MSFU vs. MSTR
MSFU (Direxion Daily MSFT Bull 2X Shares) is Leveraged Equities fund tracking the Microsoft Corporation (150%), while MSTR (Strategy Inc) is a stock. Over the past 3 years, MSFU returned -5.80%/yr vs 64.73%/yr for MSTR. At a 0.32 correlation, their price movements are largely independent.
Performance
MSFU vs. MSTR - Performance Comparison
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Returns By Period
In the year-to-date period, MSFU achieves a -37.11% return, which is significantly lower than MSTR's -13.70% return.
MSFU
- 1D
- 4.68%
- 1M
- -11.32%
- YTD
- -37.11%
- 6M
- -35.10%
- 1Y
- -39.10%
- 3Y*
- -5.80%
- 5Y*
- —
- 10Y*
- —
MSTR
- 1D
- 5.78%
- 1M
- -26.08%
- YTD
- -13.70%
- 6M
- -19.09%
- 1Y
- -65.75%
- 3Y*
- 64.73%
- 5Y*
- 16.17%
- 10Y*
- 22.02%
MSFU vs. MSTR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
MSFU Direxion Daily MSFT Bull 2X Shares | -37.11% | 13.36% | 5.80% | 83.04% | -13.28% |
MSTR Strategy Inc | -13.70% | -47.53% | 358.54% | 346.15% | -30.69% |
Correlation
The correlation between MSFU and MSTR is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Sep 7, 2022 | 0.32 |
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Return for Risk
MSFU vs. MSTR — Risk / Return Rank
MSFU
MSTR
MSFU vs. MSTR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Direxion Daily MSFT Bull 2X Shares (MSFU) 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.
| MSFU | MSTR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.15 | ||
| Sortino ratioReturn per unit of downside risk | +0.68 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 0.83 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | -0.66 | -0.86 | +0.21 |
| Martin ratioReturn relative to average drawdown | -1.22 | -1.24 | +0.02 |
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Drawdowns
MSFU vs. MSTR - Drawdown Comparison
The maximum MSFU drawdown since its inception was -59.83%, smaller than the maximum MSTR drawdown of -99.86%. Use the drawdown chart below to compare losses from any high point for MSFU and MSTR.
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Drawdown Indicators
| MSFU | MSTR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.83% | -99.86% | +40.03% |
Max Drawdown (1Y)Largest decline over 1 year | -59.83% | -76.53% | +16.70% |
Max Drawdown (3Y)Largest decline over 3 years | -59.83% | -77.42% | +17.59% |
Max Drawdown (5Y)Largest decline over 5 years | — | -84.11% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -89.27% | — |
Current DrawdownCurrent decline from peak | -51.32% | -72.32% | +21.00% |
Average DrawdownAverage peak-to-trough decline | -16.78% | -86.45% | +69.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 32.21% | 53.20% | -20.99% |
Volatility
MSFU vs. MSTR - Volatility Comparison
Direxion Daily MSFT Bull 2X Shares (MSFU) and Strategy Inc (MSTR) have volatilities of 21.34% and 21.84%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSFU | MSTR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.34% | 21.84% | -0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 45.46% | 57.65% | -12.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 51.01% | 71.53% | -20.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.39% | 90.56% | -44.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.39% | 73.85% | -27.46% |
Dividends
MSFU vs. MSTR - Dividend Comparison
MSFU's dividend yield for the trailing twelve months is around 12.58%, while MSTR has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
MSFU Direxion Daily MSFT Bull 2X Shares | 12.58% | 8.15% | 7.00% | 2.11% | 0.54% |
MSTR Strategy Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MSFU and MSTR have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSTR has higher volatility (21.84%) compared to MSFU (21.34%). In terms of maximum drawdown, MSFU dropped -59.83% vs MSTR's -99.86%.
MSFU currently has the higher Sharpe Ratio (-0.77 vs -0.92), 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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