DDC vs. MSTR

Last updated Jun 4, 2026

DDC (DDC Enterprise Ltd) and MSTR (Strategy Inc) are both stocks. DDC operates in Packaged Foods (Consumer Defensive), while MSTR operates in Software - Application (Technology). Over the past year, DDC returned -88.20% vs -67.34% for MSTR. At a 0.20 correlation, their price movements are largely independent.

Performance

DDC vs. MSTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DDC Enterprise Ltd (DDC) and Strategy Inc (MSTR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DDC achieves a -42.44% return, which is significantly lower than MSTR's -16.72% return.

DDC

• 1D: -7.14%
• 1M: -26.25%
• YTD: -42.44%
• 6M: -64.67%
• 1Y: -88.20%
• 3Y*: —
• 5Y*: —
• 10Y*: —

MSTR

• 1D: -7.01%
• 1M: -31.15%
• YTD: -16.72%
• 6M: -32.83%
• 1Y: -67.34%
• 3Y*: 61.19%
• 5Y*: 21.16%
• 10Y*: 20.96%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DDC vs. MSTR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
DDC DDC Enterprise Ltd	-42.44%	-53.12%	-96.25%	-24.80%
MSTR Strategy Inc	-16.72%	-47.53%	358.54%	29.90%

Correlation

The correlation between DDC and MSTR is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.31
Correlation (All Time) Calculated using the full available price history since Nov 20, 2023	0.20

The correlation between DDC and MSTR shifts across timeframes, from 0.20 (all time) to 0.31 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Total Revenue (TTM) DDC : $308.75M MSTR : $490.47M
Gross Profit (TTM) DDC : $76.37M MSTR : $334.08M
EBITDA (TTM) DDC : -$160.74M MSTR : $466.93M

Return for Risk

DDC vs. MSTR — Risk / Return Rank

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

DDC

DDC Risk / Return Rank: 10
DDC Sharpe Ratio Rank: 15
DDC Sortino Ratio Rank: 8
DDC Omega Ratio Rank: 10
DDC Calmar Ratio Rank: 4
DDC Martin Ratio Rank: 13

MSTR

MSTR Risk / Return Rank: 6
MSTR Sharpe Ratio Rank: 5
MSTR Sortino Ratio Rank: 3
MSTR Omega Ratio Rank: 6
MSTR Calmar Ratio Rank: 7
MSTR Martin Ratio Rank: 10

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.

DDC vs. MSTR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DDC Enterprise Ltd (DDC) 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.

	DDC	MSTR	Difference
Sharpe ratio: Return per unit of total volatility	-0.62	-0.96	+0.34
Sortino ratio: Return per unit of downside risk	-1.28	-1.75	+0.47
Omega ratio: Gain probability vs. loss probability	0.86	0.81	+0.05
Calmar ratio: Return relative to maximum drawdown	-0.94	-0.88	-0.05
Martin ratio: Return relative to average drawdown	-1.24	-1.31	+0.07
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DDC vs. MSTR - Sharpe Ratio Comparison

The current DDC Sharpe Ratio is -0.62, which is higher than the MSTR Sharpe Ratio of -0.96. The chart below compares the historical Sharpe Ratios of DDC 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.

Sharpe Ratios by Period

	DDC	MSTR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.62	-0.96	+0.34
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.23	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.29	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.45	0.12	-0.57

Drawdowns

DDC vs. MSTR - Drawdown Comparison

The maximum DDC drawdown since its inception was -99.30%, roughly equal to the maximum MSTR drawdown of -99.86%. Use the drawdown chart below to compare losses from any high point for DDC and MSTR.

Drawdown Indicators

	DDC	MSTR	Difference
Max Drawdown Largest peak-to-trough decline	-99.30%	-99.86%	+0.56%
Max Drawdown (1Y) Largest decline over 1 year	-94.38%	-76.53%	-17.85%
Max Drawdown (3Y) Largest decline over 3 years	—	-77.42%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-84.11%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-89.27%	—
Current Drawdown Current decline from peak	-99.26%	-73.29%	-25.97%
Average Drawdown Average peak-to-trough decline	-88.41%	-86.48%	-1.93%
Ulcer Index Depth and duration of drawdowns from previous peaks	71.22%	51.59%	+19.63%

Volatility

DDC vs. MSTR - Volatility Comparison

DDC Enterprise Ltd (DDC) has a higher volatility of 28.69% compared to Strategy Inc (MSTR) at 19.43%. This indicates that DDC's price experiences larger fluctuations and is considered to be riskier than MSTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DDC	MSTR	Difference
Volatility (1M) Calculated over the trailing 1-month period	28.69%	19.43%	+9.26%
Volatility (6M) Calculated over the trailing 6-month period	83.91%	56.49%	+27.42%
Volatility (1Y) Calculated over the trailing 1-year period	142.93%	70.30%	+72.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	191.24%	90.79%	+100.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	191.24%	73.70%	+117.54%

Dividends

DDC vs. MSTR - Dividend Comparison

Neither DDC nor MSTR has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both DDC and MSTR in my portfolio?

DDC and MSTR have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DDC or MSTR?

DDC has higher volatility (28.69%) compared to MSTR (19.43%). In terms of maximum drawdown, DDC dropped -99.30% vs MSTR's -99.86%.

Which has better risk-adjusted returns?

DDC currently has the higher Sharpe Ratio (-0.62 vs -0.96), 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.