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STRF vs. XSB.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

STRF vs. XSB.TO - 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 iShares Core Canadian Short Term Bond Index ETF (XSB.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

STRF is traded in USD, while XSB.TO is traded in CAD. To make them comparable, the XSB.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, STRF achieves a -4.08% return, which is significantly lower than XSB.TO's -0.79% return.


STRF

1D
-0.76%
1M
-5.64%
YTD
-4.08%
6M
-8.94%
1Y
-2.01%
3Y*
5Y*
10Y*

XSB.TO

1D
0.04%
1M
-0.68%
YTD
-0.79%
6M
-0.15%
1Y
0.56%
3Y*
3.01%
5Y*
-0.64%
10Y*
1.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

STRF vs. XSB.TO - Yearly Performance Comparison


Correlation

The correlation between STRF and XSB.TO is 0.02, 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 (1Y)
Calculated over the trailing 1-year period

0.02

Correlation (All Time)
Calculated using the full available price history since Mar 26, 2025

0.00

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Return for Risk

STRF vs. XSB.TO — Risk / Return Rank

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

STRF
STRF Risk / Return Rank: 3737
Overall Rank
STRF Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
STRF Sortino Ratio Rank: 3333
Sortino Ratio Rank
STRF Omega Ratio Rank: 3333
Omega Ratio Rank
STRF Calmar Ratio Rank: 4040
Calmar Ratio Rank
STRF Martin Ratio Rank: 3939
Martin Ratio Rank

XSB.TO
XSB.TO Risk / Return Rank: 5353
Overall Rank
XSB.TO Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
XSB.TO Sortino Ratio Rank: 5555
Sortino Ratio Rank
XSB.TO Omega Ratio Rank: 6060
Omega Ratio Rank
XSB.TO Calmar Ratio Rank: 5050
Calmar Ratio Rank
XSB.TO Martin Ratio Rank: 4949
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. XSB.TO - 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 iShares Core Canadian Short Term Bond Index ETF (XSB.TO). 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.


STRFXSB.TODifference
Sharpe ratioReturn per unit of total volatility

-0.20

Sortino ratioReturn per unit of downside risk

-0.16

Omega ratioGain probability vs. loss probability

1.01

1.02

-0.02

Calmar ratioReturn relative to maximum drawdown

-0.08

0.17

-0.25

Martin ratioReturn relative to average drawdown

-0.15

0.39

-0.54

STRF vs. XSB.TO - Sharpe Ratio Comparison

The current STRF Sharpe Ratio is -0.08, which is lower than the XSB.TO Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of STRF and XSB.TO, 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

STRF vs. XSB.TO - Drawdown Comparison

The maximum STRF drawdown since its inception was -24.01%, smaller than the maximum XSB.TO drawdown of -28.27%. Use the drawdown chart below to compare losses from any high point for STRF and XSB.TO.


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Drawdown Indicators


STRFXSB.TODifference

Max Drawdown

Largest peak-to-trough decline

-24.01%

-28.27%

+4.26%

Max Drawdown (1Y)

Largest decline over 1 year

-24.01%

-3.40%

-20.61%

Max Drawdown (3Y)

Largest decline over 3 years

-7.05%

Max Drawdown (5Y)

Largest decline over 5 years

-16.77%

Max Drawdown (10Y)

Largest decline over 10 years

-18.49%

Current Drawdown

Current decline from peak

-19.81%

-8.43%

-11.38%

Average Drawdown

Average peak-to-trough decline

-10.84%

-11.09%

+0.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.62%

1.44%

+12.18%

Volatility

STRF vs. XSB.TO - Volatility Comparison

Strategy 10.00% Series A Perpetual Strife Preferred Stock (STRF) has a higher volatility of 5.16% compared to iShares Core Canadian Short Term Bond Index ETF (XSB.TO) at 1.18%. This indicates that STRF's price experiences larger fluctuations and is considered to be riskier than XSB.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


STRFXSB.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.16%

1.18%

+3.98%

Volatility (6M)

Calculated over the trailing 6-month period

14.29%

3.64%

+10.65%

Volatility (1Y)

Calculated over the trailing 1-year period

24.46%

4.73%

+19.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.44%

6.84%

+17.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.44%

7.24%

+17.20%

Dividends

STRF vs. XSB.TO - Dividend Comparison

STRF's dividend yield for the trailing twelve months is around 7.93%, more than XSB.TO's 3.10% yield.


PositionTTM20252024202320222021202020192018201720162015
STRF
Strategy 10.00% Series A Perpetual Strife Preferred Stock
7.93%7.56%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XSB.TO
iShares Core Canadian Short Term Bond Index ETF
3.10%3.15%3.05%2.67%2.28%2.05%2.21%2.39%2.39%2.36%2.36%2.50%

Frequently Asked Questions


STRF and XSB.TO have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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Find the right allocation for STRF and XSB.TO

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