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RGTIW vs. MSTU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RGTIW vs. MSTU - Performance Comparison

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

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Returns By Period

In the year-to-date period, RGTIW achieves a -24.74% return, which is significantly higher than MSTU's -80.75% return.


RGTIW

1D
-8.03%
1M
-39.86%
YTD
-24.74%
6M
-37.14%
1Y
112.18%
3Y*
301.67%
5Y*
49.01%
10Y*

MSTU

1D
-18.78%
1M
-74.32%
YTD
-80.75%
6M
-82.51%
1Y
-98.02%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RGTIW vs. MSTU - Yearly Performance Comparison


2026 (YTD)20252024
RGTIW
Rigetti Computing Inc. Warrants
-24.74%75.21%6,073.32%
MSTU
T-Rex 2X Long MSTR Daily Target ETF
-80.75%-89.07%205.47%

Correlation

The correlation between RGTIW and MSTU is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.48

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

0.40

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Return for Risk

RGTIW vs. MSTU — Risk / Return Rank

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

RGTIW
RGTIW Risk / Return Rank: 7070
Overall Rank
RGTIW Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
RGTIW Sortino Ratio Rank: 8181
Sortino Ratio Rank
RGTIW Omega Ratio Rank: 7575
Omega Ratio Rank
RGTIW Calmar Ratio Rank: 6868
Calmar Ratio Rank
RGTIW Martin Ratio Rank: 6161
Martin Ratio Rank

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: 44
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.

RGTIW vs. MSTU - Risk-Adjusted Trends Comparison

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


RGTIWMSTUDifference
Sharpe ratioReturn per unit of total volatility

+1.33

Sortino ratioReturn per unit of downside risk

+4.91

Omega ratioGain probability vs. loss probability

1.25

0.72

+0.52

Calmar ratioReturn relative to maximum drawdown

1.26

-1.00

+2.25

Martin ratioReturn relative to average drawdown

1.81

-1.24

+3.05

RGTIW vs. MSTU - Sharpe Ratio Comparison

The current RGTIW Sharpe Ratio is 0.65, which is higher than the MSTU Sharpe Ratio of -0.68. The chart below compares the historical Sharpe Ratios of RGTIW and MSTU, 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

RGTIW vs. MSTU - Drawdown Comparison

The maximum RGTIW drawdown since its inception was -98.81%, roughly equal to the maximum MSTU drawdown of -99.38%. Use the drawdown chart below to compare losses from any high point for RGTIW and MSTU.


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Drawdown Indicators


RGTIWMSTUDifference

Max Drawdown

Largest peak-to-trough decline

-98.81%

-99.38%

+0.57%

Max Drawdown (1Y)

Largest decline over 1 year

-89.67%

-98.50%

+8.83%

Max Drawdown (3Y)

Largest decline over 3 years

-89.67%

Max Drawdown (5Y)

Largest decline over 5 years

-98.81%

Current Drawdown

Current decline from peak

-81.36%

-99.38%

+18.02%

Average Drawdown

Average peak-to-trough decline

-70.08%

-72.69%

+2.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

62.18%

78.79%

-16.61%

Volatility

RGTIW vs. MSTU - Volatility Comparison

Rigetti Computing Inc. Warrants (RGTIW) has a higher volatility of 51.93% compared to T-Rex 2X Long MSTR Daily Target ETF (MSTU) at 48.95%. This indicates that RGTIW's price experiences larger fluctuations and is considered to be riskier than MSTU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RGTIWMSTUDifference

Volatility (1M)

Calculated over the trailing 1-month period

51.93%

48.95%

+2.98%

Volatility (6M)

Calculated over the trailing 6-month period

117.82%

116.99%

+0.83%

Volatility (1Y)

Calculated over the trailing 1-year period

174.89%

144.06%

+30.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

198.70%

169.33%

+29.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

195.97%

169.33%

+26.64%

Dividends

RGTIW vs. MSTU - Dividend Comparison

Neither RGTIW nor MSTU has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


RGTIW and MSTU have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RGTIW has higher volatility (51.93%) compared to MSTU (48.95%). In terms of maximum drawdown, RGTIW dropped -98.81% vs MSTU's -99.38%.

RGTIW currently has the higher Sharpe Ratio (0.65 vs -0.68), 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 RGTIW and MSTU

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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