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GXG vs. MSTR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GXG and MSTR is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

GXG vs. MSTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X MSCI Colombia ETF (GXG) and MicroStrategy Incorporated (MSTR). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

GXG:

0.81

MSTR:

1.33

Sortino Ratio

GXG:

1.14

MSTR:

2.14

Omega Ratio

GXG:

1.15

MSTR:

1.25

Calmar Ratio

GXG:

0.26

MSTR:

1.89

Martin Ratio

GXG:

1.92

MSTR:

4.98

Ulcer Index

GXG:

8.28%

MSTR:

24.08%

Daily Std Dev

GXG:

21.30%

MSTR:

97.99%

Max Drawdown

GXG:

-78.88%

MSTR:

-99.86%

Current Drawdown

GXG:

-48.21%

MSTR:

-21.78%

Returns By Period

The year-to-date returns for both stocks are quite close, with GXG having a 28.86% return and MSTR slightly lower at 27.97%. Over the past 10 years, GXG has underperformed MSTR with an annualized return of 0.21%, while MSTR has yielded a comparatively higher 35.62% annualized return.


GXG

YTD

28.86%

1M

6.22%

6M

27.60%

1Y

17.19%

3Y*

5.43%

5Y*

11.89%

10Y*

0.21%

MSTR

YTD

27.97%

1M

-2.84%

6M

-4.68%

1Y

128.97%

3Y*

156.59%

5Y*

97.14%

10Y*

35.62%

*Annualized

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Global X MSCI Colombia ETF

MicroStrategy Incorporated

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

GXG vs. MSTR — Risk-Adjusted Performance Rank

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

GXG
The Risk-Adjusted Performance Rank of GXG is 5656
Overall Rank
The Sharpe Ratio Rank of GXG is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of GXG is 6666
Sortino Ratio Rank
The Omega Ratio Rank of GXG is 6161
Omega Ratio Rank
The Calmar Ratio Rank of GXG is 3131
Calmar Ratio Rank
The Martin Ratio Rank of GXG is 5151
Martin Ratio Rank

MSTR
The Risk-Adjusted Performance Rank of MSTR is 8787
Overall Rank
The Sharpe Ratio Rank of MSTR is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of MSTR is 8787
Sortino Ratio Rank
The Omega Ratio Rank of MSTR is 8282
Omega Ratio Rank
The Calmar Ratio Rank of MSTR is 9292
Calmar Ratio Rank
The Martin Ratio Rank of MSTR is 8686
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GXG vs. MSTR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X MSCI Colombia ETF (GXG) 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.


The current GXG Sharpe Ratio is 0.81, which is lower than the MSTR Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of GXG 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

GXG vs. MSTR - Dividend Comparison

GXG's dividend yield for the trailing twelve months is around 4.72%, while MSTR has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
GXG
Global X MSCI Colombia ETF
4.72%6.08%7.00%12.55%2.32%3.23%3.04%3.03%1.83%1.48%1.58%3.20%
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%0.00%

Drawdowns

GXG vs. MSTR - Drawdown Comparison

The maximum GXG drawdown since its inception was -78.88%, smaller than the maximum MSTR drawdown of -99.86%. Use the drawdown chart below to compare losses from any high point for GXG and MSTR.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

GXG vs. MSTR - Volatility Comparison

The current volatility for Global X MSCI Colombia ETF (GXG) is 4.16%, while MicroStrategy Incorporated (MSTR) has a volatility of 14.13%. This indicates that GXG 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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