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IRE.MI vs. MSTX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IRE.MI vs. MSTX - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Iren SpA (IRE.MI) and Defiance Daily Target 2X Long MSTR ETF (MSTX). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IRE.MI is traded in EUR, while MSTX is traded in USD. To make them comparable, the MSTX values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IRE.MI achieves a 1.25% return, which is significantly higher than MSTX's -58.84% return.


IRE.MI

1D
-0.08%
1M
-1.37%
YTD
1.25%
6M
2.13%
1Y
0.66%
3Y*
18.21%
5Y*
5.52%
10Y*
9.47%

MSTX

1D
-13.46%
1M
-60.95%
YTD
-58.84%
6M
-71.86%
1Y
-95.56%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IRE.MI vs. MSTX - Yearly Performance Comparison


2026 (YTD)20252024
IRE.MI
Iren SpA
1.25%39.87%3.56%
MSTX
Defiance Daily Target 2X Long MSTR ETF
-58.84%-90.35%151.57%

Correlation

The correlation between IRE.MI and MSTX is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.02

Correlation (All Time)
Calculated using the full available price history since Aug 16, 2024

-0.04

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Return for Risk

IRE.MI vs. MSTX — Risk / Return Rank

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

IRE.MI
IRE.MI Risk / Return Rank: 3838
Overall Rank
IRE.MI Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
IRE.MI Sortino Ratio Rank: 3333
Sortino Ratio Rank
IRE.MI Omega Ratio Rank: 3333
Omega Ratio Rank
IRE.MI Calmar Ratio Rank: 4141
Calmar Ratio Rank
IRE.MI Martin Ratio Rank: 4040
Martin Ratio Rank

MSTX
MSTX Risk / Return Rank: 22
Overall Rank
MSTX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
MSTX Sortino Ratio Rank: 11
Sortino Ratio Rank
MSTX Omega Ratio Rank: 11
Omega Ratio Rank
MSTX Calmar Ratio Rank: 00
Calmar Ratio Rank
MSTX Martin Ratio Rank: 33
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.

IRE.MI vs. MSTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Iren SpA (IRE.MI) and Defiance Daily Target 2X Long MSTR ETF (MSTX). 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.


IRE.MIMSTXDifference
Sharpe ratioReturn per unit of total volatility

+0.67

Sortino ratioReturn per unit of downside risk

+2.23

Omega ratioGain probability vs. loss probability

1.02

0.78

+0.24

Calmar ratioReturn relative to maximum drawdown

-0.01

-0.99

+0.97

Martin ratioReturn relative to average drawdown

-0.04

-1.26

+1.22

IRE.MI vs. MSTX - Sharpe Ratio Comparison

The current IRE.MI Sharpe Ratio is -0.01, which is higher than the MSTX Sharpe Ratio of -0.68. The chart below compares the historical Sharpe Ratios of IRE.MI and MSTX, 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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Sharpe Ratios by Period


IRE.MIMSTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.01

-0.68

+0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

-0.43

+0.65

Drawdowns

IRE.MI vs. MSTX - Drawdown Comparison

The maximum IRE.MI drawdown since its inception was -89.17%, smaller than the maximum MSTX drawdown of -98.86%. Use the drawdown chart below to compare losses from any high point for IRE.MI and MSTX.


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Drawdown Indicators


IRE.MIMSTXDifference

Max Drawdown

Largest peak-to-trough decline

-89.17%

-98.86%

+9.69%

Max Drawdown (1Y)

Largest decline over 1 year

-16.26%

-96.82%

+80.56%

Max Drawdown (3Y)

Largest decline over 3 years

-19.21%

Max Drawdown (5Y)

Largest decline over 5 years

-52.87%

Max Drawdown (10Y)

Largest decline over 10 years

-52.87%

Current Drawdown

Current decline from peak

-8.94%

-98.86%

+89.92%

Average Drawdown

Average peak-to-trough decline

-34.76%

-70.78%

+36.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.97%

75.79%

-69.82%

Volatility

IRE.MI vs. MSTX - Volatility Comparison

The current volatility for Iren SpA (IRE.MI) is 5.76%, while Defiance Daily Target 2X Long MSTR ETF (MSTX) has a volatility of 40.70%. This indicates that IRE.MI experiences smaller price fluctuations and is considered to be less risky than MSTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IRE.MIMSTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.76%

40.70%

-34.94%

Volatility (6M)

Calculated over the trailing 6-month period

16.26%

112.14%

-95.88%

Volatility (1Y)

Calculated over the trailing 1-year period

20.75%

139.91%

-119.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.59%

167.10%

-142.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.80%

167.10%

-142.30%

Dividends

IRE.MI vs. MSTX - Dividend Comparison

IRE.MI's dividend yield for the trailing twelve months is around 4.96%, while MSTX has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IRE.MI
Iren SpA
4.96%5.02%6.19%5.58%7.15%3.58%4.35%3.04%3.34%2.50%3.53%3.51%
MSTX
Defiance Daily Target 2X Long MSTR ETF
0.00%0.00%41.01%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IRE.MI and MSTX have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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