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ROIV vs. MSTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ROIV vs. MSTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roivant Sciences Ltd. (ROIV) 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, ROIV achieves a 59.03% return, which is significantly higher than MSTY's -35.55% return.


ROIV

1D
-4.06%
1M
14.88%
6M
55.73%
YTD
59.03%
1Y
203.79%
3Y*
43.54%
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)

ROIV vs. MSTY - Yearly Performance Comparison


2026 (YTD)20252024
ROIV
Roivant Sciences Ltd.
59.03%83.43%2.51%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
-35.55%-42.71%212.16%

Correlation

The correlation between ROIV and MSTY is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

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

0.20

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Return for Risk

ROIV vs. MSTY — Risk / Return Rank

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

ROIV
ROIV Risk / Return Rank: 9999
Overall Rank
ROIV Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
ROIV Sortino Ratio Rank: 9999
Sortino Ratio Rank
ROIV Omega Ratio Rank: 9898
Omega Ratio Rank
ROIV Calmar Ratio Rank: 9999
Calmar Ratio Rank
ROIV Martin Ratio Rank: 9999
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.

ROIV vs. MSTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roivant Sciences Ltd. (ROIV) 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.


ROIVMSTYDifference
Sharpe ratioReturn per unit of total volatility

+6.05

Sortino ratioReturn per unit of downside risk

+8.71

Omega ratioGain probability vs. loss probability

1.76

0.75

+1.01

Calmar ratioReturn relative to maximum drawdown

15.98

-0.95

+16.94

Martin ratioReturn relative to average drawdown

47.46

-1.41

+48.88

ROIV vs. MSTY - Sharpe Ratio Comparison

The current ROIV Sharpe Ratio is 4.90, which is higher than the MSTY Sharpe Ratio of -1.15. The chart below compares the historical Sharpe Ratios of ROIV 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

ROIV vs. MSTY - Drawdown Comparison

The maximum ROIV drawdown since its inception was -79.22%, roughly equal to the maximum MSTY drawdown of -77.40%. Use the drawdown chart below to compare losses from any high point for ROIV and MSTY.


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Drawdown Indicators


ROIVMSTYDifference

Max Drawdown

Largest peak-to-trough decline

-79.22%

-77.40%

-1.82%

Max Drawdown (1Y)

Largest decline over 1 year

-12.84%

-77.40%

+64.56%

Max Drawdown (3Y)

Largest decline over 3 years

-36.47%

Current Drawdown

Current decline from peak

-6.25%

-74.66%

+68.41%

Average Drawdown

Average peak-to-trough decline

-27.04%

-28.01%

+0.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.31%

52.19%

-47.88%

Volatility

ROIV vs. MSTY - Volatility Comparison

The current volatility for Roivant Sciences Ltd. (ROIV) is 9.92%, while YieldMax™ MSTR Option Income Strategy ETF (MSTY) has a volatility of 23.76%. This indicates that ROIV 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


ROIVMSTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.92%

23.76%

-13.84%

Volatility (6M)

Calculated over the trailing 6-month period

33.96%

53.06%

-19.10%

Volatility (1Y)

Calculated over the trailing 1-year period

41.94%

64.61%

-22.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.22%

72.32%

-12.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

60.22%

72.32%

-12.10%

Dividends

ROIV vs. MSTY - Dividend Comparison

ROIV 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%
ROIV
Roivant Sciences Ltd.
0.00%0.00%0.00%

Frequently Asked Questions


ROIV and MSTY have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MSTY has higher volatility (23.76%) compared to ROIV (9.92%). In terms of maximum drawdown, ROIV dropped -79.22% vs MSTY's -77.40%.

ROIV currently has the higher Sharpe Ratio (4.90 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

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