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MRN3.L vs. MSTI.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MRN3.L vs. MSTI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 3x Long Moderna (MRNA) ETP Securities (MRN3.L) and IncomeShares Microstrategy (MSTR) Options ETP (MSTI.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MRN3.L achieves a 156.89% return, which is significantly higher than MSTI.L's -55.10% return.


MRN3.L

1D
26.04%
1M
21.33%
YTD
156.89%
6M
287.40%
1Y
64.51%
3Y*
-91.30%
5Y*
10Y*

MSTI.L

1D
-3.56%
1M
-36.16%
YTD
-55.10%
6M
-60.57%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MRN3.L vs. MSTI.L - Yearly Performance Comparison


Correlation

The correlation between MRN3.L and MSTI.L is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 1, 2025

0.22

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Return for Risk

MRN3.L vs. MSTI.L — Risk / Return Rank

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

MRN3.L
MRN3.L Risk / Return Rank: 2525
Overall Rank
MRN3.L Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
MRN3.L Sortino Ratio Rank: 4242
Sortino Ratio Rank
MRN3.L Omega Ratio Rank: 3737
Omega Ratio Rank
MRN3.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
MRN3.L Martin Ratio Rank: 1515
Martin Ratio Rank

MSTI.L
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.

MRN3.L vs. MSTI.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 3x Long Moderna (MRNA) ETP Securities (MRN3.L) and IncomeShares Microstrategy (MSTR) Options ETP (MSTI.L). 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.


MRN3.LMSTI.LDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.24

Calmar ratioReturn relative to maximum drawdown

0.79

Martin ratioReturn relative to average drawdown

1.25

MRN3.L vs. MSTI.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MRN3.LMSTI.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.43

-1.36

+0.93

Drawdowns

MRN3.L vs. MSTI.L - Drawdown Comparison

The maximum MRN3.L drawdown since its inception was -100.00%, which is greater than MSTI.L's maximum drawdown of -85.28%. Use the drawdown chart below to compare losses from any high point for MRN3.L and MSTI.L.


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Drawdown Indicators


MRN3.LMSTI.LDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-85.28%

-14.72%

Max Drawdown (1Y)

Largest decline over 1 year

-81.28%

Max Drawdown (3Y)

Largest decline over 3 years

-99.99%

Current Drawdown

Current decline from peak

-100.00%

-85.28%

-14.72%

Average Drawdown

Average peak-to-trough decline

-97.63%

-52.74%

-44.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

51.56%

Volatility

MRN3.L vs. MSTI.L - Volatility Comparison


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Volatility by Period


MRN3.LMSTI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

57.82%

Volatility (6M)

Calculated over the trailing 6-month period

163.07%

Volatility (1Y)

Calculated over the trailing 1-year period

210.95%

62.48%

+148.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

221.82%

62.48%

+159.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

221.82%

62.48%

+159.34%

MRN3.L vs. MSTI.L - Expense Ratio Comparison

MRN3.L has a 0.75% expense ratio, which is higher than MSTI.L's 0.55% expense ratio.


Dividends

MRN3.L vs. MSTI.L - Dividend Comparison

MRN3.L has not paid dividends to shareholders, while MSTI.L's dividend yield for the trailing twelve months is around 1.50%.


Frequently Asked Questions


MRN3.L and MSTI.L have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MSTI.L is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MSTI.L is cheaper with a 0.55% expense ratio, compared with 0.75% for MRN3.L.

MRN3.L is categorized as Leveraged Equities, while MSTI.L is Derivative Income. Their fees differ too: 0.75% for MRN3.L and 0.55% for MSTI.L.

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