UPBD vs. MSTY

Last updated Jun 4, 2026

UPBD (Upbound Group Inc.) is a stock, while MSTY (YieldMax™ MSTR Option Income Strategy ETF) is Derivative Income fund actively managed by YieldMax. Over the past year, UPBD returned -20.59% vs -61.25% for MSTY. At a 0.18 correlation, their price movements are largely independent.

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.

Returns By Period

In the year-to-date period, UPBD achieves a 4.11% return, which is significantly higher than MSTY's -14.73% return.

UPBD

• 1D: -3.87%
• 1M: -3.19%
• YTD: 4.11%
• 6M: -1.43%
• 1Y: -20.59%
• 3Y*: -13.65%
• 5Y*: -17.20%
• 10Y*: 7.24%

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)

UPBD vs. MSTY - Yearly Performance Comparison

	2026 (YTD)	2025	2024
UPBD Upbound Group Inc.	4.11%	-35.45%	-9.95%
MSTY YieldMax™ MSTR Option Income Strategy ETF	-14.73%	-42.71%	200.20%

Correlation

The correlation between UPBD and MSTY is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.19
Correlation (All Time) Calculated using the full available price history since Feb 23, 2024	0.18

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: 23
UPBD Sharpe Ratio Rank: 22
UPBD Sortino Ratio Rank: 23
UPBD Omega Ratio Rank: 23
UPBD Calmar Ratio Rank: 23
UPBD Martin Ratio Rank: 24

MSTY

MSTY Risk / Return Rank: 1
MSTY Sharpe Ratio Rank: 1
MSTY Sortino Ratio Rank: 1
MSTY Omega Ratio Rank: 1
MSTY Calmar Ratio Rank: 2
MSTY Martin Ratio Rank: 2

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.

	UPBD	MSTY	Difference
Sharpe ratio Return per unit of total volatility	-0.44	-1.02	+0.57
Sortino ratio Return per unit of downside risk	-0.35	-1.73	+1.38
Omega ratio Gain probability vs. loss probability	0.96	0.81	+0.15
Calmar ratio Return relative to maximum drawdown	-0.51	-0.86	+0.34
Martin ratio Return relative to average drawdown	-0.88	-1.31	+0.43
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

UPBD vs. MSTY - Sharpe Ratio Comparison

The current UPBD Sharpe Ratio is -0.44, which is higher than the MSTY Sharpe Ratio of -1.02. 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.

Sharpe Ratios by Period

	UPBD	MSTY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.44	-1.02	+0.57
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.36	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.15	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.21	0.26	-0.05

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.

Drawdown Indicators

	UPBD	MSTY	Difference
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	-64.33%	-66.48%	+2.15%
Average Drawdown Average peak-to-trough decline	-31.80%	-26.09%	-5.71%
Ulcer Index Depth and duration of drawdowns from previous peaks	23.46%	46.87%	-23.41%

Volatility

UPBD vs. MSTY - Volatility Comparison

The current volatility for Upbound Group Inc. (UPBD) is 10.35%, while YieldMax™ MSTR Option Income Strategy ETF (MSTY) has a volatility of 17.01%. 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.

Volatility by Period

	UPBD	MSTY	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.35%	17.01%	-6.66%
Volatility (6M) Calculated over the trailing 6-month period	28.86%	48.79%	-19.93%
Volatility (1Y) Calculated over the trailing 1-year period	46.68%	60.44%	-13.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	47.92%	71.92%	-24.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	48.89%	71.92%	-23.03%

Dividends

UPBD vs. MSTY - Dividend Comparison

UPBD's dividend yield for the trailing twelve months is around 8.72%, less than MSTY's 269.45% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
UPBD Upbound Group Inc.	8.72%	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

Can I hold both UPBD and MSTY in my portfolio?

UPBD and MSTY have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, UPBD or MSTY?

MSTY has higher volatility (17.01%) compared to UPBD (10.35%). In terms of maximum drawdown, UPBD dropped -79.53% vs MSTY's -71.79%.

Which has better risk-adjusted returns?

UPBD currently has the higher Sharpe Ratio (-0.44 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.