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MSTU vs. MSTR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MSTU vs. MSTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T-Rex 2X Long MSTR Daily Target ETF (MSTU) and Strategy Inc (MSTR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MSTU achieves a -67.51% return, which is significantly lower than MSTR's -27.96% return.


MSTU

1D
-5.59%
1M
-56.73%
YTD
-67.51%
6M
-72.64%
1Y
-96.32%
3Y*
5Y*
10Y*

MSTR

1D
-2.73%
1M
-31.54%
YTD
-27.96%
6M
-33.39%
1Y
-70.39%
3Y*
49.27%
5Y*
14.63%
10Y*
20.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MSTU vs. MSTR - Yearly Performance Comparison


2026 (YTD)20252024
MSTU
T-Rex 2X Long MSTR Daily Target ETF
-67.51%-89.07%205.47%
MSTR
Strategy Inc
-27.96%-47.53%120.63%

Correlation

The correlation between MSTU and MSTR is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

1.00

Correlation (All Time)
Calculated using the full available price history since Sep 18, 2024

1.00

The correlation between MSTU and MSTR has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.

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Return for Risk

MSTU vs. MSTR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MSTU
MSTU Risk / Return Rank: 22
Overall Rank
MSTU Sharpe Ratio Rank: 44
Sharpe Ratio Rank
MSTU Sortino Ratio Rank: 00
Sortino Ratio Rank
MSTU Omega Ratio Rank: 00
Omega Ratio Rank
MSTU Calmar Ratio Rank: 00
Calmar Ratio Rank
MSTU Martin Ratio Rank: 33
Martin Ratio Rank

MSTR
MSTR Risk / Return Rank: 66
Overall Rank
MSTR Sharpe Ratio Rank: 55
Sharpe Ratio Rank
MSTR Sortino Ratio Rank: 33
Sortino Ratio Rank
MSTR Omega Ratio Rank: 66
Omega Ratio Rank
MSTR Calmar Ratio Rank: 66
Calmar Ratio Rank
MSTR Martin Ratio Rank: 1111
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MSTU vs. MSTR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T-Rex 2X Long MSTR Daily Target ETF (MSTU) and Strategy Inc (MSTR). 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.


MSTUMSTRDifference
Sharpe ratioReturn per unit of total volatility

+0.30

Sortino ratioReturn per unit of downside risk

-0.36

Omega ratioGain probability vs. loss probability

0.77

0.80

-0.04

Calmar ratioReturn relative to maximum drawdown

-0.99

-0.92

-0.07

Martin ratioReturn relative to average drawdown

-1.23

-1.30

+0.07

MSTU vs. MSTR - Sharpe Ratio Comparison

The current MSTU Sharpe Ratio is -0.68, which is higher than the MSTR Sharpe Ratio of -0.98. The chart below compares the historical Sharpe Ratios of MSTU and MSTR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MSTU vs. MSTR - Drawdown Comparison

The maximum MSTU drawdown since its inception was -98.95%, roughly equal to the maximum MSTR drawdown of -99.86%. Use the drawdown chart below to compare losses from any high point for MSTU and MSTR.


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Drawdown Indicators


MSTUMSTRDifference

Max Drawdown

Largest peak-to-trough decline

-98.95%

-99.86%

+0.91%

Max Drawdown (1Y)

Largest decline over 1 year

-97.47%

-76.53%

-20.94%

Max Drawdown (3Y)

Largest decline over 3 years

-77.42%

Max Drawdown (5Y)

Largest decline over 5 years

-84.11%

Max Drawdown (10Y)

Largest decline over 10 years

-89.27%

Current Drawdown

Current decline from peak

-98.95%

-76.90%

-22.05%

Average Drawdown

Average peak-to-trough decline

-72.51%

-86.45%

+13.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

78.06%

54.03%

+24.03%

Volatility

MSTU vs. MSTR - Volatility Comparison

T-Rex 2X Long MSTR Daily Target ETF (MSTU) has a higher volatility of 43.88% compared to Strategy Inc (MSTR) at 21.83%. This indicates that MSTU's price experiences larger fluctuations and is considered to be riskier than MSTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MSTUMSTRDifference

Volatility (1M)

Calculated over the trailing 1-month period

43.88%

21.83%

+22.05%

Volatility (6M)

Calculated over the trailing 6-month period

113.60%

57.40%

+56.20%

Volatility (1Y)

Calculated over the trailing 1-year period

141.98%

72.01%

+69.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

168.54%

90.54%

+78.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

168.54%

73.91%

+94.63%

Dividends

MSTU vs. MSTR - Dividend Comparison

Neither MSTU nor MSTR has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 1.00, MSTU and MSTR move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

MSTU has higher volatility (43.88%) compared to MSTR (21.83%). In terms of maximum drawdown, MSTU dropped -98.95% vs MSTR's -99.86%.

MSTU currently has the higher Sharpe Ratio (-0.68 vs -0.98), 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.

Portfolio Optimizer

Find the right allocation for MSTU and MSTR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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