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CRCD vs. MSTU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CRCD vs. MSTU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T-REX 2X Inverse CRCL Daily Target ETF (CRCD) and T-Rex 2X Long MSTR Daily Target ETF (MSTU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CRCD achieves a -83.29% return, which is significantly lower than MSTU's -77.38% return.


CRCD

1D
4.36%
1M
3.99%
6M
-85.88%
YTD
-83.29%
1Y
3Y*
5Y*
10Y*
ALL TIME*

MSTU

1D
-4.81%
1M
27.89%
6M
-79.02%
YTD
-77.38%
1Y
-97.72%
3Y*
5Y*
10Y*
ALL TIME*
-75.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$7.54M$9.75M$17.00M
$194.91M$182.76M$205.89M

CRCD vs. MSTU - Yearly Performance Comparison


2026 (YTD)2025
CRCD
T-REX 2X Inverse CRCL Daily Target ETF
-83.29%38.83%
MSTU
T-Rex 2X Long MSTR Daily Target ETF
-77.38%-79.78%

Correlation

The correlation between CRCD and MSTU is -0.64, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 26, 2025

-0.64

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Return for Risk

CRCD vs. MSTU — Risk / Return Rank

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

CRCD

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


MSTU
MSTU Risk / Return Rank: 22
Overall Rank
MSTU Sharpe Ratio Rank: 44
Sharpe Ratio Rank
MSTU Sortino Ratio Rank: 00
Sortino Ratio Rank
MSTU Omega Ratio Rank: 00
Omega Ratio Rank
MSTU Calmar Ratio Rank: 00
Calmar Ratio Rank
MSTU Martin Ratio Rank: 33
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.

CRCD vs. MSTU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T-REX 2X Inverse CRCL Daily Target ETF (CRCD) and T-Rex 2X Long MSTR Daily Target ETF (MSTU). 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.


CRCDMSTUDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.75

Calmar ratioReturn relative to maximum drawdown

-1.00

Martin ratioReturn relative to average drawdown

-1.22

CRCD vs. MSTU - Sharpe Ratio Comparison


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Drawdowns

CRCD vs. MSTU - Drawdown Comparison

The maximum CRCD drawdown since its inception was -96.95%, roughly equal to the maximum MSTU drawdown of -99.43%. Use the drawdown chart below to compare losses from any high point for CRCD and MSTU.


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Drawdown Indicators


CRCDMSTUDifference

Max Drawdown

Largest peak-to-trough decline

-96.95%

-99.43%

+2.48%

Max Drawdown (1Y)

Largest decline over 1 year

-98.20%

Current Drawdown

Current decline from peak

-92.08%

-99.27%

+7.19%

Average Drawdown

Average peak-to-trough decline

-61.23%

-73.94%

+12.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

80.43%

Volatility

CRCD vs. MSTU - Volatility Comparison


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Volatility by Period


CRCDMSTUDifference

Volatility (1M)

Calculated over the trailing 1-month period

44.60%

Volatility (6M)

Calculated over the trailing 6-month period

120.72%

Volatility (1Y)

Calculated over the trailing 1-year period

199.82%

147.95%

+51.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

199.82%

168.80%

+31.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

199.82%

168.80%

+31.02%

CRCD vs. MSTU - Expense Ratio Comparison

CRCD has a 1.50% expense ratio, which is higher than MSTU's 1.05% expense ratio.


Dividends

CRCD vs. MSTU - Dividend Comparison

Neither CRCD nor MSTU has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CRCD and MSTU have a correlation of -0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MSTU is cheaper at 1.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MSTU is cheaper with a 1.05% expense ratio, compared with 1.50% for CRCD.

CRCD and MSTU have nearly identical dividend yields, around 0.00%.

CRCD is categorized as Inverse Equities, while MSTU is Leveraged Equities. Their fees differ too: 1.50% for CRCD and 1.05% for MSTU.

Portfolio Optimizer

Find the right allocation for CRCD and MSTU

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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