MKR-USD vs. MSTR
MKR-USD (Maker) is a cryptocurrency, while MSTR (Strategy Inc) is a stock. Over the past 5 years, MKR-USD returned -11.16%/yr vs 10.45%/yr for MSTR. At a 0.27 correlation, their price movements are largely independent.
Performance
MKR-USD vs. MSTR - Performance Comparison
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Returns By Period
In the year-to-date period, MKR-USD achieves a 3.42% return, which is significantly higher than MSTR's -39.39% return.
MKR-USD
- 1D
- -0.00%
- 1M
- -2.24%
- 6M
- -0.82%
- YTD
- 3.42%
- 1Y
- -25.78%
- 3Y*
- 17.10%
- 5Y*
- -11.16%
- 10Y*
- —
MSTR
- 1D
- -2.68%
- 1M
- -25.71%
- 6M
- -43.23%
- YTD
- -39.39%
- 1Y
- -78.81%
- 3Y*
- 26.14%
- 5Y*
- 10.45%
- 10Y*
- 17.27%
MKR-USD vs. MSTR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MKR-USD Maker | 3.42% | -9.60% | -12.34% | 233.05% | -78.16% | 298.17% | 34.86% | -4.43% | -53.44% | 3,893.64% |
MSTR Strategy Inc | -39.39% | -47.53% | 358.54% | 346.15% | -74.00% | 40.13% | 172.42% | 11.65% | -2.70% | 4.41% |
Correlation
The correlation between MKR-USD and MSTR is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Aug 26, 2017 | 0.27 |
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Return for Risk
MKR-USD vs. MSTR — Risk / Return Rank
MKR-USD
MSTR
MKR-USD vs. MSTR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Maker (MKR-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.
| MKR-USD | MSTR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.71 | ||
| Sortino ratioReturn per unit of downside risk | +2.32 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 0.76 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.47 | -0.96 | +0.50 |
| Martin ratioReturn relative to average drawdown | -0.81 | -1.38 | +0.57 |
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Drawdowns
MKR-USD vs. MSTR - Drawdown Comparison
The maximum MKR-USD drawdown since its inception was -91.59%, smaller than the maximum MSTR drawdown of -99.86%. Use the drawdown chart below to compare losses from any high point for MKR-USD and MSTR.
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Drawdown Indicators
| MKR-USD | MSTR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.59% | -99.86% | +8.27% |
Max Drawdown (1Y)Largest decline over 1 year | -57.25% | -81.95% | +24.70% |
Max Drawdown (3Y)Largest decline over 3 years | -77.22% | -82.63% | +5.41% |
Max Drawdown (5Y)Largest decline over 5 years | -87.00% | -84.11% | -2.89% |
Max Drawdown (10Y)Largest decline over 10 years | — | -89.27% | — |
Current DrawdownCurrent decline from peak | -76.79% | -80.56% | +3.77% |
Average DrawdownAverage peak-to-trough decline | -66.30% | -86.43% | +20.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.43% | 57.18% | -43.75% |
Volatility
MKR-USD vs. MSTR - Volatility Comparison
The current volatility for Maker (MKR-USD) is 23.48%, while Strategy Inc (MSTR) has a volatility of 26.76%. This indicates that MKR-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
| MKR-USD | MSTR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.48% | 26.76% | -3.28% |
Volatility (6M)Calculated over the trailing 6-month period | 50.32% | 61.05% | -10.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 62.26% | 74.29% | -12.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 72.86% | 90.78% | -17.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 320.65% | 74.25% | +246.40% |
Frequently Asked Questions
MKR-USD and MSTR have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSTR has higher volatility (26.76%) compared to MKR-USD (23.48%). In terms of maximum drawdown, MKR-USD dropped -91.59% vs MSTR's -99.86%.
MKR-USD currently has the higher Sharpe Ratio (-0.36 vs -1.06), 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.
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