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STRF vs. SPYI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

STRF vs. SPYI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strategy 10.00% Series A Perpetual Strife Preferred Stock (STRF) and NEOS S&P 500 High Income ETF (SPYI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, STRF achieves a -3.33% return, which is significantly lower than SPYI's 8.08% return.


STRF

1D
-0.48%
1M
-5.29%
YTD
-3.33%
6M
-9.75%
1Y
-2.09%
3Y*
5Y*
10Y*

SPYI

1D
0.33%
1M
3.47%
YTD
8.08%
6M
8.61%
1Y
23.19%
3Y*
16.57%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

STRF vs. SPYI - Yearly Performance Comparison


Correlation

The correlation between STRF and SPYI is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.33

Correlation (All Time)
Calculated using the full available price history since Mar 27, 2025

0.35

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Return for Risk

STRF vs. SPYI — Risk / Return Rank

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

STRF
STRF Risk / Return Rank: 3636
Overall Rank
STRF Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
STRF Sortino Ratio Rank: 3232
Sortino Ratio Rank
STRF Omega Ratio Rank: 3232
Omega Ratio Rank
STRF Calmar Ratio Rank: 3939
Calmar Ratio Rank
STRF Martin Ratio Rank: 3939
Martin Ratio Rank

SPYI
SPYI Risk / Return Rank: 7575
Overall Rank
SPYI Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
SPYI Sortino Ratio Rank: 7575
Sortino Ratio Rank
SPYI Omega Ratio Rank: 8080
Omega Ratio Rank
SPYI Calmar Ratio Rank: 6262
Calmar Ratio Rank
SPYI Martin Ratio Rank: 8181
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.

STRF vs. SPYI - 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 NEOS S&P 500 High Income ETF (SPYI). 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.


STRFSPYIDifference
Sharpe ratioReturn per unit of total volatility

-2.50

Sortino ratioReturn per unit of downside risk

-3.26

Omega ratioGain probability vs. loss probability

1.01

1.47

-0.47

Calmar ratioReturn relative to maximum drawdown

-0.09

3.02

-3.11

Martin ratioReturn relative to average drawdown

-0.16

15.73

-15.89

STRF vs. SPYI - Sharpe Ratio Comparison

The current STRF Sharpe Ratio is -0.08, which is lower than the SPYI Sharpe Ratio of 2.42. The chart below compares the historical Sharpe Ratios of STRF and SPYI, 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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Sharpe Ratios by Period


STRFSPYIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.08

2.42

-2.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

1.22

-0.78

Drawdowns

STRF vs. SPYI - Drawdown Comparison

The maximum STRF drawdown since its inception was -24.01%, which is greater than SPYI's maximum drawdown of -16.47%. Use the drawdown chart below to compare losses from any high point for STRF and SPYI.


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Drawdown Indicators


STRFSPYIDifference

Max Drawdown

Largest peak-to-trough decline

-24.01%

-16.47%

-7.54%

Max Drawdown (1Y)

Largest decline over 1 year

-24.01%

-7.72%

-16.29%

Max Drawdown (3Y)

Largest decline over 3 years

-16.47%

Current Drawdown

Current decline from peak

-19.18%

-0.17%

-19.01%

Average Drawdown

Average peak-to-trough decline

-10.49%

-1.80%

-8.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.21%

1.48%

+11.73%

Volatility

STRF vs. SPYI - Volatility Comparison

Strategy 10.00% Series A Perpetual Strife Preferred Stock (STRF) has a higher volatility of 3.36% compared to NEOS S&P 500 High Income ETF (SPYI) at 1.78%. This indicates that STRF's price experiences larger fluctuations and is considered to be riskier than SPYI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


STRFSPYIDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.36%

1.78%

+1.58%

Volatility (6M)

Calculated over the trailing 6-month period

14.02%

7.42%

+6.60%

Volatility (1Y)

Calculated over the trailing 1-year period

25.35%

9.62%

+15.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.43%

12.91%

+11.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.43%

12.91%

+11.52%

Dividends

STRF vs. SPYI - Dividend Comparison

STRF's dividend yield for the trailing twelve months is around 10.64%, less than SPYI's 11.60% yield.


PositionTTM2025202420232022
SPYI
NEOS S&P 500 High Income ETF
11.60%11.70%12.04%12.01%4.10%
STRF
Strategy 10.00% Series A Perpetual Strife Preferred Stock
10.64%7.56%0.00%0.00%0.00%

Frequently Asked Questions


STRF and SPYI have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

STRF has higher volatility (3.36%) compared to SPYI (1.78%). In terms of maximum drawdown, STRF dropped -24.01% vs SPYI's -16.47%.

SPYI currently has the higher Sharpe Ratio (2.42 vs -0.08), 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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