STRF vs. MSTY

Last updated Jun 3, 2026

STRF (Strategy 10.00% Series A Perpetual Strife Preferred Stock) is a stock, while MSTY (YieldMax™ MSTR Option Income Strategy ETF) is Derivative Income fund actively managed by YieldMax. Over the past year, STRF returned 1.93% vs -57.30% for MSTY. At a 0.49 correlation, their price movements are largely independent.

Performance

STRF vs. MSTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strategy 10.00% Series A Perpetual Strife Preferred Stock (STRF) and YieldMax™ MSTR Option Income Strategy ETF (MSTY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, STRF achieves a -1.80% return, which is significantly higher than MSTY's -8.55% return.

STRF

• 1D: -2.07%
• 1M: -4.16%
• YTD: -1.80%
• 6M: -6.75%
• 1Y: 1.93%
• 3Y*: —
• 5Y*: —
• 10Y*: —

MSTY

• 1D: -8.50%
• 1M: -20.82%
• YTD: -8.55%
• 6M: -19.25%
• 1Y: -57.30%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

STRF vs. MSTY - Yearly Performance Comparison

	2026 (YTD)	2025
STRF Strategy 10.00% Series A Perpetual Strife Preferred Stock	-1.80%	16.74%
MSTY YieldMax™ MSTR Option Income Strategy ETF	-8.55%	-47.26%

Correlation

The correlation between STRF and MSTY is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.49
Correlation (All Time) Calculated using the full available price history since Mar 27, 2025	0.49

Return for Risk

STRF vs. MSTY — Risk / Return Rank

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

STRF

STRF Risk / Return Rank: 40
STRF Sharpe Ratio Rank: 43
STRF Sortino Ratio Rank: 36
STRF Omega Ratio Rank: 37
STRF Calmar Ratio Rank: 42
STRF Martin Ratio Rank: 42

MSTY

MSTY Risk / Return Rank: 2
MSTY Sharpe Ratio Rank: 1
MSTY Sortino Ratio Rank: 1
MSTY Omega Ratio Rank: 1
MSTY Calmar Ratio Rank: 2
MSTY Martin Ratio Rank: 2

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.

STRF vs. MSTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strategy 10.00% Series A Perpetual Strife Preferred Stock (STRF) 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.

	STRF	MSTY	Difference
Sharpe ratio Return per unit of total volatility	0.08	-0.96	+1.03
Sortino ratio Return per unit of downside risk	0.29	-1.53	+1.82
Omega ratio Gain probability vs. loss probability	1.04	0.83	+0.21
Calmar ratio Return relative to maximum drawdown	0.12	-0.79	+0.91
Martin ratio Return relative to average drawdown	0.22	-1.22	+1.43
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

STRF vs. MSTY - Sharpe Ratio Comparison

The current STRF Sharpe Ratio is 0.08, which is higher than the MSTY Sharpe Ratio of -0.96. The chart below compares the historical Sharpe Ratios of STRF 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.

Sharpe Ratios by Period

	STRF	MSTY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.08	-0.96	+1.03
Sharpe Ratio (All Time) Calculated using the full available price history	0.50	0.31	+0.19

Drawdowns

STRF vs. MSTY - Drawdown Comparison

The maximum STRF drawdown since its inception was -24.01%, smaller than the maximum MSTY drawdown of -71.79%. Use the drawdown chart below to compare losses from any high point for STRF and MSTY.

Drawdown Indicators

	STRF	MSTY	Difference
Max Drawdown Largest peak-to-trough decline	-24.01%	-71.79%	+47.78%
Max Drawdown (1Y) Largest decline over 1 year	-24.01%	-71.79%	+47.78%
Current Drawdown Current decline from peak	-17.90%	-64.04%	+46.14%
Average Drawdown Average peak-to-trough decline	-10.43%	-26.01%	+15.58%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.10%	46.68%	-33.58%

Volatility

STRF vs. MSTY - Volatility Comparison

The current volatility for Strategy 10.00% Series A Perpetual Strife Preferred Stock (STRF) is 3.23%, while YieldMax™ MSTR Option Income Strategy ETF (MSTY) has a volatility of 16.65%. This indicates that STRF 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.

Volatility by Period

	STRF	MSTY	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.23%	16.65%	-13.42%
Volatility (6M) Calculated over the trailing 6-month period	14.38%	48.38%	-34.00%
Volatility (1Y) Calculated over the trailing 1-year period	25.38%	60.11%	-34.73%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.49%	71.83%	-47.34%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.49%	71.83%	-47.34%

Dividends

STRF vs. MSTY - Dividend Comparison

STRF's dividend yield for the trailing twelve months is around 10.47%, less than MSTY's 251.24% yield.

Position	TTM	2025	2024
MSTY YieldMax™ MSTR Option Income Strategy ETF	251.24%	294.61%	104.56%
STRF Strategy 10.00% Series A Perpetual Strife Preferred Stock	10.47%	7.56%	0.00%

Frequently Asked Questions

Can I hold both STRF and MSTY in my portfolio?

STRF and MSTY have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, STRF or MSTY?

MSTY has higher volatility (16.65%) compared to STRF (3.23%). In terms of maximum drawdown, STRF dropped -24.01% vs MSTY's -71.79%.

Which has better risk-adjusted returns?

STRF currently has the higher Sharpe Ratio (0.08 vs -0.96), 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.