BTC-USD vs. MSTR
Compare and contrast key facts about Bitcoin (BTC-USD) and MicroStrategy Incorporated (MSTR).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BTC-USD or MSTR.
Key characteristics
| BTC-USD | MSTR | |
|---|---|---|
| YTD Return | 48.80% | 93.63% |
| 1Y Return | 118.01% | 291.70% |
| 3Y Return (Ann) | 5.36% | 25.66% |
| 5Y Return (Ann) | 61.10% | 54.09% |
| 10Y Return (Ann) | 64.67% | 26.41% |
| Sharpe Ratio | 5.04 | 3.36 |
| Daily Std Dev | 39.07% | 89.92% |
| Max Drawdown | -93.07% | -99.86% |
| Current Drawdown | -13.95% | -60.93% |
Correlation
The correlation between BTC-USD and MSTR is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
BTC-USD vs. MSTR - Performance Comparison
In the year-to-date period, BTC-USD achieves a 48.80% return, which is significantly lower than MSTR's 93.63% return. Over the past 10 years, BTC-USD has outperformed MSTR with an annualized return of 64.67%, while MSTR has yielded a comparatively lower 26.41% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
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.
Volatility
BTC-USD vs. MSTR - Volatility Comparison
The current volatility for Bitcoin (BTC-USD) is 16.06%, while MicroStrategy Incorporated (MSTR) has a volatility of 34.76%. 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.