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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 25.70% return, which is significantly higher than MSTY's -35.55% return.


UPBD

1D
-0.05%
1M
14.04%
6M
14.90%
YTD
25.70%
1Y
-12.54%
3Y*
-7.43%
5Y*
-11.50%
10Y*
8.97%

MSTY

1D
-2.03%
1M
-23.27%
6M
-39.01%
YTD
-35.55%
1Y
-73.76%
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.
25.70%-35.45%-4.82%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
-35.55%-42.71%212.16%

Correlation

The correlation between UPBD and MSTY is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.15

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

0.16

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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: 3434
Overall Rank
UPBD Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
UPBD Sortino Ratio Rank: 3232
Sortino Ratio Rank
UPBD Omega Ratio Rank: 3232
Omega Ratio Rank
UPBD Calmar Ratio Rank: 3535
Calmar Ratio Rank
UPBD Martin Ratio Rank: 3535
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: 00
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.

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

+0.88

Sortino ratioReturn per unit of downside risk

+2.29

Omega ratioGain probability vs. loss probability

0.99

0.75

+0.24

Calmar ratioReturn relative to maximum drawdown

-0.31

-0.95

+0.64

Martin ratioReturn relative to average drawdown

-0.51

-1.41

+0.90

UPBD vs. MSTY - Sharpe Ratio Comparison

The current UPBD Sharpe Ratio is -0.27, which is higher than the MSTY Sharpe Ratio of -1.15. 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%, roughly equal to the maximum MSTY drawdown of -77.40%. 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%

-77.40%

-2.13%

Max Drawdown (1Y)

Largest decline over 1 year

-40.17%

-77.40%

+37.23%

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

-56.93%

-74.66%

+17.73%

Average Drawdown

Average peak-to-trough decline

-31.90%

-28.01%

-3.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.49%

52.19%

-27.70%

Volatility

UPBD vs. MSTY - Volatility Comparison

The current volatility for Upbound Group Inc. (UPBD) is 14.51%, while YieldMax™ MSTR Option Income Strategy ETF (MSTY) has a volatility of 23.76%. 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

14.51%

23.76%

-9.25%

Volatility (6M)

Calculated over the trailing 6-month period

30.51%

53.06%

-22.55%

Volatility (1Y)

Calculated over the trailing 1-year period

47.36%

64.61%

-17.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.99%

72.32%

-24.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.96%

72.32%

-23.36%

Dividends

UPBD vs. MSTY - Dividend Comparison

UPBD's dividend yield for the trailing twelve months is around 7.38%, less than MSTY's 289.43% yield.


PositionTTM20252024202320222021202020192018201720162015
MSTY
YieldMax™ MSTR Option Income Strategy ETF
289.43%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.
7.38%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 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MSTY has higher volatility (23.76%) compared to UPBD (14.51%). In terms of maximum drawdown, UPBD dropped -79.53% vs MSTY's -77.40%.

UPBD currently has the higher Sharpe Ratio (-0.27 vs -1.15), 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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