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STRC vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

STRC vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strategy Inc Variable Rate Series A Perpetual Stretch Preferred Stock (STRC) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, STRC achieves a -1.42% return, which is significantly higher than BTC-USD's -27.75% return.


STRC

1D
0.52%
1M
2.97%
6M
-2.51%
YTD
-1.42%
1Y
8.05%
3Y*
5Y*
10Y*
ALL TIME*
8.50%

BTC-USD

1D
0.72%
1M
1.12%
6M
-17.79%
YTD
-27.75%
1Y
-43.83%
3Y*
29.40%
5Y*
10.61%
10Y*
59.66%
ALL TIME*
87.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

BTC-USD

Bitcoin
$1569.44T$1598.63T$2087.37T
$103.85M$114.18M$295.45M

STRC vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)2025
STRC
Strategy Inc Variable Rate Series A Perpetual Stretch Preferred Stock
-1.42%10.08%
BTC-USD
Bitcoin
-27.75%-25.81%

Correlation

The correlation between STRC and BTC-USD is 0.38, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.38

Correlation (All Time)
Calculated using the full available price history since Jul 30, 2025

0.38

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Return for Risk

STRC vs. BTC-USD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

STRC
STRC Risk / Return Rank: 5757
Overall Rank
STRC Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
STRC Sortino Ratio Rank: 5151
Sortino Ratio Rank
STRC Omega Ratio Rank: 5959
Omega Ratio Rank
STRC Calmar Ratio Rank: 5353
Calmar Ratio Rank
STRC Martin Ratio Rank: 6363
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 3636
Overall Rank
BTC-USD Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 4040
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 4040
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 5858
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 3131
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

STRC vs. BTC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strategy Inc Variable Rate Series A Perpetual Stretch Preferred Stock (STRC) and Bitcoin (BTC-USD). 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.


STRCBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+1.36

Sortino ratioReturn per unit of downside risk

+2.16

Omega ratioGain probability vs. loss probability

1.13

0.85

+0.28

Calmar ratioReturn relative to maximum drawdown

0.33

-0.83

+1.15

Martin ratioReturn relative to average drawdown

1.81

-1.27

+3.08

STRC vs. BTC-USD - Sharpe Ratio Comparison

The current STRC Sharpe Ratio is 0.35, which is higher than the BTC-USD Sharpe Ratio of -1.02. The chart below compares the historical Sharpe Ratios of STRC and BTC-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

STRC vs. BTC-USD - Drawdown Comparison

The maximum STRC drawdown since its inception was -23.49%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for STRC and BTC-USD.


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Drawdown Indicators


STRCBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-23.49%

-85.30%

+61.81%

Max Drawdown (1Y)

Largest decline over 1 year

-23.49%

-53.08%

+29.59%

Max Drawdown (3Y)

Largest decline over 3 years

-53.08%

Max Drawdown (5Y)

Largest decline over 5 years

-76.67%

Max Drawdown (10Y)

Largest decline over 10 years

-83.80%

Current Drawdown

Current decline from peak

-6.63%

-49.31%

+42.68%

Average Drawdown

Average peak-to-trough decline

-1.92%

-42.73%

+40.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.25%

24.94%

-20.69%

Volatility

STRC vs. BTC-USD - Volatility Comparison

The current volatility for Strategy Inc Variable Rate Series A Perpetual Stretch Preferred Stock (STRC) is 7.15%, while Bitcoin (BTC-USD) has a volatility of 8.45%. This indicates that STRC experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


STRCBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.15%

8.45%

-1.30%

Volatility (6M)

Calculated over the trailing 6-month period

20.47%

33.72%

-13.25%

Volatility (1Y)

Calculated over the trailing 1-year period

22.25%

35.86%

-13.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.22%

43.65%

-21.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.22%

56.22%

-34.00%

Frequently Asked Questions


STRC and BTC-USD have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BTC-USD has higher volatility (8.45%) compared to STRC (7.15%). In terms of maximum drawdown, STRC dropped -23.49% vs BTC-USD's -85.30%.

STRC currently has the higher Sharpe Ratio (0.35 vs -1.02), 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.

Portfolio Optimizer

Find the right allocation for STRC and BTC-USD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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