SMLR vs. MSTY

In the year-to-date period, SMLR achieves a -25.93% return, which is significantly lower than MSTY's 21.09% return.

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This table presents a comparison of risk-adjusted performance metrics for Semler Scientific, Inc. (SMLR) 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.

The current SMLR Sharpe Ratio is 0.37, which is lower than the MSTY Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of SMLR and MSTY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SMLR has not paid dividends to shareholders, while MSTY's dividend yield for the trailing twelve months is around 140.35%.

The maximum SMLR drawdown since its inception was -87.15%, which is greater than MSTY's maximum drawdown of -40.83%. Use the drawdown chart below to compare losses from any high point for SMLR and MSTY.

Semler Scientific, Inc. (SMLR) has a higher volatility of 33.90% compared to YieldMax™ MSTR Option Income Strategy ETF (MSTY) at 11.84%. This indicates that SMLR'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.