STRF vs. JAAA
STRF (Strategy 10.00% Series A Perpetual Strife Preferred Stock) is a stock, while JAAA (Janus Henderson AAA CLO ETF) is CLO fund actively managed by Janus Henderson. Over the past year, STRF returned -7.52% vs 4.91% for JAAA. Their 0.14 correlation means their historical movements had little consistent relationship.
Performance
STRF vs. JAAA - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with STRF having a 2.69% return and JAAA slightly lower at 2.62%.
STRF
- 1D
- 1.21%
- 1M
- 0.35%
- 6M
- 5.89%
- YTD
- 2.69%
- 1Y
- -7.52%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 12.68%
JAAA
- 1D
- 0.02%
- 1M
- 0.32%
- 6M
- 2.03%
- YTD
- 2.62%
- 1Y
- 4.91%
- 3Y*
- 6.18%
- 5Y*
- 4.89%
- 10Y*
- —
- ALL TIME*
- 4.53%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $270.67M | $249.72M | $261.40M | |
| $9.03M | $8.06M | $13.69M |
STRF vs. JAAA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
STRF Strategy 10.00% Series A Perpetual Strife Preferred Stock | 2.69% | 14.48% |
JAAA Janus Henderson AAA CLO ETF | 2.62% | 4.59% |
Correlation
The correlation between STRF and JAAA is 0.12, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.12 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 2025 | 0.14 |
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Return for Risk
STRF vs. JAAA — Risk / Return Rank
STRF
JAAA
STRF vs. JAAA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Strategy 10.00% Series A Perpetual Strife Preferred Stock (STRF) and Janus Henderson AAA CLO ETF (JAAA). 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.
| STRF | JAAA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -6.54 | ||
| Sortino ratioReturn per unit of downside risk | -10.56 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 2.86 | -1.90 |
| Calmar ratioReturn relative to maximum drawdown | -0.38 | 12.71 | -13.09 |
| Martin ratioReturn relative to average drawdown | -0.78 | 69.11 | -69.90 |
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Drawdowns
STRF vs. JAAA - Drawdown Comparison
The maximum STRF drawdown since its inception was -24.48%, which is greater than JAAA's maximum drawdown of -2.64%. Use the drawdown chart below to compare losses from any high point for STRF and JAAA.
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Drawdown Indicators
| STRF | JAAA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.48% | -2.64% | -21.84% |
Max Drawdown (1Y)Largest decline over 1 year | -19.82% | -0.39% | -19.43% |
Max Drawdown (3Y)Largest decline over 3 years | — | -1.46% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -2.64% | — |
Current DrawdownCurrent decline from peak | -14.15% | 0.00% | -14.15% |
Average DrawdownAverage peak-to-trough decline | -11.26% | -0.24% | -11.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.61% | 0.07% | +9.54% |
Volatility
STRF vs. JAAA - Volatility Comparison
Strategy 10.00% Series A Perpetual Strife Preferred Stock (STRF) has a higher volatility of 5.85% compared to Janus Henderson AAA CLO ETF (JAAA) at 0.13%. This indicates that STRF's price experiences larger fluctuations and is considered to be riskier than JAAA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STRF | JAAA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.85% | 0.13% | +5.72% |
Volatility (6M)Calculated over the trailing 6-month period | 17.71% | 0.61% | +17.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.65% | 0.79% | +23.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.95% | 1.66% | +24.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.95% | 1.62% | +24.33% |
Dividends
STRF vs. JAAA - Dividend Comparison
STRF's dividend yield for the trailing twelve months is around 13.03%, more than JAAA's 4.93% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
JAAA Janus Henderson AAA CLO ETF | 4.93% | 5.30% | 6.35% | 6.11% | 2.74% | 1.21% | 0.26% |
STRF Strategy 10.00% Series A Perpetual Strife Preferred Stock | 13.03% | 7.56% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
STRF and JAAA have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STRF has higher volatility (5.85%) compared to JAAA (0.13%). In terms of maximum drawdown, STRF dropped -24.48% vs JAAA's -2.64%.
JAAA currently has the higher Sharpe Ratio (6.23 vs -0.31), 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.
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