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BTC-USD vs. MSTR
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between BTC-USD and MSTR is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

BTC-USD vs. MSTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bitcoin (BTC-USD) and MicroStrategy Incorporated (MSTR). The values are adjusted to include any dividend payments, if applicable.

0.00%50,000,000.00%100,000,000.00%150,000,000.00%200,000,000.00%NovemberDecember2025FebruaryMarchApril
191,205,815.38%
4,771.32%
BTC-USD
MSTR

Key characteristics

Sharpe Ratio

BTC-USD:

1.89

MSTR:

1.71

Sortino Ratio

BTC-USD:

2.51

MSTR:

2.48

Omega Ratio

BTC-USD:

1.26

MSTR:

1.29

Calmar Ratio

BTC-USD:

1.66

MSTR:

2.61

Martin Ratio

BTC-USD:

8.43

MSTR:

7.39

Ulcer Index

BTC-USD:

11.38%

MSTR:

23.73%

Daily Std Dev

BTC-USD:

42.72%

MSTR:

102.89%

Max Drawdown

BTC-USD:

-93.07%

MSTR:

-99.86%

Current Drawdown

BTC-USD:

-10.83%

MSTR:

-22.19%

Returns By Period

In the year-to-date period, BTC-USD achieves a 1.30% return, which is significantly lower than MSTR's 27.31% return. Over the past 10 years, BTC-USD has outperformed MSTR with an annualized return of 82.12%, while MSTR has yielded a comparatively lower 35.22% annualized return.


BTC-USD

YTD

1.30%

1M

12.20%

6M

39.33%

1Y

49.24%

5Y*

64.76%

10Y*

82.12%

MSTR

YTD

27.31%

1M

27.40%

6M

57.34%

1Y

187.52%

5Y*

96.10%

10Y*

35.22%

*Annualized

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Risk-Adjusted Performance

BTC-USD vs. MSTR — Risk-Adjusted Performance Rank

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

BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 9090
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 8585
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8787
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 9393
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 9191
Martin Ratio Rank

MSTR
The Risk-Adjusted Performance Rank of MSTR is 9292
Overall Rank
The Sharpe Ratio Rank of MSTR is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of MSTR is 9191
Sortino Ratio Rank
The Omega Ratio Rank of MSTR is 8787
Omega Ratio Rank
The Calmar Ratio Rank of MSTR is 9696
Calmar Ratio Rank
The Martin Ratio Rank of MSTR is 9292
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BTC-USD vs. MSTR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and MicroStrategy Incorporated (MSTR). 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.


The chart of Sharpe ratio for BTC-USD, currently valued at 1.89, compared to the broader market0.001.002.003.004.00
BTC-USD: 1.89
MSTR: 3.17
The chart of Sortino ratio for BTC-USD, currently valued at 2.51, compared to the broader market0.001.002.003.004.00
BTC-USD: 2.51
MSTR: 3.25
The chart of Omega ratio for BTC-USD, currently valued at 1.26, compared to the broader market1.001.101.201.301.40
BTC-USD: 1.26
MSTR: 1.38
The chart of Calmar ratio for BTC-USD, currently valued at 1.66, compared to the broader market1.002.003.004.00
BTC-USD: 1.66
MSTR: 4.60
The chart of Martin ratio for BTC-USD, currently valued at 8.43, compared to the broader market0.005.0010.0015.0020.0025.00
BTC-USD: 8.43
MSTR: 13.42

The current BTC-USD Sharpe Ratio is 1.89, which is comparable to the MSTR Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of BTC-USD and MSTR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00NovemberDecember2025FebruaryMarchApril
1.89
3.17
BTC-USD
MSTR

Drawdowns

BTC-USD vs. MSTR - Drawdown Comparison

The maximum BTC-USD drawdown since its inception was -93.07%, smaller than the maximum MSTR drawdown of -99.86%. Use the drawdown chart below to compare losses from any high point for BTC-USD and MSTR. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.83%
-22.19%
BTC-USD
MSTR

Volatility

BTC-USD vs. MSTR - Volatility Comparison

The current volatility for Bitcoin (BTC-USD) is 16.25%, while MicroStrategy Incorporated (MSTR) has a volatility of 36.28%. This indicates that BTC-USD experiences smaller price fluctuations and is considered to be less risky than MSTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
16.25%
36.28%
BTC-USD
MSTR