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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 32.26% return, which is significantly higher than MSTY's -14.73% return.


ROIV

1D
1.59%
1M
1.20%
YTD
32.26%
6M
38.65%
1Y
155.22%
3Y*
44.87%
5Y*
10Y*

MSTY

1D
-6.76%
1M
-28.46%
YTD
-14.73%
6M
-26.86%
1Y
-61.25%
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.
32.26%83.43%4.14%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
-14.73%-42.71%200.20%

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 23, 2024

0.22

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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: 9797
Sharpe Ratio Rank
ROIV Sortino Ratio Rank: 9898
Sortino Ratio Rank
ROIV Omega Ratio Rank: 9696
Omega Ratio Rank
ROIV Calmar Ratio Rank: 9898
Calmar Ratio Rank
ROIV Martin Ratio Rank: 9898
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: 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.

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.


ROIVMSTYDifference

Sharpe ratio

Return per unit of total volatility

3.79

-1.02

+4.80

Sortino ratio

Return per unit of downside risk

5.47

-1.73

+7.20

Omega ratio

Gain probability vs. loss probability

1.64

0.81

+0.83

Calmar ratio

Return relative to maximum drawdown

12.17

-0.86

+13.02

Martin ratio

Return relative to average drawdown

39.09

-1.31

+40.40

ROIV vs. MSTY - Sharpe Ratio Comparison

The current ROIV Sharpe Ratio is 3.79, which is higher than the MSTY Sharpe Ratio of -1.02. 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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Sharpe Ratios by Period


ROIVMSTYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.79

-1.02

+4.80

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.26

+0.19

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

-11.45%

-66.48%

+55.03%

Average Drawdown

Average peak-to-trough decline

-27.52%

-26.09%

-1.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.99%

46.87%

-42.88%

Volatility

ROIV vs. MSTY - Volatility Comparison

Roivant Sciences Ltd. (ROIV) and YieldMax™ MSTR Option Income Strategy ETF (MSTY) have volatilities of 16.81% and 17.01%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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

16.81%

17.01%

-0.20%

Volatility (6M)

Calculated over the trailing 6-month period

34.03%

48.79%

-14.76%

Volatility (1Y)

Calculated over the trailing 1-year period

41.25%

60.44%

-19.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.66%

71.92%

-11.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

60.66%

71.92%

-11.26%

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 269.45%.


PositionTTM20252024
MSTY
YieldMax™ MSTR Option Income Strategy ETF
269.45%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 (17.01%) compared to ROIV (16.81%). In terms of maximum drawdown, ROIV dropped -79.22% vs MSTY's -71.79%.

ROIV currently has the higher Sharpe Ratio (3.79 vs -1.02), 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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