MSTR vs. BTC-USD
Compare and contrast key facts about MicroStrategy Incorporated (MSTR) and Bitcoin (BTC-USD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MSTR or BTC-USD.
Key characteristics
| MSTR | BTC-USD | |
|---|---|---|
| YTD Return | 439.33% | 115.46% |
| 1Y Return | 596.51% | 151.88% |
| 3Y Return (Ann) | 65.68% | 14.82% |
| 5Y Return (Ann) | 85.37% | 60.40% |
| 10Y Return (Ann) | 35.13% | 73.18% |
| Sharpe Ratio | 5.53 | 0.95 |
| Sortino Ratio | 4.20 | 1.65 |
| Omega Ratio | 1.50 | 1.16 |
| Calmar Ratio | 6.70 | 0.78 |
| Martin Ratio | 27.26 | 3.92 |
| Ulcer Index | 21.03% | 13.19% |
| Daily Std Dev | 103.67% | 44.42% |
| Max Drawdown | -99.86% | -93.07% |
| Current Drawdown | -4.47% | 0.00% |
Correlation
The correlation between MSTR and BTC-USD is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
MSTR vs. BTC-USD - Performance Comparison
In the year-to-date period, MSTR achieves a 439.33% return, which is significantly higher than BTC-USD's 115.46% return. Over the past 10 years, MSTR has underperformed BTC-USD with an annualized return of 35.13%, while BTC-USD has yielded a comparatively higher 73.18% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
MSTR vs. BTC-USD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MicroStrategy Incorporated (MSTR) and Bitcoin (BTC-USD). 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.
Drawdowns
MSTR vs. BTC-USD - Drawdown Comparison
The maximum MSTR drawdown since its inception was -99.86%, which is greater than BTC-USD's maximum drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for MSTR and BTC-USD. For additional features, visit the drawdowns tool.
Volatility
MSTR vs. BTC-USD - Volatility Comparison
MicroStrategy Incorporated (MSTR) has a higher volatility of 33.34% compared to Bitcoin (BTC-USD) at 16.76%. This indicates that MSTR's price experiences larger fluctuations and is considered to be riskier than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.