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VYGR vs. MSTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VYGR vs. MSTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voyager Therapeutics, Inc. (VYGR) 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, VYGR achieves a -12.47% return, which is significantly higher than MSTY's -34.22% return.


VYGR

1D
-6.52%
1M
-1.71%
6M
-14.43%
YTD
-12.47%
1Y
-1.43%
3Y*
-29.58%
5Y*
-2.53%
10Y*
-11.98%

MSTY

1D
0.79%
1M
-21.68%
6M
-35.96%
YTD
-34.22%
1Y
-73.21%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VYGR vs. MSTY - Yearly Performance Comparison


2026 (YTD)20252024
VYGR
Voyager Therapeutics, Inc.
-12.47%-30.69%-25.79%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
-34.22%-42.71%212.16%

Correlation

The correlation between VYGR and MSTY is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.38

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

0.32

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Return for Risk

VYGR vs. MSTY — Risk / Return Rank

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

VYGR
VYGR Risk / Return Rank: 4343
Overall Rank
VYGR Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
VYGR Sortino Ratio Rank: 4545
Sortino Ratio Rank
VYGR Omega Ratio Rank: 4343
Omega Ratio Rank
VYGR Calmar Ratio Rank: 4343
Calmar Ratio Rank
VYGR Martin Ratio Rank: 4343
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: 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.

VYGR vs. MSTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voyager Therapeutics, Inc. (VYGR) 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.


VYGRMSTYDifference
Sharpe ratioReturn per unit of total volatility

+1.08

Sortino ratioReturn per unit of downside risk

+2.68

Omega ratioGain probability vs. loss probability

1.05

0.76

+0.29

Calmar ratioReturn relative to maximum drawdown

-0.08

-0.94

+0.86

Martin ratioReturn relative to average drawdown

-0.14

-1.40

+1.26

VYGR vs. MSTY - Sharpe Ratio Comparison

The current VYGR Sharpe Ratio is -0.05, which is higher than the MSTY Sharpe Ratio of -1.13. The chart below compares the historical Sharpe Ratios of VYGR 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

VYGR vs. MSTY - Drawdown Comparison

The maximum VYGR drawdown since its inception was -92.11%, which is greater than MSTY's maximum drawdown of -77.40%. Use the drawdown chart below to compare losses from any high point for VYGR and MSTY.


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Drawdown Indicators


VYGRMSTYDifference

Max Drawdown

Largest peak-to-trough decline

-92.11%

-77.40%

-14.71%

Max Drawdown (1Y)

Largest decline over 1 year

-37.71%

-77.40%

+39.69%

Max Drawdown (3Y)

Largest decline over 3 years

-74.82%

Max Drawdown (5Y)

Largest decline over 5 years

-80.49%

Max Drawdown (10Y)

Largest decline over 10 years

-92.11%

Current Drawdown

Current decline from peak

-89.01%

-74.14%

-14.87%

Average Drawdown

Average peak-to-trough decline

-67.05%

-27.93%

-39.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.58%

51.98%

-29.40%

Volatility

VYGR vs. MSTY - Volatility Comparison

The current volatility for Voyager Therapeutics, Inc. (VYGR) is 14.57%, while YieldMax™ MSTR Option Income Strategy ETF (MSTY) has a volatility of 23.73%. This indicates that VYGR 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


VYGRMSTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.57%

23.73%

-9.16%

Volatility (6M)

Calculated over the trailing 6-month period

44.23%

53.10%

-8.87%

Volatility (1Y)

Calculated over the trailing 1-year period

64.63%

64.53%

+0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

80.85%

72.37%

+8.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

75.69%

72.37%

+3.32%

Dividends

VYGR vs. MSTY - Dividend Comparison

VYGR has not paid dividends to shareholders, while MSTY's dividend yield for the trailing twelve months is around 283.56%.


PositionTTM20252024
MSTY
YieldMax™ MSTR Option Income Strategy ETF
283.56%294.61%104.56%
VYGR
Voyager Therapeutics, Inc.
0.00%0.00%0.00%

Frequently Asked Questions


VYGR and MSTY have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MSTY has higher volatility (23.73%) compared to VYGR (14.57%). In terms of maximum drawdown, VYGR dropped -92.11% vs MSTY's -77.40%.

VYGR currently has the higher Sharpe Ratio (-0.05 vs -1.13), 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 VYGR and MSTY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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