FIL-USD vs. MSTR
Compare and contrast key facts about FilecoinFutures (FIL-USD) and MicroStrategy Incorporated (MSTR).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FIL-USD or MSTR.
Key characteristics
| FIL-USD | MSTR | |
|---|---|---|
| YTD Return | -46.75% | 129.03% |
| 1Y Return | 9.80% | 333.80% |
| 3Y Return (Ann) | -63.29% | 35.07% |
| 5Y Return (Ann) | -1.56% | 57.72% |
| Sharpe Ratio | -0.61 | 3.36 |
| Daily Std Dev | 75.54% | 97.17% |
| Max Drawdown | -98.52% | -99.86% |
| Current Drawdown | -98.06% | -53.78% |
Correlation
The correlation between FIL-USD and MSTR is 0.26, 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.
Performance
FIL-USD vs. MSTR - Performance Comparison
In the year-to-date period, FIL-USD achieves a -46.75% return, which is significantly lower than MSTR's 129.03% 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
FIL-USD vs. MSTR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FilecoinFutures (FIL-USD) 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.
Drawdowns
FIL-USD vs. MSTR - Drawdown Comparison
The maximum FIL-USD drawdown since its inception was -98.52%, roughly equal to the maximum MSTR drawdown of -99.86%. Use the drawdown chart below to compare losses from any high point for FIL-USD and MSTR. For additional features, visit the drawdowns tool.
Volatility
FIL-USD vs. MSTR - Volatility Comparison
The current volatility for FilecoinFutures (FIL-USD) is 18.79%, while MicroStrategy Incorporated (MSTR) has a volatility of 25.34%. This indicates that FIL-USD 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.