GDXJ vs. MSTR
Compare and contrast key facts about VanEck Vectors Junior Gold Miners ETF (GDXJ) and MicroStrategy Incorporated (MSTR).
GDXJ is a passively managed fund by VanEck that tracks the performance of the MVIS Global Junior Gold Miners Index. It was launched on Nov 10, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GDXJ or MSTR.
Key characteristics
| GDXJ | MSTR | |
|---|---|---|
| YTD Return | 19.05% | 419.90% |
| 1Y Return | 32.12% | 584.12% |
| 3Y Return (Ann) | -1.01% | 59.54% |
| 5Y Return (Ann) | 5.06% | 84.19% |
| 10Y Return (Ann) | 6.85% | 34.80% |
| Sharpe Ratio | 1.09 | 5.30 |
| Sortino Ratio | 1.65 | 4.13 |
| Omega Ratio | 1.19 | 1.49 |
| Calmar Ratio | 0.51 | 6.43 |
| Martin Ratio | 4.65 | 26.18 |
| Ulcer Index | 8.52% | 21.02% |
| Daily Std Dev | 36.21% | 103.89% |
| Max Drawdown | -88.66% | -99.86% |
| Current Drawdown | -66.64% | -7.91% |
Correlation
The correlation between GDXJ and MSTR is 0.16, 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
GDXJ vs. MSTR - Performance Comparison
In the year-to-date period, GDXJ achieves a 19.05% return, which is significantly lower than MSTR's 419.90% return. Over the past 10 years, GDXJ has underperformed MSTR with an annualized return of 6.85%, while MSTR has yielded a comparatively higher 34.80% annualized 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
GDXJ vs. MSTR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Junior Gold Miners ETF (GDXJ) 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.
Dividends
GDXJ vs. MSTR - Dividend Comparison
GDXJ's dividend yield for the trailing twelve months is around 0.61%, while MSTR has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
GDXJ VanEck Vectors Junior Gold Miners ETF | 0.61% | 0.72% | 0.51% | 1.78% | 1.58% | 0.39% | 0.45% | 0.03% | 4.78% | 0.72% | 0.74% |
MSTR MicroStrategy Incorporated | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
GDXJ vs. MSTR - Drawdown Comparison
The maximum GDXJ drawdown since its inception was -88.66%, smaller than the maximum MSTR drawdown of -99.86%. Use the drawdown chart below to compare losses from any high point for GDXJ and MSTR. For additional features, visit the drawdowns tool.
Volatility
GDXJ vs. MSTR - Volatility Comparison
The current volatility for VanEck Vectors Junior Gold Miners ETF (GDXJ) is 10.73%, while MicroStrategy Incorporated (MSTR) has a volatility of 32.95%. This indicates that GDXJ 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.