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

Performance

STRD vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MicroStrategy Incorporated (STRD) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


STRD

1D
-1.32%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

BTC-USD

1D
0.85%
1M
-14.42%
YTD
-23.17%
6M
-26.37%
1Y
-36.52%
3Y*
35.33%
5Y*
12.77%
10Y*
60.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

STRD vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)
STRD
MicroStrategy Incorporated
-3.67%
BTC-USD
Bitcoin
-8.55%

Correlation

The correlation between STRD and BTC-USD is 0.03, 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 (All Time)
Calculated using the full available price history since May 29, 2026

0.03

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Return for Risk

STRD vs. BTC-USD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

STRD

BTC-USD
BTC-USD Risk / Return Rank: 3434
Overall Rank
BTC-USD Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3636
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3535
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 5656
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 1717
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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

This table presents a comparison of risk-adjusted performance metrics for MicroStrategy Incorporated (STRD) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

STRD vs. BTC-USD - Sharpe Ratio Comparison


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Sharpe Ratios by Period


STRDBTC-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.89

Sharpe Ratio (All Time)

Calculated using the full available price history

-3.27

1.14

-4.41

Drawdowns

STRD vs. BTC-USD - Drawdown Comparison

The maximum STRD drawdown since its inception was -3.67%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for STRD and BTC-USD.


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Drawdown Indicators


STRDBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-3.67%

-85.30%

+81.63%

Max Drawdown (1Y)

Largest decline over 1 year

-49.65%

Max Drawdown (3Y)

Largest decline over 3 years

-49.65%

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

-3.67%

-46.10%

+42.43%

Average Drawdown

Average peak-to-trough decline

-3.16%

-42.27%

+39.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

33.71%

Volatility

STRD vs. BTC-USD - Volatility Comparison


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Volatility by Period


STRDBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.90%

Volatility (6M)

Calculated over the trailing 6-month period

33.98%

Volatility (1Y)

Calculated over the trailing 1-year period

35.85%

35.37%

+0.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.85%

45.01%

-9.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.85%

56.68%

-20.83%

Frequently Asked Questions


STRD and BTC-USD have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for STRD 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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