131
Sortino Ratio Rank
RGC Omega Ratio Rank: 3232
Omega Ratio Rank
RGC Calmar Ratio Rank: 1616
Calmar Ratio Rank
RGC Martin Ratio Rank: 55
Martin Ratio Rank

MSTY
MSTY Risk / Return Rank: 11
Overall Rank
MSTY Sharpe Ratio Rank: 11
Sharpe Ratio Rank
MSTY Sortino Ratio Rank: 00
Sortino Ratio Rank
MSTY Omega Ratio Rank: 00
Omega Ratio Rank
MSTY Calmar Ratio Rank: 11
Calmar Ratio Rank
MSTY Martin Ratio Rank: 11
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.

RGC vs. MSTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Regencell Bioscience Holdings Limited (RGC) 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.


RGCMSTYDifference
Sharpe ratioReturn per unit of total volatility

+0.69

Sortino ratioReturn per unit of downside risk

+2.24

Omega ratioGain probability vs. loss probability

0.99

0.75

+0.24

Calmar ratioReturn relative to maximum drawdown

-0.73

-0.95

+0.23

Martin ratioReturn relative to average drawdown

-1.59

-1.41

-0.17

RGC vs. MSTY - Sharpe Ratio Comparison

The current RGC Sharpe Ratio is -0.45, which is higher than the MSTY Sharpe Ratio of -1.15. The chart below compares the historical Sharpe Ratios of RGC 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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Drawdowns

RGC vs. MSTY - Drawdown Comparison

The maximum RGC drawdown since its inception was -99.42%, which is greater than MSTY's maximum drawdown of -77.40%. Use the drawdown chart below to compare losses from any high point for RGC and MSTY.


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Drawdown Indicators


RGCMSTYDifference

Max Drawdown

Largest peak-to-trough decline

-99.42%

-77.40%

-22.02%

Max Drawdown (1Y)

Largest decline over 1 year

-90.45%

-77.40%

-13.05%

Max Drawdown (3Y)

Largest decline over 3 years

-99.42%

Current Drawdown

Current decline from peak

-99.42%

-74.66%

-24.76%

Average Drawdown

Average peak-to-trough decline

-65.21%

-28.01%

-37.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

41.50%

52.19%

-10.69%

Volatility

RGC vs. MSTY - Volatility Comparison

Regencell Bioscience Holdings Limited (RGC) has a higher volatility of 55.49% compared to YieldMax™ MSTR Option Income Strategy ETF (MSTY) at 23.76%. This indicates that RGC'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.


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Volatility by Period


RGCMSTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

55.49%

23.76%

+31.73%

Volatility (6M)

Calculated over the trailing 6-month period

102.61%

53.06%

+49.55%

Volatility (1Y)

Calculated over the trailing 1-year period

145.19%

64.61%

+80.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

282.67%

72.32%

+210.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

282.67%

72.32%

+210.35%

Dividends

RGC vs. MSTY - Dividend Comparison

RGC has not paid dividends to shareholders, while MSTY's dividend yield for the trailing twelve months is around 289.43%.


PositionTTM20252024
MSTY
YieldMax™ MSTR Option Income Strategy ETF
289.43%294.61%104.56%
RGC
Regencell Bioscience Holdings Limited
0.00%0.00%0.00%

Frequently Asked Questions


RGC and MSTY have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RGC has higher volatility (55.49%) compared to MSTY (23.76%). In terms of maximum drawdown, RGC dropped -99.42% vs MSTY's -77.40%.

RGC currently has the higher Sharpe Ratio (-0.45 vs -1.15), 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.

Portfolio Optimizer

Find the right allocation for RGC and MSTY

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