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STRK vs. EPOL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

STRK vs. EPOL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MicroStrategy Incorporated (STRK) and iShares MSCI Poland ETF (EPOL). 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 -11.11% return, which is significantly lower than EPOL's 14.69% return.


STRK

1D
0.16%
1M
-12.50%
YTD
-11.11%
6M
-17.63%
1Y
-30.62%
3Y*
5Y*
10Y*

EPOL

1D
0.98%
1M
3.91%
YTD
14.69%
6M
24.42%
1Y
40.46%
3Y*
36.16%
5Y*
16.00%
10Y*
11.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

STRK vs. EPOL - Yearly Performance Comparison


2026 (YTD)2025
STRK
MicroStrategy Incorporated
-11.11%0.61%
EPOL
iShares MSCI Poland ETF
14.69%52.94%

Correlation

The correlation between STRK and EPOL is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

Correlation (All Time)
Calculated using the full available price history since Feb 7, 2025

0.20

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Return for Risk

STRK vs. EPOL — Risk / Return Rank

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

STRK
STRK Risk / Return Rank: 1212
Overall Rank
STRK Sharpe Ratio Rank: 88
Sharpe Ratio Rank
STRK Sortino Ratio Rank: 88
Sortino Ratio Rank
STRK Omega Ratio Rank: 1010
Omega Ratio Rank
STRK Calmar Ratio Rank: 1414
Calmar Ratio Rank
STRK Martin Ratio Rank: 1919
Martin Ratio Rank

EPOL
EPOL Risk / Return Rank: 5757
Overall Rank
EPOL Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
EPOL Sortino Ratio Rank: 5252
Sortino Ratio Rank
EPOL Omega Ratio Rank: 4848
Omega Ratio Rank
EPOL Calmar Ratio Rank: 7474
Calmar Ratio Rank
EPOL Martin Ratio Rank: 5858
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. EPOL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroStrategy Incorporated (STRK) and iShares MSCI Poland ETF (EPOL). 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.


STRKEPOLDifference
Sharpe ratioReturn per unit of total volatility

-2.62

Sortino ratioReturn per unit of downside risk

-3.73

Omega ratioGain probability vs. loss probability

0.86

1.29

-0.44

Calmar ratioReturn relative to maximum drawdown

-0.73

3.68

-4.41

Martin ratioReturn relative to average drawdown

-1.07

10.07

-11.14

STRK vs. EPOL - Sharpe Ratio Comparison

The current STRK Sharpe Ratio is -0.86, which is lower than the EPOL Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of STRK and EPOL, 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


STRKEPOLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.86

1.76

-2.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.23

0.22

-0.45

Drawdowns

STRK vs. EPOL - Drawdown Comparison

The maximum STRK drawdown since its inception was -41.90%, smaller than the maximum EPOL drawdown of -63.72%. Use the drawdown chart below to compare losses from any high point for STRK and EPOL.


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Drawdown Indicators


STRKEPOLDifference

Max Drawdown

Largest peak-to-trough decline

-41.90%

-63.72%

+21.82%

Max Drawdown (1Y)

Largest decline over 1 year

-41.90%

-11.04%

-30.86%

Max Drawdown (3Y)

Largest decline over 3 years

-21.81%

Max Drawdown (5Y)

Largest decline over 5 years

-54.21%

Max Drawdown (10Y)

Largest decline over 10 years

-61.41%

Current Drawdown

Current decline from peak

-41.81%

-0.69%

-41.12%

Average Drawdown

Average peak-to-trough decline

-21.78%

-26.89%

+5.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.71%

4.03%

+24.68%

Volatility

STRK vs. EPOL - Volatility Comparison

The current volatility for MicroStrategy Incorporated (STRK) is 5.68%, while iShares MSCI Poland ETF (EPOL) has a volatility of 7.61%. This indicates that STRK experiences smaller price fluctuations and is considered to be less risky than EPOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


STRKEPOLDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.68%

7.61%

-1.93%

Volatility (6M)

Calculated over the trailing 6-month period

22.16%

17.34%

+4.82%

Volatility (1Y)

Calculated over the trailing 1-year period

35.55%

23.12%

+12.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.03%

29.06%

+5.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.03%

27.65%

+7.38%

Dividends

STRK vs. EPOL - Dividend Comparison

STRK's dividend yield for the trailing twelve months is around 11.72%, more than EPOL's 4.17% yield.


PositionTTM20252024202320222021202020192018201720162015
EPOL
iShares MSCI Poland ETF
4.17%4.78%6.04%2.87%2.65%1.33%1.44%2.51%1.44%1.88%2.14%2.53%
STRK
MicroStrategy Incorporated
11.72%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 EPOL have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EPOL has higher volatility (7.61%) compared to STRK (5.68%). In terms of maximum drawdown, STRK dropped -41.90% vs EPOL's -63.72%.

EPOL currently has the higher Sharpe Ratio (1.76 vs -0.86), 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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