RGTIW vs. MSTU
RGTIW (Rigetti Computing Inc. Warrants) is a stock, while MSTU (T-Rex 2X Long MSTR Daily Target ETF) is Leveraged Equities fund actively managed by T-Rex. Over the past year, RGTIW returned 112.18% vs -98.02% for MSTU. At a 0.40 correlation, their price movements are largely independent.
Performance
RGTIW vs. MSTU - Performance Comparison
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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*
- —
RGTIW vs. MSTU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
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
RGTIW
MSTU
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.
| RGTIW | MSTU | Difference | |
|---|---|---|---|
| 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 |
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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
| RGTIW | MSTU | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -81.36% | -99.38% | +18.02% |
Average DrawdownAverage peak-to-trough decline | -70.08% | -72.69% | +2.61% |
Ulcer IndexDepth 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
| RGTIW | MSTU | Difference | |
|---|---|---|---|
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.
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.
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