PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
RIOT vs. MSTR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between RIOT and MSTR is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

RIOT vs. MSTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Riot Blockchain, Inc. (RIOT) and MicroStrategy Incorporated (MSTR). The values are adjusted to include any dividend payments, if applicable.

0.00%10,000.00%20,000.00%30,000.00%JulyAugustSeptemberOctoberNovemberDecember
-98.62%
23,472.82%
RIOT
MSTR

Key characteristics

Sharpe Ratio

RIOT:

-0.31

MSTR:

4.88

Sortino Ratio

RIOT:

0.14

MSTR:

3.88

Omega Ratio

RIOT:

1.02

MSTR:

1.45

Calmar Ratio

RIOT:

-0.30

MSTR:

6.25

Martin Ratio

RIOT:

-0.67

MSTR:

24.62

Ulcer Index

RIOT:

44.17%

MSTR:

21.73%

Daily Std Dev

RIOT:

95.18%

MSTR:

109.75%

Max Drawdown

RIOT:

-99.98%

MSTR:

-99.86%

Current Drawdown

RIOT:

-99.64%

MSTR:

-23.14%

Fundamentals

Market Cap

RIOT:

$4.64B

MSTR:

$94.11B

EPS

RIOT:

$0.15

MSTR:

-$2.47

Total Revenue (TTM)

RIOT:

$312.91M

MSTR:

$467.24M

Gross Profit (TTM)

RIOT:

-$21.56M

MSTR:

$343.72M

EBITDA (TTM)

RIOT:

$136.23M

MSTR:

-$880.64M

Returns By Period

In the year-to-date period, RIOT achieves a -25.34% return, which is significantly lower than MSTR's 476.61% return. Over the past 10 years, RIOT has underperformed MSTR with an annualized return of -0.25%, while MSTR has yielded a comparatively higher 36.42% annualized return.


RIOT

YTD

-25.34%

1M

-4.94%

6M

20.94%

1Y

-31.04%

5Y*

54.19%

10Y*

-0.25%

MSTR

YTD

476.61%

1M

-23.14%

6M

145.46%

1Y

525.83%

5Y*

90.69%

10Y*

36.42%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

RIOT vs. MSTR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Riot Blockchain, Inc. (RIOT) 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.


Sharpe ratio
The chart of Sharpe ratio for RIOT, currently valued at -0.31, compared to the broader market-4.00-2.000.002.00-0.314.88
The chart of Sortino ratio for RIOT, currently valued at 0.14, compared to the broader market-4.00-2.000.002.004.000.143.88
The chart of Omega ratio for RIOT, currently valued at 1.02, compared to the broader market0.501.001.502.001.021.45
The chart of Calmar ratio for RIOT, currently valued at -0.30, compared to the broader market0.002.004.006.00-0.308.28
The chart of Martin ratio for RIOT, currently valued at -0.67, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.6724.62
RIOT
MSTR

The current RIOT Sharpe Ratio is -0.31, which is lower than the MSTR Sharpe Ratio of 4.88. The chart below compares the historical Sharpe Ratios of RIOT and MSTR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.002.004.006.008.00JulyAugustSeptemberOctoberNovemberDecember
-0.31
4.88
RIOT
MSTR

Dividends

RIOT vs. MSTR - Dividend Comparison

Neither RIOT nor MSTR has paid dividends to shareholders.


TTM2023202220212020201920182017
RIOT
Riot Blockchain, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%3.52%
MSTR
MicroStrategy Incorporated
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

RIOT vs. MSTR - Drawdown Comparison

The maximum RIOT drawdown since its inception was -99.98%, roughly equal to the maximum MSTR drawdown of -99.86%. Use the drawdown chart below to compare losses from any high point for RIOT and MSTR. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-99.64%
-23.14%
RIOT
MSTR

Volatility

RIOT vs. MSTR - Volatility Comparison

The current volatility for Riot Blockchain, Inc. (RIOT) is 31.79%, while MicroStrategy Incorporated (MSTR) has a volatility of 35.30%. This indicates that RIOT experiences smaller price fluctuations and is considered to be less risky than MSTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%35.00%40.00%45.00%JulyAugustSeptemberOctoberNovemberDecember
31.79%
35.30%
RIOT
MSTR

Financials

RIOT vs. MSTR - Financials Comparison

This section allows you to compare key financial metrics between Riot Blockchain, Inc. and MicroStrategy Incorporated. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab