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DAPP vs. MSTR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DAPP and MSTR is 0.83, 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.


-0.50.00.51.00.8

Performance

DAPP vs. MSTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Digital Transformation ETF (DAPP) and MicroStrategy Incorporated (MSTR). The values are adjusted to include any dividend payments, if applicable.

-100.00%0.00%100.00%200.00%300.00%400.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
-45.23%
395.17%
DAPP
MSTR

Key characteristics

Sharpe Ratio

DAPP:

0.95

MSTR:

4.88

Sortino Ratio

DAPP:

1.76

MSTR:

3.88

Omega Ratio

DAPP:

1.19

MSTR:

1.45

Calmar Ratio

DAPP:

0.95

MSTR:

6.25

Martin Ratio

DAPP:

3.60

MSTR:

24.62

Ulcer Index

DAPP:

20.49%

MSTR:

21.73%

Daily Std Dev

DAPP:

77.48%

MSTR:

109.75%

Max Drawdown

DAPP:

-91.90%

MSTR:

-99.86%

Current Drawdown

DAPP:

-47.03%

MSTR:

-23.14%

Returns By Period

In the year-to-date period, DAPP achieves a 60.99% return, which is significantly lower than MSTR's 476.61% return.


DAPP

YTD

60.99%

1M

-8.92%

6M

36.66%

1Y

61.78%

5Y*

N/A

10Y*

N/A

MSTR

YTD

476.61%

1M

-23.14%

6M

145.46%

1Y

525.83%

5Y*

90.69%

10Y*

36.42%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

DAPP vs. MSTR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Digital Transformation ETF (DAPP) 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.


Sharpe ratio
The chart of Sharpe ratio for DAPP, currently valued at 0.95, compared to the broader market0.002.004.000.954.88
The chart of Sortino ratio for DAPP, currently valued at 1.76, compared to the broader market-2.000.002.004.006.008.0010.001.763.88
The chart of Omega ratio for DAPP, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.001.191.45
The chart of Calmar ratio for DAPP, currently valued at 0.95, compared to the broader market0.005.0010.0015.000.9511.23
The chart of Martin ratio for DAPP, currently valued at 3.60, compared to the broader market0.0020.0040.0060.0080.00100.003.6024.62
DAPP
MSTR

The current DAPP Sharpe Ratio is 0.95, which is lower than the MSTR Sharpe Ratio of 4.88. The chart below compares the historical Sharpe Ratios of DAPP and MSTR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.002.004.006.008.00JulyAugustSeptemberOctoberNovemberDecember
0.95
4.88
DAPP
MSTR

Dividends

DAPP vs. MSTR - Dividend Comparison

Neither DAPP nor MSTR has paid dividends to shareholders.


TTM202320222021
DAPP
VanEck Digital Transformation ETF
0.00%0.00%0.00%10.13%
MSTR
MicroStrategy Incorporated
0.00%0.00%0.00%0.00%

Drawdowns

DAPP vs. MSTR - Drawdown Comparison

The maximum DAPP drawdown since its inception was -91.90%, smaller than the maximum MSTR drawdown of -99.86%. Use the drawdown chart below to compare losses from any high point for DAPP and MSTR. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-47.03%
-23.14%
DAPP
MSTR

Volatility

DAPP vs. MSTR - Volatility Comparison

The current volatility for VanEck Digital Transformation ETF (DAPP) is 24.07%, while MicroStrategy Incorporated (MSTR) has a volatility of 35.30%. This indicates that DAPP 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.


10.00%15.00%20.00%25.00%30.00%35.00%40.00%45.00%JulyAugustSeptemberOctoberNovemberDecember
24.07%
35.30%
DAPP
MSTR
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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