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TGTX vs. MSTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TGTX vs. MSTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TG Therapeutics, Inc. (TGTX) 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, TGTX achieves a 81.01% return, which is significantly higher than MSTY's -31.66% return.


TGTX

1D
-1.66%
1M
1.39%
6M
76.51%
YTD
81.01%
1Y
42.34%
3Y*
37.80%
5Y*
7.20%
10Y*
24.92%
ALL TIME*
-7.67%

MSTY

1D
2.34%
1M
-11.43%
6M
-38.94%
YTD
-31.66%
1Y
-71.67%
3Y*
5Y*
10Y*
ALL TIME*
8.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TGTX vs. MSTY - Yearly Performance Comparison


2026 (YTD)20252024
TGTX
TG Therapeutics, Inc.
81.01%-0.96%131.18%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
-31.66%-42.71%212.16%

Correlation

The correlation between TGTX and MSTY is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

Correlation (All Time)
Calculated using the full available price history since Feb 22, 2024

0.20

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Return for Risk

TGTX vs. MSTY — Risk / Return Rank

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

TGTX
TGTX Risk / Return Rank: 7272
Overall Rank
TGTX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
TGTX Sortino Ratio Rank: 7171
Sortino Ratio Rank
TGTX Omega Ratio Rank: 7171
Omega Ratio Rank
TGTX Calmar Ratio Rank: 7373
Calmar Ratio Rank
TGTX Martin Ratio Rank: 7070
Martin Ratio Rank

MSTY
MSTY Risk / Return Rank: 11
Overall Rank
MSTY Sharpe Ratio Rank: 11
Sharpe Ratio Rank
MSTY Sortino Ratio Rank: 00
Sortino Ratio Rank
MSTY Omega Ratio Rank: 11
Omega Ratio Rank
MSTY Calmar Ratio Rank: 11
Calmar Ratio Rank
MSTY Martin Ratio Rank: 11
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.

TGTX vs. MSTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TG Therapeutics, Inc. (TGTX) 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.


TGTXMSTYDifference
Sharpe ratioReturn per unit of total volatility

+2.02

Sortino ratioReturn per unit of downside risk

+3.74

Omega ratioGain probability vs. loss probability

1.20

0.76

+0.43

Calmar ratioReturn relative to maximum drawdown

1.43

-0.94

+2.37

Martin ratioReturn relative to average drawdown

2.76

-1.40

+4.16

TGTX vs. MSTY - Sharpe Ratio Comparison

The current TGTX Sharpe Ratio is 0.91, which is higher than the MSTY Sharpe Ratio of -1.11. The chart below compares the historical Sharpe Ratios of TGTX 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

TGTX vs. MSTY - Drawdown Comparison

The maximum TGTX drawdown since its inception was -99.52%, which is greater than MSTY's maximum drawdown of -77.40%. Use the drawdown chart below to compare losses from any high point for TGTX and MSTY.


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Drawdown Indicators


TGTXMSTYDifference

Max Drawdown

Largest peak-to-trough decline

-99.52%

-77.40%

-22.12%

Max Drawdown (1Y)

Largest decline over 1 year

-29.81%

-76.26%

+46.45%

Max Drawdown (3Y)

Largest decline over 3 years

-67.71%

Max Drawdown (5Y)

Largest decline over 5 years

-90.18%

Max Drawdown (10Y)

Largest decline over 10 years

-93.19%

Current Drawdown

Current decline from peak

-76.88%

-73.13%

-3.75%

Average Drawdown

Average peak-to-trough decline

-91.34%

-28.39%

-62.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.91%

51.23%

-35.32%

Volatility

TGTX vs. MSTY - Volatility Comparison

The current volatility for TG Therapeutics, Inc. (TGTX) is 11.78%, while YieldMax™ MSTR Option Income Strategy ETF (MSTY) has a volatility of 22.90%. This indicates that TGTX 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


TGTXMSTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.78%

22.90%

-11.12%

Volatility (6M)

Calculated over the trailing 6-month period

33.39%

52.69%

-19.30%

Volatility (1Y)

Calculated over the trailing 1-year period

47.06%

64.70%

-17.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

87.80%

72.13%

+15.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

86.79%

72.13%

+14.66%

Dividends

TGTX vs. MSTY - Dividend Comparison

TGTX has not paid dividends to shareholders, while MSTY's dividend yield for the trailing twelve months is around 278.87%.


PositionTTM20252024
MSTY
YieldMax™ MSTR Option Income Strategy ETF
278.87%294.61%104.56%
TGTX
TG Therapeutics, Inc.
0.00%0.00%0.00%

Frequently Asked Questions


TGTX and MSTY have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MSTY has higher volatility (22.90%) compared to TGTX (11.78%). In terms of maximum drawdown, TGTX dropped -99.52% vs MSTY's -77.40%.

TGTX currently has the higher Sharpe Ratio (0.91 vs -1.11), 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

Find the right allocation for TGTX and MSTY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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