CRPT vs. MSTR
Compare and contrast key facts about First Trust SkyBridge Crypto Industry & Digital Economy ETF (CRPT) and MicroStrategy Incorporated (MSTR).
CRPT is an actively managed fund by First Trust. It was launched on Sep 20, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CRPT or MSTR.
Key characteristics
| CRPT | MSTR | |
|---|---|---|
| YTD Return | 100.31% | 439.33% |
| 1Y Return | 225.11% | 596.51% |
| 3Y Return (Ann) | -7.53% | 65.68% |
| Sharpe Ratio | 2.43 | 5.53 |
| Sortino Ratio | 2.95 | 4.20 |
| Omega Ratio | 1.33 | 1.50 |
| Calmar Ratio | 2.69 | 6.70 |
| Martin Ratio | 10.90 | 27.26 |
| Ulcer Index | 19.12% | 21.03% |
| Daily Std Dev | 85.70% | 103.67% |
| Max Drawdown | -88.34% | -99.86% |
| Current Drawdown | -26.69% | -4.47% |
Correlation
The correlation between CRPT and MSTR is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
CRPT vs. MSTR - Performance Comparison
In the year-to-date period, CRPT achieves a 100.31% return, which is significantly lower than MSTR's 439.33% 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
CRPT vs. MSTR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust SkyBridge Crypto Industry & Digital Economy ETF (CRPT) 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.
Dividends
CRPT vs. MSTR - Dividend Comparison
Neither CRPT nor MSTR has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | |
|---|---|---|---|---|
CRPT First Trust SkyBridge Crypto Industry & Digital Economy ETF | 0.00% | 0.00% | 0.03% | 1.16% |
MSTR MicroStrategy Incorporated | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
CRPT vs. MSTR - Drawdown Comparison
The maximum CRPT drawdown since its inception was -88.34%, smaller than the maximum MSTR drawdown of -99.86%. Use the drawdown chart below to compare losses from any high point for CRPT and MSTR. For additional features, visit the drawdowns tool.
Volatility
CRPT vs. MSTR - Volatility Comparison
First Trust SkyBridge Crypto Industry & Digital Economy ETF (CRPT) and MicroStrategy Incorporated (MSTR) have volatilities of 32.06% and 32.85%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.