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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 37.37% return, which is significantly higher than MSTY's -14.65% return.


TGTX

1D
1.97%
1M
-4.46%
YTD
37.37%
6M
32.83%
1Y
2.22%
3Y*
14.25%
5Y*
1.88%
10Y*
19.05%

MSTY

1D
4.76%
1M
-29.07%
YTD
-14.65%
6M
-26.17%
1Y
-60.53%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TGTX vs. MSTY - Yearly Performance Comparison


2026 (YTD)20252024
TGTX
TG Therapeutics, Inc.
37.37%-0.96%123.96%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
-14.65%-42.71%200.20%

Correlation

The correlation between TGTX and MSTY is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

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

0.22

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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: 4343
Overall Rank
TGTX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
TGTX Sortino Ratio Rank: 4141
Sortino Ratio Rank
TGTX Omega Ratio Rank: 4141
Omega Ratio Rank
TGTX Calmar Ratio Rank: 4444
Calmar Ratio Rank
TGTX Martin Ratio Rank: 4343
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: 33
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.


TGTXMSTYDifference
Sharpe ratioReturn per unit of total volatility

+1.05

Sortino ratioReturn per unit of downside risk

+2.09

Omega ratioGain probability vs. loss probability

1.05

0.81

+0.24

Calmar ratioReturn relative to maximum drawdown

0.07

-0.85

+0.91

Martin ratioReturn relative to average drawdown

0.12

-1.28

+1.39

TGTX vs. MSTY - Sharpe Ratio Comparison

The current TGTX Sharpe Ratio is 0.05, which is higher than the MSTY Sharpe Ratio of -1.00. 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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Sharpe Ratios by Period


TGTXMSTYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.05

-1.00

+1.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.05

0.26

-0.30

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 -71.79%. 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%

-71.79%

-27.73%

Max Drawdown (1Y)

Largest decline over 1 year

-33.76%

-71.79%

+38.03%

Max Drawdown (3Y)

Largest decline over 3 years

-75.69%

Max Drawdown (5Y)

Largest decline over 5 years

-90.75%

Max Drawdown (10Y)

Largest decline over 10 years

-93.19%

Current Drawdown

Current decline from peak

-82.46%

-66.45%

-16.01%

Average Drawdown

Average peak-to-trough decline

-91.46%

-26.30%

-65.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.61%

47.43%

-27.82%

Volatility

TGTX vs. MSTY - Volatility Comparison

The current volatility for TG Therapeutics, Inc. (TGTX) is 12.21%, while YieldMax™ MSTR Option Income Strategy ETF (MSTY) has a volatility of 18.89%. 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

12.21%

18.89%

-6.68%

Volatility (6M)

Calculated over the trailing 6-month period

33.01%

49.13%

-16.12%

Volatility (1Y)

Calculated over the trailing 1-year period

46.28%

60.99%

-14.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

87.69%

71.94%

+15.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

86.86%

71.94%

+14.92%

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 233.09%.


PositionTTM20252024
MSTY
YieldMax™ MSTR Option Income Strategy ETF
233.09%294.61%104.56%
TGTX
TG Therapeutics, Inc.
0.00%0.00%0.00%

Frequently Asked Questions


TGTX and MSTY have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MSTY has higher volatility (18.89%) compared to TGTX (12.21%). In terms of maximum drawdown, TGTX dropped -99.52% vs MSTY's -71.79%.

TGTX currently has the higher Sharpe Ratio (0.05 vs -1.00), 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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