MSTR vs. TLT
Compare and contrast key facts about MicroStrategy Incorporated (MSTR) and iShares 20+ Year Treasury Bond ETF (TLT).
TLT is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. 20+ Year Treasury Bond Index. It was launched on Jul 26, 2002.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MSTR or TLT.
Key characteristics
| MSTR | TLT | |
|---|---|---|
| YTD Return | 127.98% | -5.71% |
| 1Y Return | 395.57% | -6.90% |
| 3Y Return (Ann) | 43.37% | -10.00% |
| 5Y Return (Ann) | 60.23% | -3.91% |
| 10Y Return (Ann) | 26.40% | 0.42% |
| Sharpe Ratio | 4.73 | -0.43 |
| Daily Std Dev | 90.24% | 16.62% |
| Max Drawdown | -99.86% | -48.35% |
| Current Drawdown | -53.99% | -41.25% |
Correlation
The correlation between MSTR and TLT is -0.16. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
MSTR vs. TLT - Performance Comparison
In the year-to-date period, MSTR achieves a 127.98% return, which is significantly higher than TLT's -5.71% return. Over the past 10 years, MSTR has outperformed TLT with an annualized return of 26.40%, while TLT has yielded a comparatively lower 0.42% 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. TLT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MicroStrategy Incorporated (MSTR) and iShares 20+ Year Treasury Bond ETF (TLT). 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.
Dividends
MSTR vs. TLT - Dividend Comparison
MSTR has not paid dividends to shareholders, while TLT's dividend yield for the trailing twelve months is around 3.81%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSTR MicroStrategy Incorporated | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TLT iShares 20+ Year Treasury Bond ETF | 3.81% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% | 3.26% |
Drawdowns
MSTR vs. TLT - Drawdown Comparison
The maximum MSTR drawdown since its inception was -99.86%, which is greater than TLT's maximum drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for MSTR and TLT. For additional features, visit the drawdowns tool.
Volatility
MSTR vs. TLT - Volatility Comparison
MicroStrategy Incorporated (MSTR) has a higher volatility of 33.64% compared to iShares 20+ Year Treasury Bond ETF (TLT) at 2.90%. This indicates that MSTR's price experiences larger fluctuations and is considered to be riskier than TLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.