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SQY vs. MSTY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SQY and MSTY is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

SQY vs. MSTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax SQ Option Income Strategy ETF (SQY) and YieldMax™ MSTR Option Income Strategy ETF (MSTY). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
34.97%
91.66%
SQY
MSTY

Key characteristics

Daily Std Dev

SQY:

37.45%

MSTY:

80.27%

Max Drawdown

SQY:

-20.92%

MSTY:

-33.16%

Current Drawdown

SQY:

-7.39%

MSTY:

-19.15%

Returns By Period


SQY

YTD

26.69%

1M

-3.16%

6M

34.98%

1Y

28.60%

5Y*

N/A

10Y*

N/A

MSTY

YTD

N/A

1M

-9.84%

6M

91.66%

1Y

N/A

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SQY vs. MSTY - Expense Ratio Comparison

SQY has a 1.01% expense ratio, which is higher than MSTY's 0.99% expense ratio.


SQY
YieldMax SQ Option Income Strategy ETF
Expense ratio chart for SQY: current value at 1.01% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.01%
Expense ratio chart for MSTY: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%

Risk-Adjusted Performance

SQY vs. MSTY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax SQ Option Income Strategy ETF (SQY) 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.


Sharpe ratio
The chart of Sharpe ratio for SQY, currently valued at 0.78, compared to the broader market0.002.004.000.78
The chart of Sortino ratio for SQY, currently valued at 1.26, compared to the broader market-2.000.002.004.006.008.0010.001.26
The chart of Omega ratio for SQY, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.001.17
The chart of Calmar ratio for SQY, currently valued at 1.40, compared to the broader market0.005.0010.0015.001.40
The chart of Martin ratio for SQY, currently valued at 2.81, compared to the broader market0.0020.0040.0060.0080.00100.002.81
SQY
MSTY


Chart placeholderNot enough data

Dividends

SQY vs. MSTY - Dividend Comparison

SQY's dividend yield for the trailing twelve months is around 60.08%, less than MSTY's 93.73% yield.


TTM2023
SQY
YieldMax SQ Option Income Strategy ETF
60.08%9.85%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
93.73%0.00%

Drawdowns

SQY vs. MSTY - Drawdown Comparison

The maximum SQY drawdown since its inception was -20.92%, smaller than the maximum MSTY drawdown of -33.16%. Use the drawdown chart below to compare losses from any high point for SQY and MSTY. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.39%
-19.15%
SQY
MSTY

Volatility

SQY vs. MSTY - Volatility Comparison

The current volatility for YieldMax SQ Option Income Strategy ETF (SQY) is 12.33%, while YieldMax™ MSTR Option Income Strategy ETF (MSTY) has a volatility of 24.93%. This indicates that SQY 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.


0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
12.33%
24.93%
SQY
MSTY
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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