MSTR vs. AUCO.L
MSTR (Strategy Inc) is a stock, while AUCO.L (L&G Gold Mining UCITS ETF) is Gold fund tracking the STOXX Global Gold Miners Index. Over the past 10 years, MSTR returned 20.08%/yr vs 14.35%/yr for AUCO.L. At a 0.08 correlation, their price movements are largely independent.
Performance
MSTR vs. AUCO.L - Performance Comparison
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Returns By Period
In the year-to-date period, MSTR achieves a -22.99% return, which is significantly lower than AUCO.L's -8.56% return. Over the past 10 years, MSTR has outperformed AUCO.L with an annualized return of 20.08%, while AUCO.L has yielded a comparatively lower 14.35% annualized return.
MSTR
- 1D
- -8.00%
- 1M
- -37.62%
- YTD
- -22.99%
- 6M
- -38.08%
- 1Y
- -70.16%
- 3Y*
- 60.63%
- 5Y*
- 18.13%
- 10Y*
- 20.08%
AUCO.L
- 1D
- -1.44%
- 1M
- -16.15%
- YTD
- -8.56%
- 6M
- -1.88%
- 1Y
- 54.19%
- 3Y*
- 46.28%
- 5Y*
- 20.71%
- 10Y*
- 14.35%
MSTR vs. AUCO.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MSTR Strategy Inc | -22.99% | -47.53% | 358.54% | 346.15% | -74.00% | 40.13% | 172.42% | 11.65% | -2.70% | -33.49% |
AUCO.L L&G Gold Mining UCITS ETF | -8.56% | 181.83% | 17.96% | 15.02% | -14.30% | -10.12% | 21.72% | 44.14% | -10.42% | 10.00% |
Correlation
The correlation between MSTR and AUCO.L is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2008 | 0.08 |
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Return for Risk
MSTR vs. AUCO.L — Risk / Return Rank
MSTR
AUCO.L
MSTR vs. AUCO.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Strategy Inc (MSTR) and L&G Gold Mining UCITS ETF (AUCO.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.
| MSTR | AUCO.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.17 | ||
| Sortino ratioReturn per unit of downside risk | -3.55 | ||
| Omega ratioGain probability vs. loss probability | 0.80 | 1.21 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | -0.92 | 1.70 | -2.61 |
| Martin ratioReturn relative to average drawdown | -1.34 | 4.45 | -5.78 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MSTR | AUCO.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.99 | 1.18 | -2.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.54 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.27 | 0.40 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | 0.20 | -0.07 |
Drawdowns
MSTR vs. AUCO.L - Drawdown Comparison
The maximum MSTR drawdown since its inception was -99.86%, which is greater than AUCO.L's maximum drawdown of -78.30%. Use the drawdown chart below to compare losses from any high point for MSTR and AUCO.L.
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Drawdown Indicators
| MSTR | AUCO.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.86% | -78.30% | -21.56% |
Max Drawdown (1Y)Largest decline over 1 year | -76.53% | -31.80% | -44.73% |
Max Drawdown (3Y)Largest decline over 3 years | -77.42% | -31.80% | -45.62% |
Max Drawdown (5Y)Largest decline over 5 years | -84.11% | -48.62% | -35.49% |
Max Drawdown (10Y)Largest decline over 10 years | -89.27% | -54.47% | -34.80% |
Current DrawdownCurrent decline from peak | -75.30% | -31.80% | -43.50% |
Average DrawdownAverage peak-to-trough decline | -86.46% | -40.79% | -45.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 52.40% | 12.15% | +40.25% |
Volatility
MSTR vs. AUCO.L - Volatility Comparison
Strategy Inc (MSTR) has a higher volatility of 21.50% compared to L&G Gold Mining UCITS ETF (AUCO.L) at 15.14%. This indicates that MSTR's price experiences larger fluctuations and is considered to be riskier than AUCO.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSTR | AUCO.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.50% | 15.14% | +6.36% |
Volatility (6M)Calculated over the trailing 6-month period | 57.25% | 36.64% | +20.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 71.09% | 45.89% | +25.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 90.80% | 38.20% | +52.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 73.81% | 35.40% | +38.41% |
Dividends
MSTR vs. AUCO.L - Dividend Comparison
Neither MSTR nor AUCO.L has paid dividends to shareholders.
Frequently Asked Questions
MSTR and AUCO.L have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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