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USD=X vs. MSTR
Performance
Return for Risk
Drawdowns
Volatility

Performance

USD=X vs. MSTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USD Cash (USD=X) and Strategy Inc (MSTR). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. MSTR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

USD=X

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


MSTR
MSTR Risk / Return Rank: 88
Overall Rank
MSTR Sharpe Ratio Rank: 66
Sharpe Ratio Rank
MSTR Sortino Ratio Rank: 44
Sortino Ratio Rank
MSTR Omega Ratio Rank: 77
Omega Ratio Rank
MSTR Calmar Ratio Rank: 88
Calmar Ratio Rank
MSTR Martin Ratio Rank: 1313
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.

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=XMSTRDifference
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

USD=X vs. MSTR - Sharpe Ratio Comparison


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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=XMSTRDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

0.00%

-73.84%

+73.84%

Average Drawdown

Average peak-to-trough decline

0.00%

-86.45%

+86.45%

Ulcer Index

Depth 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=XMSTRDifference

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%.

Portfolio Optimizer

Find the right allocation for USD=X and MSTR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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