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BTC.AX vs. MSTR
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

BTC.AX vs. MSTR - Performance Comparison

The chart below illustrates the hypothetical performance of a A$10,000 investment in BTC Health Limited (BTC.AX) and Strategy Inc (MSTR). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

BTC.AX is traded in AUD, while MSTR is traded in USD. To make them comparable, the MSTR values have been converted to AUD using the latest available exchange rates.

Returns By Period

In the year-to-date period, BTC.AX achieves a -11.29% return, which is significantly higher than MSTR's -24.94% return. Over the past 10 years, BTC.AX has underperformed MSTR with an annualized return of -8.24%, while MSTR has yielded a comparatively higher 20.71% annualized return.


BTC.AX

1D
0.00%
1M
1.85%
YTD
-11.29%
6M
-11.29%
1Y
5.77%
3Y*
40.10%
5Y*
-5.24%
10Y*
-8.24%

MSTR

1D
-5.76%
1M
-33.78%
YTD
-24.94%
6M
-36.60%
1Y
-69.86%
3Y*
56.25%
5Y*
22.25%
10Y*
20.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BTC.AX vs. MSTR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BTC.AX
BTC Health Limited
-11.29%-15.07%40.38%40.54%-51.32%-12.64%-20.91%-21.43%-39.13%100.00%
MSTR
Strategy Inc
-24.94%-51.34%404.68%346.49%-72.28%48.35%148.50%12.17%7.73%-38.55%

Correlation

The correlation between BTC.AX and MSTR is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.11

Correlation (3Y)
Calculated over the trailing 3-year period

0.00

Correlation (5Y)
Calculated over the trailing 5-year period

-0.01

Correlation (10Y)
Calculated over the trailing 10-year period

-0.01

Correlation (All Time)
Calculated using the full available price history since Jul 4, 2007

-0.01

The correlation between BTC.AX and MSTR shifts across timeframes, from -0.11 (1 year) to 0.00 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

BTC.AX vs. MSTR — Risk / Return Rank

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

BTC.AX
BTC.AX Risk / Return Rank: 4646
Overall Rank
BTC.AX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
BTC.AX Sortino Ratio Rank: 4242
Sortino Ratio Rank
BTC.AX Omega Ratio Rank: 5050
Omega Ratio Rank
BTC.AX Calmar Ratio Rank: 4646
Calmar Ratio Rank
BTC.AX Martin Ratio Rank: 4646
Martin Ratio Rank

MSTR
MSTR Risk / Return Rank: 77
Overall Rank
MSTR Sharpe Ratio Rank: 55
Sharpe Ratio Rank
MSTR Sortino Ratio Rank: 44
Sortino Ratio Rank
MSTR Omega Ratio Rank: 77
Omega Ratio Rank
MSTR Calmar Ratio Rank: 77
Calmar Ratio Rank
MSTR Martin Ratio Rank: 1212
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.

BTC.AX vs. MSTR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BTC Health Limited (BTC.AX) and Strategy Inc (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.


BTC.AXMSTRDifference
Sharpe ratioReturn per unit of total volatility

+1.17

Sortino ratioReturn per unit of downside risk

+2.46

Omega ratioGain probability vs. loss probability

1.11

0.79

+0.32

Calmar ratioReturn relative to maximum drawdown

0.21

-0.90

+1.11

Martin ratioReturn relative to average drawdown

0.40

-1.31

+1.71

BTC.AX vs. MSTR - Sharpe Ratio Comparison

The current BTC.AX Sharpe Ratio is 0.14, which is higher than the MSTR Sharpe Ratio of -1.03. The chart below compares the historical Sharpe Ratios of BTC.AX and MSTR, 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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Sharpe Ratios by Period


BTC.AXMSTRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.14

-1.03

+1.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.07

0.25

-0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.12

0.29

-0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.06

0.27

-0.33

Drawdowns

BTC.AX vs. MSTR - Drawdown Comparison

The maximum BTC.AX drawdown since its inception was -93.75%, which is greater than MSTR's maximum drawdown of -87.75%. Use the drawdown chart below to compare losses from any high point for BTC.AX and MSTR.


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Drawdown Indicators


BTC.AXMSTRDifference

Max Drawdown

Largest peak-to-trough decline

-93.75%

-87.75%

-6.00%

Max Drawdown (1Y)

Largest decline over 1 year

-27.14%

-77.89%

+50.75%

Max Drawdown (3Y)

Largest decline over 3 years

-47.76%

-78.80%

+31.04%

Max Drawdown (5Y)

Largest decline over 5 years

-82.95%

-82.68%

-0.27%

Max Drawdown (10Y)

Largest decline over 10 years

-93.75%

-87.75%

-6.00%

Current Drawdown

Current decline from peak

-77.08%

-76.54%

-0.54%

Average Drawdown

Average peak-to-trough decline

-54.71%

-33.50%

-21.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.28%

53.36%

-39.08%

Volatility

BTC.AX vs. MSTR - Volatility Comparison

The current volatility for BTC Health Limited (BTC.AX) is 3.23%, while Strategy Inc (MSTR) has a volatility of 19.37%. This indicates that BTC.AX 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.


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Volatility by Period


BTC.AXMSTRDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.23%

19.37%

-16.14%

Volatility (6M)

Calculated over the trailing 6-month period

23.36%

54.71%

-31.35%

Volatility (1Y)

Calculated over the trailing 1-year period

40.45%

68.18%

-27.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

74.18%

88.15%

-13.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

71.23%

71.76%

-0.53%

Dividends

BTC.AX vs. MSTR - Dividend Comparison

Neither BTC.AX nor MSTR has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

BTC.AX vs. MSTR - Financials Comparison

This section allows you to compare key financial metrics between BTC Health Limited and Strategy Inc. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. BTC.AX values in AUD, MSTR values in USD

Frequently Asked Questions


BTC.AX and MSTR have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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