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DAPP vs. MSTR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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 Strategy Inc (MSTR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DAPP achieves a 32.37% return, which is significantly higher than MSTR's -27.96% return.


DAPP

1D
-0.64%
1M
2.87%
YTD
32.37%
6M
20.82%
1Y
43.38%
3Y*
51.74%
5Y*
0.56%
10Y*

MSTR

1D
-2.73%
1M
-31.54%
YTD
-27.96%
6M
-33.39%
1Y
-70.39%
3Y*
49.27%
5Y*
14.63%
10Y*
20.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DAPP vs. MSTR - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DAPP
VanEck Digital Transformation ETF
32.37%15.03%44.87%285.02%-85.60%-45.88%
MSTR
Strategy Inc
-27.96%-47.53%358.54%346.15%-74.00%-35.83%

Correlation

The correlation between DAPP and MSTR is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.73

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

0.73

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

0.80

Correlation (All Time)
Calculated using the full available price history since Apr 14, 2021

0.80

The correlation between DAPP and MSTR has been stable across timeframes, ranging from 0.73 to 0.80 - a consistent structural relationship.

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Return for Risk

DAPP vs. MSTR — Risk / Return Rank

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

DAPP
DAPP Risk / Return Rank: 2121
Overall Rank
DAPP Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
DAPP Sortino Ratio Rank: 2424
Sortino Ratio Rank
DAPP Omega Ratio Rank: 2323
Omega Ratio Rank
DAPP Calmar Ratio Rank: 2020
Calmar Ratio Rank
DAPP Martin Ratio Rank: 1717
Martin Ratio Rank

MSTR
MSTR Risk / Return Rank: 66
Overall Rank
MSTR Sharpe Ratio Rank: 55
Sharpe Ratio Rank
MSTR Sortino Ratio Rank: 33
Sortino Ratio Rank
MSTR Omega Ratio Rank: 66
Omega Ratio Rank
MSTR Calmar Ratio Rank: 66
Calmar Ratio Rank
MSTR Martin Ratio Rank: 1111
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.

DAPP vs. MSTR - Risk-Adjusted Trends Comparison

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


DAPPMSTRDifference
Sharpe ratioReturn per unit of total volatility

+1.68

Sortino ratioReturn per unit of downside risk

+3.17

Omega ratioGain probability vs. loss probability

1.15

0.80

+0.35

Calmar ratioReturn relative to maximum drawdown

0.90

-0.92

+1.83

Martin ratioReturn relative to average drawdown

1.74

-1.30

+3.05

DAPP vs. MSTR - Sharpe Ratio Comparison

The current DAPP Sharpe Ratio is 0.70, which is higher than the MSTR Sharpe Ratio of -0.98. The chart below compares the historical Sharpe Ratios of DAPP 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

DAPP vs. MSTR - Drawdown Comparison

The maximum DAPP drawdown since its inception was -92.61%, 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.


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Drawdown Indicators


DAPPMSTRDifference

Max Drawdown

Largest peak-to-trough decline

-92.61%

-99.86%

+7.25%

Max Drawdown (1Y)

Largest decline over 1 year

-48.21%

-76.53%

+28.32%

Max Drawdown (3Y)

Largest decline over 3 years

-58.88%

-77.42%

+18.54%

Max Drawdown (5Y)

Largest decline over 5 years

-91.90%

-84.11%

-7.79%

Max Drawdown (10Y)

Largest decline over 10 years

-89.27%

Current Drawdown

Current decline from peak

-33.81%

-76.90%

+43.09%

Average Drawdown

Average peak-to-trough decline

-61.16%

-86.45%

+25.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.96%

54.03%

-29.07%

Volatility

DAPP vs. MSTR - Volatility Comparison

The current volatility for VanEck Digital Transformation ETF (DAPP) is 18.01%, while Strategy Inc (MSTR) has a volatility of 21.83%. 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.


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Volatility by Period


DAPPMSTRDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.01%

21.83%

-3.82%

Volatility (6M)

Calculated over the trailing 6-month period

46.44%

57.40%

-10.96%

Volatility (1Y)

Calculated over the trailing 1-year period

62.22%

72.01%

-9.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

73.11%

90.54%

-17.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

72.81%

73.91%

-1.10%

Dividends

DAPP vs. MSTR - Dividend Comparison

Neither DAPP nor MSTR has paid dividends to shareholders.


PositionTTM20252024202320222021
DAPP
VanEck Digital Transformation ETF
0.00%0.00%4.04%0.00%0.00%10.13%
MSTR
Strategy Inc
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DAPP and MSTR have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MSTR has higher volatility (21.83%) compared to DAPP (18.01%). In terms of maximum drawdown, DAPP dropped -92.61% vs MSTR's -99.86%.

DAPP currently has the higher Sharpe Ratio (0.70 vs -0.98), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for DAPP 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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