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UCC vs. MSTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UCC vs. MSTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Consumer Services (UCC) 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, UCC achieves a -8.01% return, which is significantly higher than MSTY's -14.73% return.


UCC

1D
-1.54%
1M
-2.42%
YTD
-8.01%
6M
-8.22%
1Y
8.56%
3Y*
18.68%
5Y*
0.42%
10Y*
14.02%

MSTY

1D
-6.76%
1M
-28.46%
YTD
-14.73%
6M
-26.86%
1Y
-61.25%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UCC vs. MSTY - Yearly Performance Comparison


2026 (YTD)20252024
UCC
ProShares Ultra Consumer Services
-8.01%2.21%40.69%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
-14.73%-42.71%200.20%

Correlation

The correlation between UCC and MSTY is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.37

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

0.39

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Return for Risk

UCC vs. MSTY — Risk / Return Rank

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

UCC
UCC Risk / Return Rank: 1313
Overall Rank
UCC Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
UCC Sortino Ratio Rank: 1313
Sortino Ratio Rank
UCC Omega Ratio Rank: 1313
Omega Ratio Rank
UCC Calmar Ratio Rank: 1212
Calmar Ratio Rank
UCC Martin Ratio Rank: 1313
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: 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.

UCC vs. MSTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Consumer Services (UCC) 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.


UCCMSTYDifference
Sharpe ratioReturn per unit of total volatility

+1.25

Sortino ratioReturn per unit of downside risk

+2.32

Omega ratioGain probability vs. loss probability

1.07

0.81

+0.26

Calmar ratioReturn relative to maximum drawdown

0.30

-0.86

+1.15

Martin ratioReturn relative to average drawdown

0.85

-1.31

+2.16

UCC vs. MSTY - Sharpe Ratio Comparison

The current UCC Sharpe Ratio is 0.24, which is higher than the MSTY Sharpe Ratio of -1.02. The chart below compares the historical Sharpe Ratios of UCC 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


UCCMSTYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.24

-1.02

+1.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.26

+0.07

Drawdowns

UCC vs. MSTY - Drawdown Comparison

The maximum UCC drawdown since its inception was -83.05%, which is greater than MSTY's maximum drawdown of -71.79%. Use the drawdown chart below to compare losses from any high point for UCC and MSTY.


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Drawdown Indicators


UCCMSTYDifference

Max Drawdown

Largest peak-to-trough decline

-83.05%

-71.79%

-11.26%

Max Drawdown (1Y)

Largest decline over 1 year

-29.14%

-71.79%

+42.65%

Max Drawdown (3Y)

Largest decline over 3 years

-48.01%

Max Drawdown (5Y)

Largest decline over 5 years

-61.77%

Max Drawdown (10Y)

Largest decline over 10 years

-61.77%

Current Drawdown

Current decline from peak

-17.87%

-66.48%

+48.61%

Average Drawdown

Average peak-to-trough decline

-21.81%

-26.09%

+4.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.10%

46.87%

-36.77%

Volatility

UCC vs. MSTY - Volatility Comparison

The current volatility for ProShares Ultra Consumer Services (UCC) is 10.35%, while YieldMax™ MSTR Option Income Strategy ETF (MSTY) has a volatility of 17.01%. This indicates that UCC 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


UCCMSTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.35%

17.01%

-6.66%

Volatility (6M)

Calculated over the trailing 6-month period

26.42%

48.79%

-22.37%

Volatility (1Y)

Calculated over the trailing 1-year period

36.21%

60.44%

-24.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.60%

71.92%

-28.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.62%

71.92%

-31.30%

UCC vs. MSTY - Expense Ratio Comparison

UCC has a 0.95% expense ratio, which is lower than MSTY's 0.99% expense ratio.


Dividends

UCC vs. MSTY - Dividend Comparison

UCC's dividend yield for the trailing twelve months is around 1.18%, less than MSTY's 269.45% yield.


PositionTTM20252024202320222021202020192018201720162015
MSTY
YieldMax™ MSTR Option Income Strategy ETF
269.45%294.61%104.56%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UCC
ProShares Ultra Consumer Services
1.18%1.10%0.17%0.04%0.25%0.00%0.02%0.17%0.18%0.14%0.21%0.14%

Frequently Asked Questions


UCC and MSTY have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MSTY has higher volatility (17.01%) compared to UCC (10.35%). In terms of maximum drawdown, UCC dropped -83.05% vs MSTY's -71.79%.

On 1-year performance, UCC leads with 8.56% vs -61.25% for MSTY. On fees, UCC is cheaper at 0.95% per year. On volatility, UCC has been the lower-risk option at 10.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, UCC has performed better with a 8.56% return vs -61.25%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UCC is cheaper with a 0.95% expense ratio, compared with 0.99% for MSTY.

MSTY has the higher dividend yield at 269.45%, compared with 1.18% for UCC.

UCC is categorized as Leveraged Equities, while MSTY is Derivative Income. They also come from different issuers: ProShares and YieldMax. Their fees differ too: 0.95% for UCC and 0.99% for MSTY.

UCC currently has the higher Sharpe Ratio (0.24 vs -1.02), 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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