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 -10.53%/yr vs 8.30%/yr for MSTR. Their 0.27 correlation means their historical movements had little consistent relationship.
Performance
MKR-USD vs. MSTR - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MKR-USD achieves a 18.87% return, which is significantly higher than MSTR's -38.61% return.
MKR-USD
- 1D
- 11.28%
- 1M
- 11.86%
- 6M
- 11.69%
- YTD
- 18.87%
- 1Y
- -13.21%
- 3Y*
- 7.47%
- 5Y*
- -10.53%
- 10Y*
- —
- ALL TIME*
- 59.67%
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%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
MKR-USD Maker | $298.12M | $340.84M | $283.70M |
MSTR Strategy Inc | $1.53B | $1.65B | $2.43B |
MKR-USD vs. MSTR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MKR-USD Maker | 18.87% | -9.60% | -12.34% | 233.05% | -78.16% | 298.17% | 34.86% | -4.43% | -53.44% | 3,893.64% |
MSTR Strategy Inc | -38.61% | -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 historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.35 |
Correlation (3Y) Balances recent behavior with more history. | 0.31 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.37 |
Correlation (All Time) Calculated using the full available price history since Aug 26, 2017 | 0.27 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 | +0.84 | ||
| Sortino ratioReturn per unit of downside risk | +2.45 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 0.78 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.26 | -0.97 | +0.71 |
| Martin ratioReturn relative to average drawdown | -0.50 | -1.38 | +0.88 |
Loading charts...
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.
Loading charts...
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 | -52.63% | -79.53% | +26.90% |
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 | -73.32% | -80.31% | +6.99% |
Average DrawdownAverage peak-to-trough decline | -66.35% | -86.42% | +20.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.75% | 55.64% | -40.89% |
Volatility
MKR-USD vs. MSTR - Volatility Comparison
Maker (MKR-USD) has a higher volatility of 24.20% compared to Strategy Inc (MSTR) at 18.58%. This indicates that MKR-USD'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.
Loading charts...
Volatility by Period
| MKR-USD | MSTR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 24.20% | 18.58% | +5.62% |
Volatility (6M)Calculated over the trailing 6-month period | 52.16% | 60.57% | -8.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 63.36% | 75.24% | -11.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 72.97% | 89.94% | -16.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 319.70% | 74.33% | +245.37% |
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.
MKR-USD has higher volatility (24.20%) compared to MSTR (18.58%). In terms of maximum drawdown, MKR-USD dropped -91.59% vs MSTR's -99.86%.
MKR-USD currently has the higher Sharpe Ratio (-0.18 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.
Find the right allocation for MKR-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.
Open Portfolio Optimizer