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MSTR vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

Performance

MSTR vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strategy Inc (MSTR) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MSTR achieves a -35.62% return, which is significantly lower than ^GSPC's 8.73% return. Over the past 10 years, MSTR has outperformed ^GSPC with an annualized return of 17.94%, while ^GSPC has yielded a comparatively lower 13.09% annualized return.


MSTR

1D
3.13%
1M
-13.07%
6M
-43.69%
YTD
-35.62%
1Y
-76.89%
3Y*
30.85%
5Y*
11.92%
10Y*
17.94%
ALL TIME*
9.32%

^GSPC

1D
-0.19%
1M
-0.76%
6M
7.25%
YTD
8.73%
1Y
18.21%
3Y*
17.95%
5Y*
11.30%
10Y*
13.09%
ALL TIME*
8.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MSTR vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MSTR
Strategy Inc
-35.62%-47.53%358.54%346.15%-74.00%40.13%172.42%11.65%-2.70%-33.49%
^GSPC
S&P 500 Index
8.73%16.39%23.31%24.23%-19.44%26.89%16.26%28.88%-6.24%19.42%

Correlation

The correlation between MSTR and ^GSPC is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.49

Correlation (3Y)
Calculated over the trailing 3-year period

0.43

Correlation (5Y)
Calculated over the trailing 5-year period

0.51

Correlation (10Y)
Calculated over the trailing 10-year period

0.48

Correlation (All Time)
Calculated using the full available price history since Jun 11, 1998

0.46

The correlation between MSTR and ^GSPC has been stable across timeframes, ranging from 0.43 to 0.51 - a consistent structural relationship.

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Return for Risk

MSTR vs. ^GSPC — Risk / Return Rank

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

MSTR
MSTR Risk / Return Rank: 55
Overall Rank
MSTR Sharpe Ratio Rank: 44
Sharpe Ratio Rank
MSTR Sortino Ratio Rank: 22
Sortino Ratio Rank
MSTR Omega Ratio Rank: 44
Omega Ratio Rank
MSTR Calmar Ratio Rank: 55
Calmar Ratio Rank
MSTR Martin Ratio Rank: 99
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 6767
Overall Rank
^GSPC Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 6363
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 6767
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 6161
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 7979
Martin Ratio Rank
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.

MSTR vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strategy Inc (MSTR) and S&P 500 Index (^GSPC). 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.


MSTR^GSPCDifference
Sharpe ratioReturn per unit of total volatility

-2.49

Sortino ratioReturn per unit of downside risk

-4.25

Omega ratioGain probability vs. loss probability

0.77

1.26

-0.49

Calmar ratioReturn relative to maximum drawdown

-0.95

2.01

-2.96

Martin ratioReturn relative to average drawdown

-1.38

8.68

-10.06

MSTR vs. ^GSPC - Sharpe Ratio Comparison

The current MSTR Sharpe Ratio is -1.04, which is lower than the ^GSPC Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of MSTR and ^GSPC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MSTR vs. ^GSPC - Drawdown Comparison

The maximum MSTR drawdown since its inception was -99.86%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for MSTR and ^GSPC.


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Drawdown Indicators


MSTR^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-99.86%

-56.78%

-43.08%

Max Drawdown (1Y)

Largest decline over 1 year

-80.70%

-9.10%

-71.60%

Max Drawdown (3Y)

Largest decline over 3 years

-82.63%

-18.90%

-63.73%

Max Drawdown (5Y)

Largest decline over 5 years

-84.11%

-25.43%

-58.68%

Max Drawdown (10Y)

Largest decline over 10 years

-89.27%

-33.92%

-55.35%

Current Drawdown

Current decline from peak

-79.36%

-2.19%

-77.17%

Average Drawdown

Average peak-to-trough decline

-86.43%

-10.70%

-75.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

55.87%

2.10%

+53.77%

Volatility

MSTR vs. ^GSPC - Volatility Comparison

Strategy Inc (MSTR) has a higher volatility of 25.51% compared to S&P 500 Index (^GSPC) at 3.13%. This indicates that MSTR's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MSTR^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.51%

3.13%

+22.38%

Volatility (6M)

Calculated over the trailing 6-month period

60.54%

10.04%

+50.50%

Volatility (1Y)

Calculated over the trailing 1-year period

74.28%

12.62%

+61.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

90.77%

16.98%

+73.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

74.27%

18.06%

+56.21%

Frequently Asked Questions


MSTR and ^GSPC have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MSTR has higher volatility (25.51%) compared to ^GSPC (3.13%). In terms of maximum drawdown, MSTR dropped -99.86% vs ^GSPC's -56.78%.

^GSPC currently has the higher Sharpe Ratio (1.45 vs -1.04), 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.

Portfolio Optimizer

Find the right allocation for MSTR and ^GSPC

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