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TOI vs. MSTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TOI vs. MSTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Oncology Institute, Inc. (TOI) 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, TOI achieves a 41.29% return, which is significantly higher than MSTY's -27.80% return.


TOI

1D
0.40%
1M
9.59%
YTD
41.29%
6M
48.82%
1Y
119.65%
3Y*
107.87%
5Y*
10Y*

MSTY

1D
-4.55%
1M
-31.74%
YTD
-27.80%
6M
-29.80%
1Y
-66.58%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TOI vs. MSTY - Yearly Performance Comparison


2026 (YTD)20252024
TOI
The Oncology Institute, Inc.
41.29%1,052.10%-83.21%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
-27.80%-42.71%212.16%

Correlation

The correlation between TOI and MSTY is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.27

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

0.17

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Return for Risk

TOI vs. MSTY — Risk / Return Rank

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

TOI
TOI Risk / Return Rank: 7979
Overall Rank
TOI Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
TOI Sortino Ratio Rank: 8282
Sortino Ratio Rank
TOI Omega Ratio Rank: 7878
Omega Ratio Rank
TOI Calmar Ratio Rank: 8080
Calmar Ratio Rank
TOI Martin Ratio Rank: 7676
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.

TOI vs. MSTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Oncology Institute, Inc. (TOI) 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.


TOIMSTYDifference
Sharpe ratioReturn per unit of total volatility

+2.57

Sortino ratioReturn per unit of downside risk

+4.29

Omega ratioGain probability vs. loss probability

1.27

0.79

+0.48

Calmar ratioReturn relative to maximum drawdown

2.42

-0.93

+3.35

Martin ratioReturn relative to average drawdown

4.86

-1.35

+6.21

TOI vs. MSTY - Sharpe Ratio Comparison

The current TOI Sharpe Ratio is 1.49, which is higher than the MSTY Sharpe Ratio of -1.08. The chart below compares the historical Sharpe Ratios of TOI 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

TOI vs. MSTY - Drawdown Comparison

The maximum TOI drawdown since its inception was -98.79%, which is greater than MSTY's maximum drawdown of -71.79%. Use the drawdown chart below to compare losses from any high point for TOI and MSTY.


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Drawdown Indicators


TOIMSTYDifference

Max Drawdown

Largest peak-to-trough decline

-98.79%

-71.79%

-27.00%

Max Drawdown (1Y)

Largest decline over 1 year

-49.79%

-71.79%

+22.00%

Max Drawdown (3Y)

Largest decline over 3 years

-94.82%

Current Drawdown

Current decline from peak

-53.90%

-71.62%

+17.72%

Average Drawdown

Average peak-to-trough decline

-73.98%

-26.97%

-47.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.70%

49.36%

-24.66%

Volatility

TOI vs. MSTY - Volatility Comparison

The Oncology Institute, Inc. (TOI) has a higher volatility of 21.02% compared to YieldMax™ MSTR Option Income Strategy ETF (MSTY) at 19.32%. This indicates that TOI's price experiences larger fluctuations and is considered to be riskier 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


TOIMSTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.02%

19.32%

+1.70%

Volatility (6M)

Calculated over the trailing 6-month period

50.61%

49.66%

+0.95%

Volatility (1Y)

Calculated over the trailing 1-year period

80.82%

62.02%

+18.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

113.02%

71.82%

+41.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

113.02%

71.82%

+41.20%

Dividends

TOI vs. MSTY - Dividend Comparison

TOI has not paid dividends to shareholders, while MSTY's dividend yield for the trailing twelve months is around 286.06%.


PositionTTM20252024
MSTY
YieldMax™ MSTR Option Income Strategy ETF
286.06%294.61%104.56%
TOI
The Oncology Institute, Inc.
0.00%0.00%0.00%

Frequently Asked Questions


TOI and MSTY have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TOI has higher volatility (21.02%) compared to MSTY (19.32%). In terms of maximum drawdown, TOI dropped -98.79% vs MSTY's -71.79%.

TOI currently has the higher Sharpe Ratio (1.49 vs -1.08), 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 TOI and MSTY

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