STRK vs. VUG
STRK (MicroStrategy Incorporated) is a stock, while VUG (Vanguard Growth ETF) is Large Cap Growth Equities fund tracking the CRSP US Large Cap Growth Index. Over the past year, STRK returned -29.79% vs 27.84% for VUG. At a 0.38 correlation, their price movements are largely independent.
Performance
STRK vs. VUG - Performance Comparison
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Returns By Period
In the year-to-date period, STRK achieves a -11.25% return, which is significantly lower than VUG's 9.49% return.
STRK
- 1D
- -2.28%
- 1M
- -12.42%
- YTD
- -11.25%
- 6M
- -17.07%
- 1Y
- -29.79%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VUG
- 1D
- -1.23%
- 1M
- 6.22%
- YTD
- 9.49%
- 6M
- 8.72%
- 1Y
- 27.84%
- 3Y*
- 25.93%
- 5Y*
- 15.11%
- 10Y*
- 18.26%
STRK vs. VUG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
STRK MicroStrategy Incorporated | -11.25% | 0.61% |
VUG Vanguard Growth ETF | 9.49% | 15.80% |
Correlation
The correlation between STRK and VUG is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Feb 7, 2025 | 0.38 |
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Return for Risk
STRK vs. VUG — Risk / Return Rank
STRK
VUG
STRK vs. VUG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MicroStrategy Incorporated (STRK) and Vanguard Growth ETF (VUG). 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 | VUG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.61 | ||
| Sortino ratioReturn per unit of downside risk | -3.60 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.31 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | -0.71 | 1.69 | -2.41 |
| Martin ratioReturn relative to average drawdown | -1.04 | 5.92 | -6.97 |
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 | VUG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.84 | 1.77 | -2.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.68 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.85 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.24 | 0.62 | -0.85 |
Drawdowns
STRK vs. VUG - Drawdown Comparison
The maximum STRK drawdown since its inception was -41.90%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for STRK and VUG.
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Drawdown Indicators
| STRK | VUG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.90% | -50.68% | +8.78% |
Max Drawdown (1Y)Largest decline over 1 year | -41.90% | -16.53% | -25.37% |
Max Drawdown (3Y)Largest decline over 3 years | — | -22.85% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -35.61% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.61% | — |
Current DrawdownCurrent decline from peak | -41.90% | -1.51% | -40.39% |
Average DrawdownAverage peak-to-trough decline | -21.72% | -7.09% | -14.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 28.59% | 4.71% | +23.88% |
Volatility
STRK vs. VUG - Volatility Comparison
MicroStrategy Incorporated (STRK) has a higher volatility of 5.70% compared to Vanguard Growth ETF (VUG) at 3.83%. This indicates that STRK's price experiences larger fluctuations and is considered to be riskier than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STRK | VUG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.70% | 3.83% | +1.87% |
Volatility (6M)Calculated over the trailing 6-month period | 22.29% | 12.11% | +10.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.59% | 15.84% | +19.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.08% | 22.22% | +12.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.08% | 21.44% | +13.64% |
Dividends
STRK vs. VUG - Dividend Comparison
STRK's dividend yield for the trailing twelve months is around 11.74%, more than VUG's 0.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STRK MicroStrategy Incorporated | 11.74% | 9.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VUG Vanguard Growth ETF | 0.37% | 0.41% | 0.47% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% |
Frequently Asked Questions
STRK and VUG have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STRK has higher volatility (5.70%) compared to VUG (3.83%). In terms of maximum drawdown, STRK dropped -41.90% vs VUG's -50.68%.
VUG currently has the higher Sharpe Ratio (1.77 vs -0.84), 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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