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

Performance

STCE vs. MSTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Crypto Thematic ETF (STCE) and MicroStrategy Incorporated (MSTR). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%200.00%JuneJulyAugustSeptemberOctoberNovember
39.74%
150.40%
STCE
MSTR

Returns By Period

In the year-to-date period, STCE achieves a 65.04% return, which is significantly lower than MSTR's 567.93% return.


STCE

YTD

65.04%

1M

34.41%

6M

39.74%

1Y

132.89%

5Y (annualized)

N/A

10Y (annualized)

N/A

MSTR

YTD

567.93%

1M

97.19%

6M

150.40%

1Y

730.67%

5Y (annualized)

94.70%

10Y (annualized)

37.87%

Key characteristics


STCEMSTR
Sharpe Ratio2.326.86
Sortino Ratio2.984.46
Omega Ratio1.331.54
Calmar Ratio4.378.53
Martin Ratio9.2934.69
Ulcer Index14.31%21.06%
Daily Std Dev57.22%106.58%
Max Drawdown-47.19%-99.86%
Current Drawdown-1.73%-10.96%

Compare stocks, funds, or ETFs

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


Correlation

-0.50.00.51.00.8

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.

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.


Sharpe ratio
The chart of Sharpe ratio for STCE, currently valued at 2.32, compared to the broader market0.002.004.002.326.86
The chart of Sortino ratio for STCE, currently valued at 2.98, compared to the broader market-2.000.002.004.006.008.0010.0012.002.984.46
The chart of Omega ratio for STCE, currently valued at 1.33, compared to the broader market0.501.001.502.002.503.001.331.54
The chart of Calmar ratio for STCE, currently valued at 4.37, compared to the broader market0.005.0010.0015.0020.004.3715.74
The chart of Martin ratio for STCE, currently valued at 9.29, compared to the broader market0.0020.0040.0060.0080.00100.009.2934.69
STCE
MSTR

The current STCE Sharpe Ratio is 2.32, which is lower than the MSTR Sharpe Ratio of 6.86. The chart below compares the historical Sharpe Ratios of STCE 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 Ratio0.002.004.006.008.00JuneJulyAugustSeptemberOctoberNovember
2.32
6.86
STCE
MSTR

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.


TTM20232022
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.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.73%
-10.96%
STCE
MSTR

Volatility

STCE vs. MSTR - Volatility Comparison

The current volatility for Schwab Crypto Thematic ETF (STCE) is 25.66%, while MicroStrategy Incorporated (MSTR) has a volatility of 39.78%. 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.


10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
25.66%
39.78%
STCE
MSTR