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STRK vs. MSTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

STRK vs. MSTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strategy Inc. 8.00% Series A Perpetual Strike Preferred Stock (STRK) 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, STRK achieves a -16.81% return, which is significantly higher than MSTY's -24.36% return.


STRK

1D
-0.55%
1M
-13.43%
YTD
-16.81%
6M
-21.03%
1Y
-33.31%
3Y*
5Y*
10Y*

MSTY

1D
-1.97%
1M
-28.49%
YTD
-24.36%
6M
-28.98%
1Y
-65.11%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

STRK vs. MSTY - Yearly Performance Comparison


Correlation

The correlation between STRK and MSTY is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.62

Correlation (All Time)
Calculated using the full available price history since Feb 6, 2025

0.64

The correlation between STRK and MSTY has been stable across timeframes, ranging from 0.62 to 0.64 - a consistent structural relationship.

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Return for Risk

STRK vs. MSTY — Risk / Return Rank

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

STRK
STRK Risk / Return Rank: 1111
Overall Rank
STRK Sharpe Ratio Rank: 77
Sharpe Ratio Rank
STRK Sortino Ratio Rank: 88
Sortino Ratio Rank
STRK Omega Ratio Rank: 99
Omega Ratio Rank
STRK Calmar Ratio Rank: 1414
Calmar Ratio Rank
STRK Martin Ratio Rank: 1818
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.

STRK vs. MSTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strategy Inc. 8.00% Series A Perpetual Strike Preferred Stock (STRK) 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.


STRKMSTYDifference
Sharpe ratioReturn per unit of total volatility

+0.14

Sortino ratioReturn per unit of downside risk

+0.54

Omega ratioGain probability vs. loss probability

0.85

0.79

+0.05

Calmar ratioReturn relative to maximum drawdown

-0.73

-0.91

+0.18

Martin ratioReturn relative to average drawdown

-1.11

-1.33

+0.22

STRK vs. MSTY - Sharpe Ratio Comparison

The current STRK Sharpe Ratio is -0.92, which is comparable to the MSTY Sharpe Ratio of -1.05. The chart below compares the historical Sharpe Ratios of STRK 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

STRK vs. MSTY - Drawdown Comparison

The maximum STRK drawdown since its inception was -45.54%, smaller than the maximum MSTY drawdown of -71.79%. Use the drawdown chart below to compare losses from any high point for STRK and MSTY.


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Drawdown Indicators


STRKMSTYDifference

Max Drawdown

Largest peak-to-trough decline

-45.54%

-71.79%

+26.25%

Max Drawdown (1Y)

Largest decline over 1 year

-45.54%

-71.79%

+26.25%

Current Drawdown

Current decline from peak

-45.54%

-70.26%

+24.72%

Average Drawdown

Average peak-to-trough decline

-22.39%

-26.90%

+4.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.06%

49.15%

-19.09%

Volatility

STRK vs. MSTY - Volatility Comparison

The current volatility for Strategy Inc. 8.00% Series A Perpetual Strike Preferred Stock (STRK) is 12.27%, while YieldMax™ MSTR Option Income Strategy ETF (MSTY) has a volatility of 19.16%. This indicates that STRK 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


STRKMSTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.27%

19.16%

-6.89%

Volatility (6M)

Calculated over the trailing 6-month period

23.93%

49.48%

-25.55%

Volatility (1Y)

Calculated over the trailing 1-year period

36.51%

62.00%

-25.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.68%

71.81%

-36.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.68%

71.81%

-36.13%

Dividends

STRK vs. MSTY - Dividend Comparison

STRK's dividend yield for the trailing twelve months is around 16.61%, less than MSTY's 273.05% yield.


Frequently Asked Questions


STRK and MSTY have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MSTY has higher volatility (19.16%) compared to STRK (12.27%). In terms of maximum drawdown, STRK dropped -45.54% vs MSTY's -71.79%.

STRK currently has the higher Sharpe Ratio (-0.92 vs -1.05), 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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