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.
Performance
BTC-USD vs. MSTR - Performance Comparison
Returns By Period
In the year-to-date period, BTC-USD achieves a 123.21% return, which is significantly lower than MSTR's 650.18% return. Over the past 10 years, BTC-USD has outperformed MSTR with an annualized return of 74.15%, while MSTR has yielded a comparatively lower 39.93% annualized return.
BTC-USD
123.21%
40.04%
36.48%
163.42%
66.85%
74.15%
MSTR
650.18%
116.31%
187.69%
861.04%
99.50%
39.93%
Key characteristics
| BTC-USD | MSTR | |
|---|---|---|
| Sharpe Ratio | 0.83 | 7.91 |
| Sortino Ratio | 1.51 | 4.80 |
| Omega Ratio | 1.15 | 1.57 |
| Calmar Ratio | 0.64 | 9.71 |
| Martin Ratio | 3.82 | 39.56 |
| Ulcer Index | 11.71% | 21.03% |
| Daily Std Dev | 44.27% | 105.15% |
| Max Drawdown | -93.07% | -99.86% |
| Current Drawdown | 0.00% | 0.00% |
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Correlation
The correlation between BTC-USD and MSTR is 0.19, 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.
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 16.54%, while MicroStrategy Incorporated (MSTR) has a volatility of 35.61%. 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.