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UPBD vs. MSTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UPBD vs. MSTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Upbound Group Inc. (UPBD) 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, UPBD achieves a 11.08% return, which is significantly higher than MSTY's -27.80% return.


UPBD

1D
2.02%
1M
6.99%
YTD
11.08%
6M
11.01%
1Y
-15.28%
3Y*
-9.75%
5Y*
-14.07%
10Y*
8.65%

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)

UPBD vs. MSTY - Yearly Performance Comparison


2026 (YTD)20252024
UPBD
Upbound Group Inc.
11.08%-35.45%-4.82%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
-27.80%-42.71%212.16%

Correlation

The correlation between UPBD and MSTY is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

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

0.18

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Return for Risk

UPBD vs. MSTY — Risk / Return Rank

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

UPBD
UPBD Risk / Return Rank: 2929
Overall Rank
UPBD Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
UPBD Sortino Ratio Rank: 2828
Sortino Ratio Rank
UPBD Omega Ratio Rank: 2828
Omega Ratio Rank
UPBD Calmar Ratio Rank: 3030
Calmar Ratio Rank
UPBD Martin Ratio Rank: 3131
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.

UPBD vs. MSTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Upbound Group Inc. (UPBD) 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.


UPBDMSTYDifference
Sharpe ratioReturn per unit of total volatility

+0.75

Sortino ratioReturn per unit of downside risk

+1.81

Omega ratioGain probability vs. loss probability

0.98

0.79

+0.19

Calmar ratioReturn relative to maximum drawdown

-0.38

-0.93

+0.55

Martin ratioReturn relative to average drawdown

-0.63

-1.35

+0.72

UPBD vs. MSTY - Sharpe Ratio Comparison

The current UPBD Sharpe Ratio is -0.33, which is higher than the MSTY Sharpe Ratio of -1.08. The chart below compares the historical Sharpe Ratios of UPBD 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

UPBD vs. MSTY - Drawdown Comparison

The maximum UPBD drawdown since its inception was -79.53%, which is greater than MSTY's maximum drawdown of -71.79%. Use the drawdown chart below to compare losses from any high point for UPBD and MSTY.


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Drawdown Indicators


UPBDMSTYDifference

Max Drawdown

Largest peak-to-trough decline

-79.53%

-71.79%

-7.74%

Max Drawdown (1Y)

Largest decline over 1 year

-40.17%

-71.79%

+31.62%

Max Drawdown (3Y)

Largest decline over 3 years

-54.21%

Max Drawdown (5Y)

Largest decline over 5 years

-71.97%

Max Drawdown (10Y)

Largest decline over 10 years

-71.97%

Current Drawdown

Current decline from peak

-61.94%

-71.62%

+9.68%

Average Drawdown

Average peak-to-trough decline

-31.85%

-26.97%

-4.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.24%

49.36%

-25.12%

Volatility

UPBD vs. MSTY - Volatility Comparison

The current volatility for Upbound Group Inc. (UPBD) is 14.07%, while YieldMax™ MSTR Option Income Strategy ETF (MSTY) has a volatility of 19.32%. This indicates that UPBD 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


UPBDMSTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.07%

19.32%

-5.25%

Volatility (6M)

Calculated over the trailing 6-month period

29.86%

49.66%

-19.80%

Volatility (1Y)

Calculated over the trailing 1-year period

46.83%

62.02%

-15.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.87%

71.82%

-23.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.98%

71.82%

-22.84%

Dividends

UPBD vs. MSTY - Dividend Comparison

UPBD's dividend yield for the trailing twelve months is around 8.35%, less than MSTY's 286.06% yield.


PositionTTM20252024202320222021202020192018201720162015
MSTY
YieldMax™ MSTR Option Income Strategy ETF
286.06%294.61%104.56%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UPBD
Upbound Group Inc.
8.35%8.88%5.14%4.09%6.03%2.64%3.84%0.87%0.00%2.16%2.13%6.41%

Frequently Asked Questions


UPBD and MSTY have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MSTY has higher volatility (19.32%) compared to UPBD (14.07%). In terms of maximum drawdown, UPBD dropped -79.53% vs MSTY's -71.79%.

UPBD currently has the higher Sharpe Ratio (-0.33 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.

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