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 | 99.08% | 47.49% |
| 1Y Return | 326.73% | 125.08% |
| 3Y Return (Ann) | 26.63% | 1.94% |
| 5Y Return (Ann) | 55.70% | 58.75% |
| 10Y Return (Ann) | 26.39% | 63.58% |
| Sharpe Ratio | 3.17 | 4.39 |
| Daily Std Dev | 89.88% | 39.00% |
| Max Drawdown | -99.86% | -93.07% |
| Current Drawdown | -59.83% | -14.71% |
Correlation
The correlation between MSTR and BTC-USD is 0.17, 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 99.08% return, which is significantly higher than BTC-USD's 47.49% return. Over the past 10 years, MSTR has underperformed BTC-USD with an annualized return of 26.39%, while BTC-USD has yielded a comparatively higher 63.58% 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 33.23% compared to Bitcoin (BTC-USD) at 15.57%. 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.