MSTR vs. DKS
MSTR (Strategy Inc) and DKS (DICK'S Sporting Goods, Inc.) are both stocks. MSTR operates in Software - Application (Technology), while DKS operates in Specialty Retail (Consumer Cyclical). Over the past 10 years, MSTR returned 20.92%/yr vs 21.90%/yr for DKS. At a 0.31 correlation, their price movements are largely independent.
Performance
MSTR vs. DKS - Performance Comparison
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Returns By Period
In the year-to-date period, MSTR achieves a -18.41% return, which is significantly lower than DKS's 12.99% return. Both investments have delivered pretty close results over the past 10 years, with MSTR having a 20.92% annualized return and DKS not far ahead at 21.90%.
MSTR
- 1D
- 3.18%
- 1M
- -30.37%
- YTD
- -18.41%
- 6M
- -29.74%
- 1Y
- -67.36%
- 3Y*
- 63.46%
- 5Y*
- 19.14%
- 10Y*
- 20.92%
DKS
- 1D
- -0.77%
- 1M
- 3.55%
- YTD
- 12.99%
- 6M
- 4.67%
- 1Y
- 23.45%
- 3Y*
- 21.00%
- 5Y*
- 20.82%
- 10Y*
- 21.90%
MSTR vs. DKS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MSTR Strategy Inc | -18.41% | -47.53% | 358.54% | 346.15% | -74.00% | 40.13% | 172.42% | 11.65% | -2.70% | -33.49% |
DKS DICK'S Sporting Goods, Inc. | 12.99% | -11.45% | 58.91% | 25.94% | 6.61% | 116.67% | 17.94% | 63.22% | 11.35% | -44.79% |
Correlation
The correlation between MSTR and DKS is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Oct 16, 2002 | 0.31 |
The correlation between MSTR and DKS shifts across timeframes, from 0.19 (1 year) to 0.31 (all time), reflecting how their relationship changes across market environments.
Fundamentals
MSTR:
$41.40B
DKS:
$19.98B
MSTR:
-$40.19
DKS:
$3.67K
MSTR:
77.72
DKS:
0.00
MSTR:
1.13
DKS:
0.00
MSTR:
$490.47M
DKS:
$5.18T
MSTR:
$334.08M
DKS:
$1.69T
MSTR:
$466.93M
DKS:
$451.62B
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Return for Risk
MSTR vs. DKS — Risk / Return Rank
MSTR
DKS
MSTR vs. DKS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Strategy Inc (MSTR) and DICK'S Sporting Goods, Inc. (DKS). 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 | DKS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.60 | ||
| Sortino ratioReturn per unit of downside risk | -2.92 | ||
| Omega ratioGain probability vs. loss probability | 0.82 | 1.13 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | -0.88 | 1.22 | -2.10 |
| Martin ratioReturn relative to average drawdown | -1.27 | 2.81 | -4.08 |
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Drawdowns
MSTR vs. DKS - Drawdown Comparison
The maximum MSTR drawdown since its inception was -99.86%, which is greater than DKS's maximum drawdown of -73.33%. Use the drawdown chart below to compare losses from any high point for MSTR and DKS.
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Drawdown Indicators
| MSTR | DKS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.86% | -73.33% | -26.53% |
Max Drawdown (1Y)Largest decline over 1 year | -76.53% | -19.37% | -57.16% |
Max Drawdown (3Y)Largest decline over 3 years | -77.42% | -32.73% | -44.69% |
Max Drawdown (5Y)Largest decline over 5 years | -84.11% | -48.79% | -35.32% |
Max Drawdown (10Y)Largest decline over 10 years | -89.27% | -70.82% | -18.45% |
Current DrawdownCurrent decline from peak | -73.84% | -8.44% | -65.40% |
Average DrawdownAverage peak-to-trough decline | -86.45% | -17.96% | -68.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 53.01% | 8.38% | +44.63% |
Volatility
MSTR vs. DKS - Volatility Comparison
Strategy Inc (MSTR) has a higher volatility of 21.60% compared to DICK'S Sporting Goods, Inc. (DKS) at 13.99%. This indicates that MSTR's price experiences larger fluctuations and is considered to be riskier than DKS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSTR | DKS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.60% | 13.99% | +7.61% |
Volatility (6M)Calculated over the trailing 6-month period | 57.34% | 24.66% | +32.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 71.15% | 35.97% | +35.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 90.79% | 43.53% | +47.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 73.80% | 45.34% | +28.46% |
Dividends
MSTR vs. DKS - Dividend Comparison
MSTR has not paid dividends to shareholders, while DKS's dividend yield for the trailing twelve months is around 2.78%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DKS DICK'S Sporting Goods, Inc. | 2.78% | 2.45% | 1.92% | 2.72% | 1.62% | 6.17% | 2.22% | 2.22% | 2.88% | 2.37% | 1.14% | 1.56% |
MSTR Strategy Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
MSTR vs. DKS - Financials Comparison
This section allows you to compare key financial metrics between Strategy Inc and DICK'S Sporting Goods, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
MSTR and DKS have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSTR has higher volatility (21.60%) compared to DKS (13.99%). In terms of maximum drawdown, MSTR dropped -99.86% vs DKS's -73.33%.
DKS currently has the higher Sharpe Ratio (0.65 vs -0.95), 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.
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