DDC vs. MSTR

Last updated Apr 1, 2026

Compare and contrast key facts about DDC Enterprise Ltd (DDC) and MicroStrategy Incorporated (MSTR).

Performance

DDC vs. MSTR - Performance Comparison

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

DDC vs. MSTR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
DDC DDC Enterprise Ltd	-3.41%	-53.12%	-96.25%	-24.80%
MSTR MicroStrategy Incorporated	-17.87%	-47.53%	358.54%	29.90%

Fundamentals

Total Revenue (TTM) DDC : $205.48M MSTR : $477.23M
Gross Profit (TTM) DDC : $51.46M MSTR : $327.82M
EBITDA (TTM) DDC : -$143.34M MSTR : -$5.44B

Returns By Period

In the year-to-date period, DDC achieves a -3.41% return, which is significantly higher than MSTR's -17.87% return.

DDC

• 1D: 4.49%
• 1M: -18.18%
• YTD: -3.41%
• 6M: -76.71%
• 1Y: -44.54%
• 3Y*: —
• 5Y*: —
• 10Y*: —

MSTR

• 1D: 2.77%
• 1M: -3.63%
• YTD: -17.87%
• 6M: -61.27%
• 1Y: -56.71%
• 3Y*: 62.23%
• 5Y*: 12.15%
• 10Y*: 21.18%

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

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: 36
DDC Sharpe Ratio Rank: 29
DDC Sortino Ratio Rank: 47
DDC Omega Ratio Rank: 46
DDC Calmar Ratio Rank: 26
DDC Martin Ratio Rank: 30

MSTR

MSTR Risk / Return Rank: 13
MSTR Sharpe Ratio Rank: 10
MSTR Sortino Ratio Rank: 10
MSTR Omega Ratio Rank: 12
MSTR Calmar Ratio Rank: 16
MSTR Martin Ratio Rank: 17

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 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.

	DDC	MSTR	Difference
Sharpe ratio Return per unit of total volatility	-0.27	-0.77	+0.50
Sortino ratio Return per unit of downside risk	0.72	-1.12	+1.84
Omega ratio Gain probability vs. loss probability	1.09	0.87	+0.21
Calmar ratio Return relative to maximum drawdown	-0.46	-0.74	+0.28
Martin ratio Return relative to average drawdown	-0.68	-1.29	+0.61
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 -0.27, which is higher than the MSTR Sharpe Ratio of -0.77. The chart below compares the historical Sharpe Ratios of DDC 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.

Sharpe Ratios by Period

	DDC	MSTR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.27	-0.77	+0.50
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.13	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.29	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.43	0.12	-0.55

Correlation

The correlation between DDC and MSTR is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

DDC vs. MSTR - Dividend Comparison

Neither DDC nor MSTR has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

DDC vs. MSTR - Drawdown Comparison

The maximum DDC drawdown since its inception was -98.84%, 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	-98.84%	-99.86%	+1.02%
Max Drawdown (1Y) Largest decline over 1 year	-90.49%	-76.53%	-13.96%
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	-98.76%	-73.66%	-25.10%
Average Drawdown Average peak-to-trough decline	-87.62%	-86.60%	-1.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	61.24%	43.98%	+17.26%

Volatility

DDC vs. MSTR - Volatility Comparison

DDC Enterprise Ltd (DDC) has a higher volatility of 39.35% compared to MicroStrategy Incorporated (MSTR) at 18.69%. 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	39.35%	18.69%	+20.66%
Volatility (6M) Calculated over the trailing 6-month period	94.66%	55.56%	+39.10%
Volatility (1Y) Calculated over the trailing 1-year period	165.17%	74.10%	+91.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	196.16%	91.30%	+104.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	196.16%	73.16%	+123.00%

Financials