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MSTZ vs. MSTR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MSTZ vs. MSTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T-REX 2X Inverse MSTR Daily Target ETF (MSTZ) 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, MSTZ achieves a -35.10% return, which is significantly lower than MSTR's -27.96% return.


MSTZ

1D
5.10%
1M
83.66%
YTD
-35.10%
6M
-24.64%
1Y
119.74%
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)

MSTZ vs. MSTR - Yearly Performance Comparison


2026 (YTD)20252024
MSTZ
T-REX 2X Inverse MSTR Daily Target ETF
-35.10%-38.95%-94.43%
MSTR
Strategy Inc
-27.96%-47.53%120.63%

Correlation

The correlation between MSTZ and MSTR is -1.00, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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 MSTZ 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

MSTZ vs. MSTR — Risk / Return Rank

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

MSTZ
MSTZ Risk / Return Rank: 3030
Overall Rank
MSTZ Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
MSTZ Sortino Ratio Rank: 3737
Sortino Ratio Rank
MSTZ Omega Ratio Rank: 3737
Omega Ratio Rank
MSTZ Calmar Ratio Rank: 2929
Calmar Ratio Rank
MSTZ Martin Ratio Rank: 2323
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.

MSTZ vs. MSTR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T-REX 2X Inverse MSTR Daily Target ETF (MSTZ) 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.


MSTZMSTRDifference
Sharpe ratioReturn per unit of total volatility

+1.82

Sortino ratioReturn per unit of downside risk

+3.75

Omega ratioGain probability vs. loss probability

1.24

0.80

+0.43

Calmar ratioReturn relative to maximum drawdown

1.42

-0.92

+2.34

Martin ratioReturn relative to average drawdown

2.81

-1.30

+4.12

MSTZ vs. MSTR - Sharpe Ratio Comparison

The current MSTZ Sharpe Ratio is 0.84, which is higher than the MSTR Sharpe Ratio of -0.98. The chart below compares the historical Sharpe Ratios of MSTZ 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

MSTZ vs. MSTR - Drawdown Comparison

The maximum MSTZ drawdown since its inception was -99.38%, roughly equal to the maximum MSTR drawdown of -99.86%. Use the drawdown chart below to compare losses from any high point for MSTZ and MSTR.


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Drawdown Indicators


MSTZMSTRDifference

Max Drawdown

Largest peak-to-trough decline

-99.38%

-99.86%

+0.48%

Max Drawdown (1Y)

Largest decline over 1 year

-84.89%

-76.53%

-8.36%

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

-97.79%

-76.90%

-20.89%

Average Drawdown

Average peak-to-trough decline

-94.44%

-86.45%

-7.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

42.73%

54.03%

-11.30%

Volatility

MSTZ vs. MSTR - Volatility Comparison

T-REX 2X Inverse MSTR Daily Target ETF (MSTZ) has a higher volatility of 41.90% compared to Strategy Inc (MSTR) at 21.83%. This indicates that MSTZ'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


MSTZMSTRDifference

Volatility (1M)

Calculated over the trailing 1-month period

41.90%

21.83%

+20.07%

Volatility (6M)

Calculated over the trailing 6-month period

127.30%

57.40%

+69.90%

Volatility (1Y)

Calculated over the trailing 1-year period

143.69%

72.01%

+71.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

169.83%

90.54%

+79.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

169.83%

73.91%

+95.92%

Dividends

MSTZ vs. MSTR - Dividend Comparison

Neither MSTZ nor MSTR has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


MSTZ and MSTR have a correlation of -1.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MSTZ has higher volatility (41.90%) compared to MSTR (21.83%). In terms of maximum drawdown, MSTZ dropped -99.38% vs MSTR's -99.86%.

MSTZ currently has the higher Sharpe Ratio (0.84 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 MSTZ and MSTR

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