STRK vs. EPOL
STRK (MicroStrategy Incorporated) is a stock, while EPOL (iShares MSCI Poland ETF) is Europe Equities fund tracking the MSCI Poland Investable Market Index. Over the past year, STRK returned -30.62% vs 40.46% for EPOL. At a 0.20 correlation, their price movements are largely independent.
Performance
STRK vs. EPOL - Performance Comparison
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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%
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
STRK
EPOL
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.
| STRK | EPOL | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| STRK | EPOL | Difference | |
|---|---|---|---|
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
| STRK | EPOL | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -41.81% | -0.69% | -41.12% |
Average DrawdownAverage peak-to-trough decline | -21.78% | -26.89% | +5.11% |
Ulcer IndexDepth 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
| STRK | EPOL | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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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