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STRK vs. DXJ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

STRK vs. DXJ - 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 WisdomTree Japan Hedged Equity Fund (DXJ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, STRK achieves a -23.36% return, which is significantly lower than DXJ's 20.40% return.


STRK

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

DXJ

1D
0.14%
1M
2.35%
YTD
20.40%
6M
21.04%
1Y
56.13%
3Y*
31.72%
5Y*
26.33%
10Y*
19.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

STRK vs. DXJ - Yearly Performance Comparison


Correlation

The correlation between STRK and DXJ is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.19

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Return for Risk

STRK vs. DXJ — 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

DXJ
DXJ Risk / Return Rank: 9292
Overall Rank
DXJ Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
DXJ Sortino Ratio Rank: 9393
Sortino Ratio Rank
DXJ Omega Ratio Rank: 9292
Omega Ratio Rank
DXJ Calmar Ratio Rank: 9090
Calmar Ratio Rank
DXJ Martin Ratio Rank: 9191
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. DXJ - 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 WisdomTree Japan Hedged Equity Fund (DXJ). 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.


STRKDXJDifference
Sharpe ratioReturn per unit of total volatility

-4.16

Sortino ratioReturn per unit of downside risk

-5.64

Omega ratioGain probability vs. loss probability

0.81

1.56

-0.74

Calmar ratioReturn relative to maximum drawdown

-0.79

5.14

-5.93

Martin ratioReturn relative to average drawdown

-1.29

19.81

-21.10

STRK vs. DXJ - Sharpe Ratio Comparison

The current STRK Sharpe Ratio is -1.06, which is lower than the DXJ Sharpe Ratio of 3.11. The chart below compares the historical Sharpe Ratios of STRK and DXJ, 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

STRK vs. DXJ - Drawdown Comparison

The maximum STRK drawdown since its inception was -49.83%, roughly equal to the maximum DXJ drawdown of -49.63%. Use the drawdown chart below to compare losses from any high point for STRK and DXJ.


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Drawdown Indicators


STRKDXJDifference

Max Drawdown

Largest peak-to-trough decline

-49.83%

-49.63%

-0.20%

Max Drawdown (1Y)

Largest decline over 1 year

-49.83%

-10.98%

-38.85%

Max Drawdown (3Y)

Largest decline over 3 years

-22.19%

Max Drawdown (5Y)

Largest decline over 5 years

-22.19%

Max Drawdown (10Y)

Largest decline over 10 years

-39.14%

Current Drawdown

Current decline from peak

-49.83%

-3.44%

-46.39%

Average Drawdown

Average peak-to-trough decline

-22.54%

-14.30%

-8.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.35%

2.84%

+27.51%

Volatility

STRK vs. DXJ - Volatility Comparison

Strategy Inc. 8.00% Series A Perpetual Strike Preferred Stock (STRK) has a higher volatility of 14.43% compared to WisdomTree Japan Hedged Equity Fund (DXJ) at 6.28%. This indicates that STRK's price experiences larger fluctuations and is considered to be riskier than DXJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


STRKDXJDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.43%

6.28%

+8.15%

Volatility (6M)

Calculated over the trailing 6-month period

25.32%

13.94%

+11.38%

Volatility (1Y)

Calculated over the trailing 1-year period

37.30%

18.14%

+19.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.24%

19.07%

+17.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.24%

20.00%

+16.24%

Dividends

STRK vs. DXJ - Dividend Comparison

STRK's dividend yield for the trailing twelve months is around 18.03%, more than DXJ's 1.07% yield.


PositionTTM20252024202320222021202020192018201720162015
DXJ
WisdomTree Japan Hedged Equity Fund
1.07%1.29%3.48%3.44%3.02%2.64%2.53%2.47%2.92%2.30%1.98%5.95%
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 DXJ have a correlation of 0.19, 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 DXJ (6.28%). In terms of maximum drawdown, STRK dropped -49.83% vs DXJ's -49.63%.

DXJ currently has the higher Sharpe Ratio (3.11 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.

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