PortfoliosLab logoPortfoliosLab logo
HBTE.NEO vs. MSTR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HBTE.NEO vs. MSTR - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Harvest Bitcoin Leaders Enhanced Income ETF (HBTE.NEO) and Strategy Inc (MSTR). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

HBTE.NEO is traded in CAD, while MSTR is traded in USD. To make them comparable, the MSTR values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, HBTE.NEO achieves a 29.23% return, which is significantly higher than MSTR's -9.67% return.


HBTE.NEO

1D
-0.99%
1M
11.29%
YTD
29.23%
6M
10.47%
1Y
68.12%
3Y*
5Y*
10Y*

MSTR

1D
0.00%
1M
-24.79%
YTD
-9.67%
6M
-28.34%
1Y
-64.57%
3Y*
66.84%
5Y*
26.34%
10Y*
22.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HBTE.NEO vs. MSTR - Yearly Performance Comparison


2026 (YTD)2025
HBTE.NEO
Harvest Bitcoin Leaders Enhanced Income ETF
29.23%60.52%
MSTR
Strategy Inc
-15.66%-60.24%

Correlation

The correlation between HBTE.NEO and MSTR is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.67

Correlation (All Time)
Calculated using the full available price history since May 1, 2025

0.66

The correlation between HBTE.NEO and MSTR has been stable across timeframes, ranging from 0.66 to 0.67 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

HBTE.NEO vs. MSTR — Risk / Return Rank

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

HBTE.NEO
HBTE.NEO Risk / Return Rank: 2727
Overall Rank
HBTE.NEO Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
HBTE.NEO Sortino Ratio Rank: 3030
Sortino Ratio Rank
HBTE.NEO Omega Ratio Rank: 2929
Omega Ratio Rank
HBTE.NEO Calmar Ratio Rank: 2626
Calmar Ratio Rank
HBTE.NEO Martin Ratio Rank: 2020
Martin Ratio Rank

MSTR
MSTR Risk / Return Rank: 66
Overall Rank
MSTR Sharpe Ratio Rank: 55
Sharpe Ratio Rank
MSTR Sortino Ratio Rank: 33
Sortino Ratio Rank
MSTR Omega Ratio Rank: 66
Omega Ratio Rank
MSTR Calmar Ratio Rank: 77
Calmar Ratio Rank
MSTR Martin Ratio Rank: 1010
Martin Ratio Rank
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.

HBTE.NEO vs. MSTR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harvest Bitcoin Leaders Enhanced Income ETF (HBTE.NEO) 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.


HBTE.NEOMSTRDifference
Sharpe ratioReturn per unit of total volatility

+1.96

Sortino ratioReturn per unit of downside risk

+3.31

Omega ratioGain probability vs. loss probability

1.20

0.82

+0.37

Calmar ratioReturn relative to maximum drawdown

1.23

-0.85

+2.07

Martin ratioReturn relative to average drawdown

2.40

-1.26

+3.66

HBTE.NEO vs. MSTR - Sharpe Ratio Comparison

The current HBTE.NEO Sharpe Ratio is 1.03, which is higher than the MSTR Sharpe Ratio of -0.94. The chart below compares the historical Sharpe Ratios of HBTE.NEO 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.


Loading charts...

Sharpe Ratios by Period


HBTE.NEOMSTRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

-0.94

+1.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

1.43

0.38

+1.06

Drawdowns

HBTE.NEO vs. MSTR - Drawdown Comparison

The maximum HBTE.NEO drawdown since its inception was -55.75%, smaller than the maximum MSTR drawdown of -88.54%. Use the drawdown chart below to compare losses from any high point for HBTE.NEO and MSTR.


Loading charts...

Drawdown Indicators


HBTE.NEOMSTRDifference

Max Drawdown

Largest peak-to-trough decline

-55.75%

-88.54%

+32.79%

Max Drawdown (1Y)

Largest decline over 1 year

-55.75%

-76.48%

+20.73%

Max Drawdown (3Y)

Largest decline over 3 years

-77.85%

Max Drawdown (5Y)

Largest decline over 5 years

-82.70%

Max Drawdown (10Y)

Largest decline over 10 years

-88.54%

Current Drawdown

Current decline from peak

-23.92%

-71.56%

+47.64%

Average Drawdown

Average peak-to-trough decline

-21.02%

-32.30%

+11.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.52%

51.25%

-22.73%

Volatility

HBTE.NEO vs. MSTR - Volatility Comparison

The current volatility for Harvest Bitcoin Leaders Enhanced Income ETF (HBTE.NEO) is 15.68%, while Strategy Inc (MSTR) has a volatility of 18.48%. This indicates that HBTE.NEO 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.


Loading charts...

Volatility by Period


HBTE.NEOMSTRDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.68%

18.48%

-2.80%

Volatility (6M)

Calculated over the trailing 6-month period

50.18%

55.68%

-5.50%

Volatility (1Y)

Calculated over the trailing 1-year period

66.86%

69.26%

-2.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

66.79%

89.13%

-22.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

66.79%

72.45%

-5.66%

Dividends

HBTE.NEO vs. MSTR - Dividend Comparison

HBTE.NEO's dividend yield for the trailing twelve months is around 25.89%, while MSTR has not paid dividends to shareholders.


PositionTTM2025
HBTE.NEO
Harvest Bitcoin Leaders Enhanced Income ETF
25.89%18.40%
MSTR
Strategy Inc
0.00%0.00%

Frequently Asked Questions


HBTE.NEO and MSTR have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for HBTE.NEO and MSTR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer