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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 48.43% return, which is significantly higher than MSTY's -27.80% return.


ROIV

1D
3.07%
1M
7.51%
YTD
48.43%
6M
43.47%
1Y
180.09%
3Y*
48.68%
5Y*
10Y*

MSTY

1D
-4.55%
1M
-31.74%
YTD
-27.80%
6M
-29.80%
1Y
-66.58%
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.
48.43%83.43%2.51%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
-27.80%-42.71%212.16%

Correlation

The correlation between ROIV and MSTY is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.21

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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: 9898
Overall Rank
ROIV Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
ROIV Sortino Ratio Rank: 9999
Sortino Ratio Rank
ROIV Omega Ratio Rank: 9797
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: 11
Sortino Ratio Rank
MSTY Omega Ratio Rank: 11
Omega Ratio Rank
MSTY Calmar Ratio Rank: 11
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.

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

+5.43

Sortino ratioReturn per unit of downside risk

+7.89

Omega ratioGain probability vs. loss probability

1.69

0.79

+0.91

Calmar ratioReturn relative to maximum drawdown

14.12

-0.93

+15.05

Martin ratioReturn relative to average drawdown

41.21

-1.35

+42.56

ROIV vs. MSTY - Sharpe Ratio Comparison

The current ROIV Sharpe Ratio is 4.35, which is higher than the MSTY Sharpe Ratio of -1.08. 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%, which is greater than MSTY's maximum drawdown of -71.79%. 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%

-71.79%

-7.43%

Max Drawdown (1Y)

Largest decline over 1 year

-12.84%

-71.79%

+58.95%

Max Drawdown (3Y)

Largest decline over 3 years

-36.47%

Current Drawdown

Current decline from peak

-0.62%

-71.62%

+71.00%

Average Drawdown

Average peak-to-trough decline

-27.33%

-26.97%

-0.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.39%

49.36%

-44.97%

Volatility

ROIV vs. MSTY - Volatility Comparison

The current volatility for Roivant Sciences Ltd. (ROIV) is 10.17%, while YieldMax™ MSTR Option Income Strategy ETF (MSTY) has a volatility of 19.32%. 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

10.17%

19.32%

-9.15%

Volatility (6M)

Calculated over the trailing 6-month period

33.45%

49.66%

-16.21%

Volatility (1Y)

Calculated over the trailing 1-year period

41.65%

62.02%

-20.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.42%

71.82%

-11.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

60.42%

71.82%

-11.40%

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 286.06%.


PositionTTM20252024
MSTY
YieldMax™ MSTR Option Income Strategy ETF
286.06%294.61%104.56%
ROIV
Roivant Sciences Ltd.
0.00%0.00%0.00%

Frequently Asked Questions


ROIV and MSTY have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MSTY has higher volatility (19.32%) compared to ROIV (10.17%). In terms of maximum drawdown, ROIV dropped -79.22% vs MSTY's -71.79%.

ROIV currently has the higher Sharpe Ratio (4.35 vs -1.08), 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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