MAXI vs. MSTR

In the year-to-date period, MAXI achieves a 102.45% return, which is significantly lower than MSTR's 538.75% return.

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The correlation between MAXI and MSTR is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

This table presents a comparison of risk-adjusted performance metrics for Simplify Bitcoin Strategy PLUS Income ETF (MAXI) 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 MAXI Sharpe Ratio is 2.05, which is lower than the MSTR Sharpe Ratio of 6.33. The chart below compares the historical Sharpe Ratios of MAXI 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.

MAXI's dividend yield for the trailing twelve months is around 37.76%, while MSTR has not paid dividends to shareholders.

The maximum MAXI drawdown since its inception was -34.54%, smaller than the maximum MSTR drawdown of -99.86%. Use the drawdown chart below to compare losses from any high point for MAXI and MSTR. For additional features, visit the drawdowns tool.

The current volatility for Simplify Bitcoin Strategy PLUS Income ETF (MAXI) is 18.95%, while MicroStrategy Incorporated (MSTR) has a volatility of 40.30%. This indicates that MAXI 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.