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ZEPP vs. MSTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZEPP vs. MSTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Zepp Health Corporation (ZEPP) 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, ZEPP achieves a -80.18% return, which is significantly lower than MSTY's -34.22% return.


ZEPP

1D
-0.74%
1M
13.86%
6M
-79.82%
YTD
-80.18%
1Y
-48.26%
3Y*
5.71%
5Y*
-33.26%
10Y*

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)

ZEPP vs. MSTY - Yearly Performance Comparison


2026 (YTD)20252024
ZEPP
Zepp Health Corporation
-80.18%936.15%-48.00%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
-34.22%-42.71%212.16%

Correlation

The correlation between ZEPP and MSTY is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

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

0.19

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Return for Risk

ZEPP vs. MSTY — Risk / Return Rank

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

ZEPP
ZEPP Risk / Return Rank: 4949
Overall Rank
ZEPP Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
ZEPP Sortino Ratio Rank: 6262
Sortino Ratio Rank
ZEPP Omega Ratio Rank: 5959
Omega Ratio Rank
ZEPP Calmar Ratio Rank: 4141
Calmar Ratio Rank
ZEPP Martin Ratio Rank: 4141
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.

ZEPP vs. MSTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Zepp Health Corporation (ZEPP) 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.


ZEPPMSTYDifference
Sharpe ratioReturn per unit of total volatility

+1.05

Sortino ratioReturn per unit of downside risk

+3.40

Omega ratioGain probability vs. loss probability

1.13

0.76

+0.38

Calmar ratioReturn relative to maximum drawdown

-0.13

-0.94

+0.81

Martin ratioReturn relative to average drawdown

-0.21

-1.40

+1.19

ZEPP vs. MSTY - Sharpe Ratio Comparison

The current ZEPP Sharpe Ratio is -0.08, which is higher than the MSTY Sharpe Ratio of -1.13. The chart below compares the historical Sharpe Ratios of ZEPP 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

ZEPP vs. MSTY - Drawdown Comparison

The maximum ZEPP drawdown since its inception was -97.30%, which is greater than MSTY's maximum drawdown of -77.40%. Use the drawdown chart below to compare losses from any high point for ZEPP and MSTY.


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Drawdown Indicators


ZEPPMSTYDifference

Max Drawdown

Largest peak-to-trough decline

-97.30%

-77.40%

-19.90%

Max Drawdown (1Y)

Largest decline over 1 year

-93.49%

-77.40%

-16.09%

Max Drawdown (3Y)

Largest decline over 3 years

-93.49%

Max Drawdown (5Y)

Largest decline over 5 years

-95.45%

Current Drawdown

Current decline from peak

-93.00%

-74.14%

-18.86%

Average Drawdown

Average peak-to-trough decline

-63.02%

-27.93%

-35.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

59.73%

51.98%

+7.75%

Volatility

ZEPP vs. MSTY - Volatility Comparison

Zepp Health Corporation (ZEPP) has a higher volatility of 32.58% compared to YieldMax™ MSTR Option Income Strategy ETF (MSTY) at 23.73%. This indicates that ZEPP's price experiences larger fluctuations and is considered to be riskier 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


ZEPPMSTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

32.58%

23.73%

+8.85%

Volatility (6M)

Calculated over the trailing 6-month period

88.71%

53.10%

+35.61%

Volatility (1Y)

Calculated over the trailing 1-year period

155.72%

64.53%

+91.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

97.43%

72.37%

+25.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

84.97%

72.37%

+12.60%

Dividends

ZEPP vs. MSTY - Dividend Comparison

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


PositionTTM2025202420232022
MSTY
YieldMax™ MSTR Option Income Strategy ETF
283.56%294.61%104.56%0.00%0.00%
ZEPP
Zepp Health Corporation
0.00%0.00%0.00%0.00%6.90%

Frequently Asked Questions


ZEPP and MSTY have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ZEPP has higher volatility (32.58%) compared to MSTY (23.73%). In terms of maximum drawdown, ZEPP dropped -97.30% vs MSTY's -77.40%.

ZEPP currently has the higher Sharpe Ratio (-0.08 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 ZEPP 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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