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MARA vs. MSTR
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MARA vs. MSTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MARA Holdings, Inc. (MARA) 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, MARA achieves a 26.06% return, which is significantly higher than MSTR's -38.61% return. Over the past 10 years, MARA has underperformed MSTR with an annualized return of -13.31%, while MSTR has yielded a comparatively higher 18.75% annualized return.


MARA

1D
-4.23%
1M
-8.71%
6M
19.16%
YTD
26.06%
1Y
-26.97%
3Y*
-12.38%
5Y*
-16.34%
10Y*
-13.31%
ALL TIME*
-10.28%

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)
$650.73M$599.97M$583.47M
$1.53B$1.65B$2.43B

MARA vs. MSTR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MARA
MARA Holdings, Inc.
26.06%-46.45%-28.61%586.84%-89.59%214.75%1,084.48%-39.16%-91.17%-40.41%
MSTR
Strategy Inc
-38.61%-47.53%358.54%346.15%-74.00%40.13%172.42%11.65%-2.70%-33.49%

Correlation

The correlation between MARA and MSTR is 0.63, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


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

0.63

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

0.63

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

0.71

Correlation (10Y)
Provides a long-term view across more market conditions.

0.52

Correlation (All Time)
Calculated using the full available price history since May 4, 2012

0.43

The correlation between MARA and MSTR shifts across timeframes, from 0.43 (all time) to 0.71 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

MARA:

$4.32B

MSTR:

$30.86B

EPS

MARA:

-$5.07

MSTR:

-$97.96

PS Ratio

MARA:

5.24

MSTR:

59.67

Total Revenue (TTM)

MARA:

$867.82M

MSTR:

$498.35M

Gross Profit (TTM)

MARA:

$164.95M

MSTR:

$336.89M

EBITDA (TTM)

MARA:

$373.68M

MSTR:

-$36.86B

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Return for Risk

MARA vs. MSTR — Risk / Return Rank

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

MARA
MARA Risk / Return Rank: 3131
Overall Rank
MARA Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
MARA Sortino Ratio Rank: 3232
Sortino Ratio Rank
MARA Omega Ratio Rank: 3232
Omega Ratio Rank
MARA Calmar Ratio Rank: 3030
Calmar Ratio Rank
MARA Martin Ratio Rank: 3232
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.

MARA vs. MSTR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MARA Holdings, Inc. (MARA) 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.


MARAMSTRDifference
Sharpe ratioReturn per unit of total volatility

+0.66

Sortino ratioReturn per unit of downside risk

+2.15

Omega ratioGain probability vs. loss probability

1.00

0.78

+0.22

Calmar ratioReturn relative to maximum drawdown

-0.42

-0.97

+0.55

Martin ratioReturn relative to average drawdown

-0.66

-1.38

+0.72

MARA vs. MSTR - Sharpe Ratio Comparison

The current MARA Sharpe Ratio is -0.36, which is higher than the MSTR Sharpe Ratio of -1.02. The chart below compares the historical Sharpe Ratios of MARA 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

MARA vs. MSTR - Drawdown Comparison

The maximum MARA drawdown since its inception was -99.74%, roughly equal to the maximum MSTR drawdown of -99.86%. Use the drawdown chart below to compare losses from any high point for MARA and MSTR.


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Drawdown Indicators


MARAMSTRDifference

Max Drawdown

Largest peak-to-trough decline

-99.74%

-99.86%

+0.12%

Max Drawdown (1Y)

Largest decline over 1 year

-70.53%

-79.53%

+9.00%

Max Drawdown (3Y)

Largest decline over 3 years

-78.34%

-82.63%

+4.29%

Max Drawdown (5Y)

Largest decline over 5 years

-95.87%

-84.11%

-11.76%

Max Drawdown (10Y)

Largest decline over 10 years

-99.19%

-89.27%

-9.92%

Current Drawdown

Current decline from peak

-92.68%

-80.31%

-12.37%

Average Drawdown

Average peak-to-trough decline

-78.13%

-86.42%

+8.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

44.73%

55.64%

-10.91%

Volatility

MARA vs. MSTR - Volatility Comparison

MARA Holdings, Inc. (MARA) has a higher volatility of 31.27% compared to Strategy Inc (MSTR) at 18.58%. This indicates that MARA's price experiences larger fluctuations and is considered to be riskier 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


MARAMSTRDifference

Volatility (1M)

Calculated over the trailing 1-month period

31.27%

18.58%

+12.69%

Volatility (6M)

Calculated over the trailing 6-month period

64.18%

60.57%

+3.61%

Volatility (1Y)

Calculated over the trailing 1-year period

82.43%

75.24%

+7.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

106.03%

89.94%

+16.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

144.42%

74.33%

+70.09%

Dividends

MARA vs. MSTR - Dividend Comparison

Neither MARA nor MSTR has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

MARA vs. MSTR - Financials Comparison

This section allows you to compare key financial metrics between MARA Holdings, Inc. and Strategy Inc. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items

Frequently Asked Questions


MARA and MSTR have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MARA has higher volatility (31.27%) compared to MSTR (18.58%). In terms of maximum drawdown, MARA dropped -99.74% vs MSTR's -99.86%.

MARA currently has the higher Sharpe Ratio (-0.36 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 MARA and MSTR

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