PortfoliosLab logoPortfoliosLab logo
STRK vs. ASEA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

STRK vs. ASEA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strategy Inc. 8.00% Series A Perpetual Strike Preferred Stock (STRK) and Global X FTSE Southeast Asia ETF (ASEA). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, STRK achieves a -23.36% return, which is significantly lower than ASEA's 8.57% return.


STRK

1D
-8.10%
1M
-20.25%
YTD
-23.36%
6M
-26.88%
1Y
-39.22%
3Y*
5Y*
10Y*

ASEA

1D
-0.75%
1M
-0.10%
YTD
8.57%
6M
7.87%
1Y
26.09%
3Y*
14.86%
5Y*
10.26%
10Y*
7.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

STRK vs. ASEA - Yearly Performance Comparison


Correlation

The correlation between STRK and ASEA is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

Correlation (All Time)
Calculated using the full available price history since Feb 6, 2025

0.22

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

STRK vs. ASEA — Risk / Return Rank

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

STRK
STRK Risk / Return Rank: 88
Overall Rank
STRK Sharpe Ratio Rank: 44
Sharpe Ratio Rank
STRK Sortino Ratio Rank: 55
Sortino Ratio Rank
STRK Omega Ratio Rank: 77
Omega Ratio Rank
STRK Calmar Ratio Rank: 1212
Calmar Ratio Rank
STRK Martin Ratio Rank: 1212
Martin Ratio Rank

ASEA
ASEA Risk / Return Rank: 6262
Overall Rank
ASEA Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
ASEA Sortino Ratio Rank: 6565
Sortino Ratio Rank
ASEA Omega Ratio Rank: 6060
Omega Ratio Rank
ASEA Calmar Ratio Rank: 7171
Calmar Ratio Rank
ASEA Martin Ratio Rank: 5555
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.

STRK vs. ASEA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strategy Inc. 8.00% Series A Perpetual Strike Preferred Stock (STRK) and Global X FTSE Southeast Asia ETF (ASEA). 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.


STRKASEADifference
Sharpe ratioReturn per unit of total volatility

-2.88

Sortino ratioReturn per unit of downside risk

-4.27

Omega ratioGain probability vs. loss probability

0.81

1.33

-0.51

Calmar ratioReturn relative to maximum drawdown

-0.79

3.16

-3.95

Martin ratioReturn relative to average drawdown

-1.29

8.48

-9.77

STRK vs. ASEA - Sharpe Ratio Comparison

The current STRK Sharpe Ratio is -1.06, which is lower than the ASEA Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of STRK and ASEA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

STRK vs. ASEA - Drawdown Comparison

The maximum STRK drawdown since its inception was -49.83%, which is greater than ASEA's maximum drawdown of -44.16%. Use the drawdown chart below to compare losses from any high point for STRK and ASEA.


Loading charts...

Drawdown Indicators


STRKASEADifference

Max Drawdown

Largest peak-to-trough decline

-49.83%

-44.16%

-5.67%

Max Drawdown (1Y)

Largest decline over 1 year

-49.83%

-8.28%

-41.55%

Max Drawdown (3Y)

Largest decline over 3 years

-22.20%

Max Drawdown (5Y)

Largest decline over 5 years

-22.20%

Max Drawdown (10Y)

Largest decline over 10 years

-44.16%

Current Drawdown

Current decline from peak

-49.83%

-3.63%

-46.20%

Average Drawdown

Average peak-to-trough decline

-22.54%

-10.63%

-11.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.35%

3.09%

+27.26%

Volatility

STRK vs. ASEA - Volatility Comparison

Strategy Inc. 8.00% Series A Perpetual Strike Preferred Stock (STRK) has a higher volatility of 14.43% compared to Global X FTSE Southeast Asia ETF (ASEA) at 4.56%. This indicates that STRK's price experiences larger fluctuations and is considered to be riskier than ASEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


STRKASEADifference

Volatility (1M)

Calculated over the trailing 1-month period

14.43%

4.56%

+9.87%

Volatility (6M)

Calculated over the trailing 6-month period

25.32%

11.64%

+13.68%

Volatility (1Y)

Calculated over the trailing 1-year period

37.30%

14.40%

+22.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.24%

14.73%

+21.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.24%

17.53%

+18.71%

Dividends

STRK vs. ASEA - Dividend Comparison

STRK's dividend yield for the trailing twelve months is around 18.03%, more than ASEA's 3.64% yield.


PositionTTM20252024202320222021202020192018201720162015
ASEA
Global X FTSE Southeast Asia ETF
3.64%3.95%3.61%3.76%2.23%4.19%2.27%2.51%3.08%1.59%2.78%3.64%
STRK
Strategy Inc. 8.00% Series A Perpetual Strike Preferred Stock
18.03%9.19%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


STRK and ASEA have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

STRK has higher volatility (14.43%) compared to ASEA (4.56%). In terms of maximum drawdown, STRK dropped -49.83% vs ASEA's -44.16%.

ASEA currently has the higher Sharpe Ratio (1.83 vs -1.06), 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.

Portfolio Optimizer

Find the right allocation for STRK and ASEA

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer