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 | 236.58% | 47.75% |
| 1Y Return | 556.95% | 133.38% |
| 3Y Return (Ann) | 44.23% | 3.67% |
| 5Y Return (Ann) | 71.44% | 49.65% |
| 10Y Return (Ann) | 30.84% | 65.67% |
| Sharpe Ratio | 5.40 | 1.30 |
| Sortino Ratio | 4.10 | 1.98 |
| Omega Ratio | 1.49 | 1.20 |
| Calmar Ratio | 5.96 | 0.84 |
| Martin Ratio | 25.55 | 5.44 |
| Ulcer Index | 20.96% | 12.98% |
| Daily Std Dev | 99.05% | 43.53% |
| Max Drawdown | -99.86% | -93.07% |
| Current Drawdown | -32.08% | -14.56% |
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 236.58% return, which is significantly higher than BTC-USD's 47.75% return. Over the past 10 years, MSTR has underperformed BTC-USD with an annualized return of 30.84%, while BTC-USD has yielded a comparatively higher 65.67% 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 24.62% compared to Bitcoin (BTC-USD) at 10.97%. 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.