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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 -82.03% return, which is significantly lower than MSTY's -24.36% return.


ZEPP

1D
0.21%
1M
-43.85%
YTD
-82.03%
6M
-83.31%
1Y
99.18%
3Y*
2.61%
5Y*
-35.33%
10Y*

MSTY

1D
-1.97%
1M
-28.49%
YTD
-24.36%
6M
-28.98%
1Y
-65.11%
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
-82.03%936.15%-48.00%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
-24.36%-42.71%212.16%

Correlation

The correlation between ZEPP and MSTY is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

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: 6969
Overall Rank
ZEPP Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
ZEPP Sortino Ratio Rank: 8080
Sortino Ratio Rank
ZEPP Omega Ratio Rank: 7777
Omega Ratio Rank
ZEPP Calmar Ratio Rank: 6464
Calmar Ratio Rank
ZEPP Martin Ratio Rank: 6060
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.

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

+1.67

Sortino ratioReturn per unit of downside risk

+4.11

Omega ratioGain probability vs. loss probability

1.27

0.79

+0.47

Calmar ratioReturn relative to maximum drawdown

1.07

-0.91

+1.98

Martin ratioReturn relative to average drawdown

1.78

-1.33

+3.10

ZEPP vs. MSTY - Sharpe Ratio Comparison

The current ZEPP Sharpe Ratio is 0.61, which is higher than the MSTY Sharpe Ratio of -1.05. 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 -71.79%. 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%

-71.79%

-25.51%

Max Drawdown (1Y)

Largest decline over 1 year

-93.49%

-71.79%

-21.70%

Max Drawdown (3Y)

Largest decline over 3 years

-93.49%

Max Drawdown (5Y)

Largest decline over 5 years

-95.72%

Current Drawdown

Current decline from peak

-93.66%

-70.26%

-23.40%

Average Drawdown

Average peak-to-trough decline

-62.83%

-26.90%

-35.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

55.96%

49.15%

+6.81%

Volatility

ZEPP vs. MSTY - Volatility Comparison

Zepp Health Corporation (ZEPP) has a higher volatility of 44.50% compared to YieldMax™ MSTR Option Income Strategy ETF (MSTY) at 19.16%. 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

44.50%

19.16%

+25.34%

Volatility (6M)

Calculated over the trailing 6-month period

87.78%

49.48%

+38.30%

Volatility (1Y)

Calculated over the trailing 1-year period

163.18%

62.00%

+101.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

97.20%

71.81%

+25.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

84.94%

71.81%

+13.13%

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 273.05%.


PositionTTM2025202420232022
MSTY
YieldMax™ MSTR Option Income Strategy ETF
273.05%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 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ZEPP has higher volatility (44.50%) compared to MSTY (19.16%). In terms of maximum drawdown, ZEPP dropped -97.30% vs MSTY's -71.79%.

ZEPP currently has the higher Sharpe Ratio (0.61 vs -1.05), 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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