SHV vs. MSTR
SHV (iShares 0-1 Year Treasury Bond ETF) is Government Bonds fund tracking the ICE Short US Treasury Securities Index, while MSTR (Strategy Inc) is a stock. Over the past 10 years, SHV returned 2.23%/yr vs 20.92%/yr for MSTR. At a correlation of -0.05, they often move in opposite directions.
Performance
SHV vs. MSTR - Performance Comparison
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Returns By Period
In the year-to-date period, SHV achieves a 1.53% return, which is significantly higher than MSTR's -18.41% return. Over the past 10 years, SHV has underperformed MSTR with an annualized return of 2.23%, while MSTR has yielded a comparatively higher 20.92% annualized return.
SHV
- 1D
- 0.03%
- 1M
- 0.26%
- YTD
- 1.53%
- 6M
- 1.73%
- 1Y
- 3.86%
- 3Y*
- 4.63%
- 5Y*
- 3.34%
- 10Y*
- 2.23%
MSTR
- 1D
- 3.18%
- 1M
- -30.13%
- YTD
- -18.41%
- 6M
- -29.74%
- 1Y
- -67.62%
- 3Y*
- 63.46%
- 5Y*
- 19.14%
- 10Y*
- 20.92%
SHV vs. MSTR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SHV iShares 0-1 Year Treasury Bond ETF | 1.53% | 4.21% | 5.12% | 5.04% | 0.94% | -0.10% | 0.81% | 2.36% | 1.72% | 0.67% |
MSTR Strategy Inc | -18.41% | -47.53% | 358.54% | 346.15% | -74.00% | 40.13% | 172.42% | 11.65% | -2.70% | -33.49% |
Correlation
The correlation between SHV and MSTR is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.02 |
Correlation (All Time) Calculated using the full available price history since Jan 11, 2007 | -0.05 |
The correlation between SHV and MSTR shifts across timeframes, from -0.05 (all time) to 0.06 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SHV vs. MSTR — Risk / Return Rank
SHV
MSTR
SHV vs. MSTR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares 0-1 Year Treasury Bond ETF (SHV) 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.
| SHV | MSTR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +20.44 | ||
| Sortino ratioReturn per unit of downside risk | +151.25 | ||
| Omega ratioGain probability vs. loss probability | 53.77 | 0.82 | +52.95 |
| Calmar ratioReturn relative to maximum drawdown | 431.38 | -0.88 | +432.26 |
| Martin ratioReturn relative to average drawdown | 2,419.80 | -1.27 | +2,421.07 |
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Drawdowns
SHV vs. MSTR - Drawdown Comparison
The maximum SHV drawdown since its inception was -0.45%, smaller than the maximum MSTR drawdown of -99.86%. Use the drawdown chart below to compare losses from any high point for SHV and MSTR.
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Drawdown Indicators
| SHV | MSTR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.45% | -99.86% | +99.41% |
Max Drawdown (1Y)Largest decline over 1 year | -0.01% | -76.53% | +76.52% |
Max Drawdown (3Y)Largest decline over 3 years | -0.03% | -77.42% | +77.39% |
Max Drawdown (5Y)Largest decline over 5 years | -0.39% | -84.11% | +83.72% |
Max Drawdown (10Y)Largest decline over 10 years | -0.45% | -89.27% | +88.82% |
Current DrawdownCurrent decline from peak | 0.00% | -73.84% | +73.84% |
Average DrawdownAverage peak-to-trough decline | -0.03% | -86.45% | +86.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.00% | 53.01% | -53.01% |
Volatility
SHV vs. MSTR - Volatility Comparison
The current volatility for iShares 0-1 Year Treasury Bond ETF (SHV) is 0.04%, while Strategy Inc (MSTR) has a volatility of 21.60%. This indicates that SHV 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.
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Volatility by Period
| SHV | MSTR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.04% | 21.60% | -21.56% |
Volatility (6M)Calculated over the trailing 6-month period | 0.12% | 57.34% | -57.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.20% | 71.15% | -70.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.29% | 90.79% | -90.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.28% | 73.80% | -73.52% |
Dividends
SHV vs. MSTR - Dividend Comparison
SHV's dividend yield for the trailing twelve months is around 3.83%, while MSTR has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSTR Strategy Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SHV iShares 0-1 Year Treasury Bond ETF | 3.83% | 4.09% | 5.02% | 4.73% | 1.39% | 0.00% | 0.74% | 2.19% | 1.66% | 0.72% | 0.34% | 0.03% |
Frequently Asked Questions
SHV and MSTR have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSTR has higher volatility (21.60%) compared to SHV (0.04%). In terms of maximum drawdown, SHV dropped -0.45% vs MSTR's -99.86%.
SHV currently has the higher Sharpe Ratio (19.49 vs -0.95), 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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