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SURI vs. MSTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SURI vs. MSTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify Propel Opportunities ETF (SURI) 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, SURI achieves a 7.33% return, which is significantly higher than MSTY's -8.55% return.


SURI

1D
-1.45%
1M
0.71%
YTD
7.33%
6M
5.21%
1Y
37.33%
3Y*
7.35%
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)

SURI vs. MSTY - Yearly Performance Comparison


2026 (YTD)20252024
SURI
Simplify Propel Opportunities ETF
7.33%28.32%-27.62%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
-8.55%-42.71%200.20%

Correlation

The correlation between SURI and MSTY is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

Correlation (All Time)
Calculated using the full available price history since Feb 23, 2024

0.32

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Return for Risk

SURI vs. MSTY — Risk / Return Rank

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

SURI
SURI Risk / Return Rank: 5151
Overall Rank
SURI Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SURI Sortino Ratio Rank: 4747
Sortino Ratio Rank
SURI Omega Ratio Rank: 4444
Omega Ratio Rank
SURI Calmar Ratio Rank: 6666
Calmar Ratio Rank
SURI Martin Ratio Rank: 5454
Martin Ratio Rank

MSTY
MSTY Risk / Return Rank: 22
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.

SURI vs. MSTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Propel Opportunities ETF (SURI) 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.


SURIMSTYDifference

Sharpe ratio

Return per unit of total volatility

1.65

-0.96

+2.60

Sortino ratio

Return per unit of downside risk

2.34

-1.53

+3.87

Omega ratio

Gain probability vs. loss probability

1.29

0.83

+0.46

Calmar ratio

Return relative to maximum drawdown

3.33

-0.79

+4.12

Martin ratio

Return relative to average drawdown

9.47

-1.22

+10.69

SURI vs. MSTY - Sharpe Ratio Comparison

The current SURI Sharpe Ratio is 1.65, which is higher than the MSTY Sharpe Ratio of -0.96. The chart below compares the historical Sharpe Ratios of SURI 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


SURIMSTYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.65

-0.96

+2.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.31

-0.15

Drawdowns

SURI vs. MSTY - Drawdown Comparison

The maximum SURI drawdown since its inception was -47.76%, smaller than the maximum MSTY drawdown of -71.79%. Use the drawdown chart below to compare losses from any high point for SURI and MSTY.


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Drawdown Indicators


SURIMSTYDifference

Max Drawdown

Largest peak-to-trough decline

-47.76%

-71.79%

+24.03%

Max Drawdown (1Y)

Largest decline over 1 year

-11.78%

-71.79%

+60.01%

Max Drawdown (3Y)

Largest decline over 3 years

-47.76%

Current Drawdown

Current decline from peak

-16.51%

-64.04%

+47.53%

Average Drawdown

Average peak-to-trough decline

-17.37%

-26.01%

+8.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.13%

46.68%

-42.55%

Volatility

SURI vs. MSTY - Volatility Comparison

The current volatility for Simplify Propel Opportunities ETF (SURI) is 6.32%, while YieldMax™ MSTR Option Income Strategy ETF (MSTY) has a volatility of 16.65%. This indicates that SURI 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


SURIMSTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.32%

16.65%

-10.33%

Volatility (6M)

Calculated over the trailing 6-month period

14.26%

48.38%

-34.12%

Volatility (1Y)

Calculated over the trailing 1-year period

22.78%

60.11%

-37.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.28%

71.83%

-43.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.28%

71.83%

-43.55%

SURI vs. MSTY - Expense Ratio Comparison

SURI has a 2.51% expense ratio, which is higher than MSTY's 0.99% expense ratio.


Dividends

SURI vs. MSTY - Dividend Comparison

SURI's dividend yield for the trailing twelve months is around 15.86%, less than MSTY's 251.24% yield.


PositionTTM202520242023
MSTY
YieldMax™ MSTR Option Income Strategy ETF
251.24%294.61%104.56%0.00%
SURI
Simplify Propel Opportunities ETF
15.86%16.31%21.41%14.71%

Frequently Asked Questions


SURI and MSTY have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MSTY has higher volatility (16.65%) compared to SURI (6.32%). In terms of maximum drawdown, SURI dropped -47.76% vs MSTY's -71.79%.

On 1-year performance, SURI leads with 37.33% vs -57.30% for MSTY. On fees, MSTY is cheaper at 0.99% per year. On volatility, SURI has been the lower-risk option at 6.32%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, SURI has performed better with a 37.33% return vs -57.30%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MSTY is cheaper with a 0.99% expense ratio, compared with 2.51% for SURI.

MSTY has the higher dividend yield at 251.24%, compared with 15.86% for SURI.

SURI is categorized as Health & Biotech Equities, while MSTY is Derivative Income. They also come from different issuers: Simplify and YieldMax. Their fees differ too: 2.51% for SURI and 0.99% for MSTY.

SURI currently has the higher Sharpe Ratio (1.65 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.

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