STCE vs. MSTR
Compare and contrast key facts about Schwab Crypto Thematic ETF (STCE) and MicroStrategy Incorporated (MSTR).
STCE is a passively managed fund by Schwab Funds that tracks the performance of the Schwab Crypto Thematic Index. It was launched on Aug 4, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: STCE or MSTR.
Key characteristics
| STCE | MSTR | |
|---|---|---|
| YTD Return | 67.94% | 464.56% |
| 1Y Return | 153.43% | 606.29% |
| Sharpe Ratio | 2.66 | 5.80 |
| Sortino Ratio | 3.28 | 4.29 |
| Omega Ratio | 1.37 | 1.51 |
| Calmar Ratio | 4.93 | 7.01 |
| Martin Ratio | 10.52 | 28.56 |
| Ulcer Index | 14.27% | 21.02% |
| Daily Std Dev | 56.41% | 103.52% |
| Max Drawdown | -47.19% | -99.86% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between STCE and MSTR is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
STCE vs. MSTR - Performance Comparison
In the year-to-date period, STCE achieves a 67.94% return, which is significantly lower than MSTR's 464.56% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
STCE vs. MSTR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Crypto Thematic ETF (STCE) 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.
Dividends
STCE vs. MSTR - Dividend Comparison
STCE's dividend yield for the trailing twelve months is around 0.21%, while MSTR has not paid dividends to shareholders.
| TTM | 2023 | 2022 | |
|---|---|---|---|
STCE Schwab Crypto Thematic ETF | 0.21% | 0.31% | 1.46% |
MSTR MicroStrategy Incorporated | 0.00% | 0.00% | 0.00% |
Drawdowns
STCE vs. MSTR - Drawdown Comparison
The maximum STCE drawdown since its inception was -47.19%, smaller than the maximum MSTR drawdown of -99.86%. Use the drawdown chart below to compare losses from any high point for STCE and MSTR. For additional features, visit the drawdowns tool.
Volatility
STCE vs. MSTR - Volatility Comparison
The current volatility for Schwab Crypto Thematic ETF (STCE) is 23.67%, while MicroStrategy Incorporated (MSTR) has a volatility of 31.69%. This indicates that STCE 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.