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CMOP.L vs. MSTR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CMOP.L vs. MSTR - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco Bloomberg Commodity UCITS ETF Acc (CMOP.L) and Strategy Inc (MSTR). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CMOP.L is traded in GBp, while MSTR is traded in USD. To make them comparable, the MSTR values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, CMOP.L achieves a 19.51% return, which is significantly higher than MSTR's -18.00% return.


CMOP.L

1D
-1.53%
1M
-7.51%
YTD
19.51%
6M
20.29%
1Y
29.45%
3Y*
11.03%
5Y*
10.87%
10Y*

MSTR

1D
3.27%
1M
-33.71%
YTD
-18.00%
6M
-29.92%
1Y
-67.22%
3Y*
60.17%
5Y*
20.37%
10Y*
21.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CMOP.L vs. MSTR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CMOP.L
Invesco Bloomberg Commodity UCITS ETF Acc
19.51%8.23%6.01%-12.72%28.44%28.71%-7.11%1.37%-3.26%-24.46%
MSTR
Strategy Inc
-18.00%-51.27%366.55%323.85%-70.91%41.46%164.42%7.40%3.07%-40.08%

Correlation

The correlation between CMOP.L and MSTR is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.07

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

-0.02

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

-0.02

Correlation (All Time)
Calculated using the full available price history since Jan 9, 2017

0.04

The correlation between CMOP.L and MSTR shifts across timeframes, from -0.07 (1 year) to 0.04 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CMOP.L vs. MSTR — Risk / Return Rank

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

CMOP.L
CMOP.L Risk / Return Rank: 5959
Overall Rank
CMOP.L Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
CMOP.L Sortino Ratio Rank: 4848
Sortino Ratio Rank
CMOP.L Omega Ratio Rank: 5858
Omega Ratio Rank
CMOP.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
CMOP.L Martin Ratio Rank: 5757
Martin Ratio Rank

MSTR
MSTR Risk / Return Rank: 88
Overall Rank
MSTR Sharpe Ratio Rank: 66
Sharpe Ratio Rank
MSTR Sortino Ratio Rank: 44
Sortino Ratio Rank
MSTR Omega Ratio Rank: 77
Omega Ratio Rank
MSTR Calmar Ratio Rank: 88
Calmar Ratio Rank
MSTR Martin Ratio Rank: 1313
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.

CMOP.L vs. MSTR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Bloomberg Commodity UCITS ETF Acc (CMOP.L) 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.

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.


CMOP.LMSTRDifference
Sharpe ratioReturn per unit of total volatility

+2.63

Sortino ratioReturn per unit of downside risk

+3.84

Omega ratioGain probability vs. loss probability

1.31

0.82

+0.49

Calmar ratioReturn relative to maximum drawdown

3.46

-0.87

+4.33

Martin ratioReturn relative to average drawdown

8.86

-1.26

+10.12

CMOP.L vs. MSTR - Sharpe Ratio Comparison

The current CMOP.L Sharpe Ratio is 1.68, which is higher than the MSTR Sharpe Ratio of -0.96. The chart below compares the historical Sharpe Ratios of CMOP.L 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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Drawdowns

CMOP.L vs. MSTR - Drawdown Comparison

The maximum CMOP.L drawdown since its inception was -44.21%, smaller than the maximum MSTR drawdown of -87.70%. Use the drawdown chart below to compare losses from any high point for CMOP.L and MSTR.


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Drawdown Indicators


CMOP.LMSTRDifference

Max Drawdown

Largest peak-to-trough decline

-44.21%

-87.70%

+43.49%

Max Drawdown (1Y)

Largest decline over 1 year

-9.03%

-76.73%

+67.70%

Max Drawdown (3Y)

Largest decline over 3 years

-26.87%

-78.88%

+52.01%

Max Drawdown (5Y)

Largest decline over 5 years

-28.78%

-82.13%

+53.35%

Max Drawdown (10Y)

Largest decline over 10 years

-87.70%

Current Drawdown

Current decline from peak

-9.03%

-75.31%

+66.28%

Average Drawdown

Average peak-to-trough decline

-21.89%

-32.97%

+11.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.53%

53.01%

-49.48%

Volatility

CMOP.L vs. MSTR - Volatility Comparison

The current volatility for Invesco Bloomberg Commodity UCITS ETF Acc (CMOP.L) is 4.89%, while Strategy Inc (MSTR) has a volatility of 21.72%. This indicates that CMOP.L 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


CMOP.LMSTRDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.89%

21.72%

-16.83%

Volatility (6M)

Calculated over the trailing 6-month period

16.30%

56.24%

-39.94%

Volatility (1Y)

Calculated over the trailing 1-year period

18.62%

70.12%

-51.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.30%

89.25%

-67.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.02%

72.86%

-53.84%

Dividends

CMOP.L vs. MSTR - Dividend Comparison

Neither CMOP.L nor MSTR has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CMOP.L and MSTR have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for CMOP.L and MSTR

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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