STRD vs. ^GSPC
STRD (MicroStrategy Incorporated) is a stock, while ^GSPC (S&P 500 Index) is an index. At a 0.36 correlation, their price movements are largely independent.
Performance
STRD vs. ^GSPC - Performance Comparison
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Returns By Period
STRD
- 1D
- -4.57%
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
^GSPC
- 1D
- 1.65%
- 1M
- 1.97%
- YTD
- 10.35%
- 6M
- 10.82%
- 1Y
- 26.39%
- 3Y*
- 19.66%
- 5Y*
- 12.33%
- 10Y*
- 13.81%
STRD vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
STRD MicroStrategy Incorporated | -6.53% |
^GSPC S&P 500 Index | 0.45% |
Correlation
The correlation between STRD and ^GSPC is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since May 28, 2026 | 0.36 |
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Return for Risk
STRD vs. ^GSPC — Risk / Return Rank
STRD
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
^GSPC
STRD vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MicroStrategy Incorporated (STRD) and S&P 500 Index (^GSPC). 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.
| STRD | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.39 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.91 | — |
| Martin ratioReturn relative to average drawdown | — | 13.08 | — |
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Drawdowns
STRD vs. ^GSPC - Drawdown Comparison
The maximum STRD drawdown since its inception was -7.26%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for STRD and ^GSPC.
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Drawdown Indicators
| STRD | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.26% | -56.78% | +49.52% |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.10% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -6.53% | -0.73% | -5.80% |
Average DrawdownAverage peak-to-trough decline | -4.51% | -10.72% | +6.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.02% | — |
Volatility
STRD vs. ^GSPC - Volatility Comparison
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Volatility by Period
| STRD | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.67% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 9.83% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 37.84% | 12.44% | +25.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.84% | 16.99% | +20.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.84% | 18.11% | +19.73% |
Frequently Asked Questions
STRD and ^GSPC have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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