USD=X vs. MSTR
USD=X (USD Cash) is a currency, while MSTR (Strategy Inc) is a stock. Over the past 10 years, USD=X returned 0.00%/yr vs 20.92%/yr for MSTR.
Performance
USD=X vs. MSTR - Performance Comparison
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Returns By Period
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
MSTR
- 1D
- 3.18%
- 1M
- -30.13%
- YTD
- -18.41%
- 6M
- -29.74%
- 1Y
- -67.62%
- 3Y*
- 63.46%
- 5Y*
- 19.14%
- 10Y*
- 20.92%
USD=X vs. MSTR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MSTR Strategy Inc | -18.41% | -47.53% | 358.54% | 346.15% | -74.00% | 40.13% | 172.42% | 11.65% | -2.70% | -33.49% |
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Return for Risk
USD=X vs. MSTR — Risk / Return Rank
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
MSTR
USD=X vs. MSTR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) and Strategy Inc (MSTR). 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.
| USD=X | MSTR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 0.82 | — |
| Calmar ratioReturn relative to maximum drawdown | — | -0.88 | — |
| Martin ratioReturn relative to average drawdown | — | -1.27 | — |
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Drawdowns
USD=X vs. MSTR - Drawdown Comparison
The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum MSTR drawdown of -99.86%. Use the drawdown chart below to compare losses from any high point for USD=X and MSTR.
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Drawdown Indicators
| USD=X | MSTR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | 0.00% | -99.86% | +99.86% |
Max Drawdown (1Y)Largest decline over 1 year | 0.00% | -76.53% | +76.53% |
Max Drawdown (3Y)Largest decline over 3 years | 0.00% | -77.42% | +77.42% |
Max Drawdown (5Y)Largest decline over 5 years | 0.00% | -84.11% | +84.11% |
Max Drawdown (10Y)Largest decline over 10 years | 0.00% | -89.27% | +89.27% |
Current DrawdownCurrent decline from peak | 0.00% | -73.84% | +73.84% |
Average DrawdownAverage peak-to-trough decline | 0.00% | -86.45% | +86.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.00% | 53.01% | -53.01% |
Volatility
USD=X vs. MSTR - Volatility Comparison
The current volatility for USD Cash (USD=X) is 0.00%, while Strategy Inc (MSTR) has a volatility of 21.60%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than MSTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USD=X | MSTR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 21.60% | -21.60% |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | 57.34% | -57.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.00% | 71.15% | -71.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.00% | 90.79% | -90.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.00% | 73.80% | -73.80% |
Frequently Asked Questions
MSTR has higher volatility (21.60%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs MSTR's -99.86%.
Find the right allocation for USD=X and MSTR
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