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MSTX vs. MSTR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MSTX and MSTR is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

MSTX vs. MSTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Defiance Daily Target 2X Long MSTR ETF (MSTX) and MicroStrategy Incorporated (MSTR). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%NovemberDecember2025FebruaryMarchApril
125.70%
165.55%
MSTX
MSTR

Key characteristics

Daily Std Dev

MSTX:

206.87%

MSTR:

102.96%

Max Drawdown

MSTX:

-86.61%

MSTR:

-99.86%

Current Drawdown

MSTX:

-73.25%

MSTR:

-26.06%

Returns By Period

In the year-to-date period, MSTX achieves a -4.92% return, which is significantly lower than MSTR's 20.97% return.


MSTX

YTD

-4.92%

1M

-9.64%

6M

-7.48%

1Y

N/A

5Y*

N/A

10Y*

N/A

MSTR

YTD

20.97%

1M

2.50%

6M

48.52%

1Y

176.80%

5Y*

95.01%

10Y*

35.15%

*Annualized

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Risk-Adjusted Performance

MSTX vs. MSTR — Risk-Adjusted Performance Rank

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

MSTX

MSTR
The Risk-Adjusted Performance Rank of MSTR is 9191
Overall Rank
The Sharpe Ratio Rank of MSTR is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of MSTR is 9191
Sortino Ratio Rank
The Omega Ratio Rank of MSTR is 8686
Omega Ratio Rank
The Calmar Ratio Rank of MSTR is 9595
Calmar Ratio Rank
The Martin Ratio Rank of MSTR is 9191
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MSTX vs. MSTR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance Daily Target 2X Long MSTR ETF (MSTX) and MicroStrategy Incorporated (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.



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Dividends

MSTX vs. MSTR - Dividend Comparison

MSTX's dividend yield for the trailing twelve months is around 43.13%, while MSTR has not paid dividends to shareholders.


Drawdowns

MSTX vs. MSTR - Drawdown Comparison

The maximum MSTX drawdown since its inception was -86.61%, smaller than the maximum MSTR drawdown of -99.86%. Use the drawdown chart below to compare losses from any high point for MSTX and MSTR. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-73.25%
-26.06%
MSTX
MSTR

Volatility

MSTX vs. MSTR - Volatility Comparison

Defiance Daily Target 2X Long MSTR ETF (MSTX) has a higher volatility of 71.15% compared to MicroStrategy Incorporated (MSTR) at 36.48%. This indicates that MSTX'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.


20.00%40.00%60.00%80.00%NovemberDecember2025FebruaryMarchApril
71.15%
36.48%
MSTX
MSTR