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ICP-USD vs. MSTR
Performance
Return for Risk
Drawdowns
Volatility

Performance

ICP-USD vs. MSTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Internet Computer (ICP-USD) and Strategy Inc (MSTR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ICP-USD achieves a -27.19% return, which is significantly higher than MSTR's -38.61% return.


ICP-USD

1D
2.18%
1M
-7.73%
6M
-21.21%
YTD
-27.19%
1Y
-58.27%
3Y*
-20.03%
5Y*
-44.31%
10Y*
ALL TIME*
-66.49%

MSTR

1D
-4.56%
1M
-7.43%
6M
-37.69%
YTD
-38.61%
1Y
-74.56%
3Y*
28.96%
5Y*
8.30%
10Y*
18.75%
ALL TIME*
9.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$64.69M$76.61M$216.61M
$1.53B$1.65B$2.43B

ICP-USD vs. MSTR - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ICP-USD
Internet Computer
-27.19%-71.20%-25.93%237.58%-83.87%-96.12%
MSTR
Strategy Inc
-38.61%-47.53%358.54%346.15%-74.00%-12.24%

Correlation

The correlation between ICP-USD and MSTR is 0.33, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.33

Correlation (3Y)
Balances recent behavior with more history.

0.36

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.40

Correlation (All Time)
Calculated using the full available price history since May 9, 2021

0.40

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Return for Risk

ICP-USD vs. MSTR — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ICP-USD
ICP-USD Risk / Return Rank: 7272
Overall Rank
ICP-USD Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
ICP-USD Sortino Ratio Rank: 7474
Sortino Ratio Rank
ICP-USD Omega Ratio Rank: 7474
Omega Ratio Rank
ICP-USD Calmar Ratio Rank: 6767
Calmar Ratio Rank
ICP-USD Martin Ratio Rank: 7272
Martin Ratio Rank

MSTR
MSTR Risk / Return Rank: 55
Overall Rank
MSTR Sharpe Ratio Rank: 44
Sharpe Ratio Rank
MSTR Sortino Ratio Rank: 22
Sortino Ratio Rank
MSTR Omega Ratio Rank: 55
Omega Ratio Rank
MSTR Calmar Ratio Rank: 44
Calmar Ratio Rank
MSTR Martin Ratio Rank: 99
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ICP-USD vs. MSTR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Internet Computer (ICP-USD) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ICP-USDMSTRDifference
Sharpe ratioReturn per unit of total volatility

+0.48

Sortino ratioReturn per unit of downside risk

+1.72

Omega ratioGain probability vs. loss probability

0.96

0.78

+0.18

Calmar ratioReturn relative to maximum drawdown

-0.75

-0.97

+0.21

Martin ratioReturn relative to average drawdown

-0.96

-1.38

+0.42

ICP-USD vs. MSTR - Sharpe Ratio Comparison

The current ICP-USD Sharpe Ratio is -0.54, which is higher than the MSTR Sharpe Ratio of -1.02. The chart below compares the historical Sharpe Ratios of ICP-USD 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.


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Drawdowns

ICP-USD vs. MSTR - Drawdown Comparison

The maximum ICP-USD drawdown since its inception was -99.68%, roughly equal to the maximum MSTR drawdown of -99.86%. Use the drawdown chart below to compare losses from any high point for ICP-USD and MSTR.


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Drawdown Indicators


ICP-USDMSTRDifference

Max Drawdown

Largest peak-to-trough decline

-99.68%

-99.86%

+0.18%

Max Drawdown (1Y)

Largest decline over 1 year

-77.45%

-79.53%

+2.08%

Max Drawdown (3Y)

Largest decline over 3 years

-89.38%

-82.63%

-6.75%

Max Drawdown (5Y)

Largest decline over 5 years

-97.46%

-84.11%

-13.35%

Max Drawdown (10Y)

Largest decline over 10 years

-89.27%

Current Drawdown

Current decline from peak

-99.67%

-80.31%

-19.36%

Average Drawdown

Average peak-to-trough decline

-97.73%

-86.42%

-11.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

42.06%

55.64%

-13.58%

Volatility

ICP-USD vs. MSTR - Volatility Comparison

The current volatility for Internet Computer (ICP-USD) is 11.58%, while Strategy Inc (MSTR) has a volatility of 18.58%. This indicates that ICP-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.


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Volatility by Period


ICP-USDMSTRDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.58%

18.58%

-7.00%

Volatility (6M)

Calculated over the trailing 6-month period

57.81%

60.57%

-2.76%

Volatility (1Y)

Calculated over the trailing 1-year period

89.95%

75.24%

+14.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

85.62%

89.94%

-4.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

92.50%

74.33%

+18.17%

Frequently Asked Questions


ICP-USD and MSTR have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MSTR has higher volatility (18.58%) compared to ICP-USD (11.58%). In terms of maximum drawdown, ICP-USD dropped -99.68% vs MSTR's -99.86%.

ICP-USD currently has the higher Sharpe Ratio (-0.54 vs -1.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for ICP-USD 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.

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