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Author: Admin | 2025-04-27
PerformanceMSTR vs. BTC-USD - Performance ComparisonThe chart below illustrates the hypothetical performance of a $10,000 investment in MicroStrategy Incorporated (MSTR) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.0.00%50.00%100.00%150.00%200.00%SeptemberOctoberNovemberDecember2025February78.92%49.13%Key characteristicsReturns By PeriodIn the year-to-date period, MSTR achieves a -13.50% return, which is significantly lower than BTC-USD's -5.02% return. Over the past 10 years, MSTR has underperformed BTC-USD with an annualized return of 30.34%, while BTC-USD has yielded a comparatively higher 79.59% annualized return.Compare stocks, funds, or ETFsSearch for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.Risk-Adjusted PerformanceMSTR vs. BTC-USD — Risk-Adjusted Performance RankCompare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.MSTRThe Risk-Adjusted Performance Rank of MSTR is 9292Overall RankThe Sharpe Ratio Rank of MSTR is 9595Sharpe Ratio RankThe Sortino Ratio Rank of MSTR is 9191Sortino Ratio RankThe Omega Ratio Rank of MSTR is 8787Omega Ratio RankThe Calmar Ratio Rank of MSTR is 9696Calmar Ratio RankThe Martin Ratio Rank of MSTR is 9393Martin Ratio RankBTC-USDThe Risk-Adjusted Performance Rank of BTC-USD is 8585Overall RankThe Sharpe Ratio Rank of BTC-USD is 8787Sharpe Ratio RankThe Sortino Ratio Rank of BTC-USD is 8181Sortino Ratio RankThe Omega Ratio Rank of BTC-USD is 8080Omega Ratio RankThe Calmar Ratio Rank of BTC-USD is 8787Calmar Ratio RankThe Martin Ratio Rank of BTC-USD is 8989Martin Ratio RankThe risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.MSTR vs. BTC-USD - Risk-Adjusted Performance ComparisonThis table presents a comparison of risk-adjusted performance metrics for MicroStrategy Incorporated (MSTR) and Bitcoin (BTC-USD). 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.The chart of Sharpe ratio for MSTR, currently valued at 1.18, compared to the broader market-3.00-2.00-1.000.001.002.003.001.181.14The chart of Sortino ratio for MSTR, currently valued at 2.15, compared to the broader market-4.00-2.000.002.004.002.151.83The chart of Omega ratio for MSTR, currently valued at 1.24, compared to the broader market0.501.001.502.001.241.18The chart of Calmar ratio for MSTR, currently valued at 1.28, compared to the broader market0.002.004.006.001.280.88The chart of Martin ratio for MSTR, currently valued at 5.64, compared to the broader market-10.000.0010.0020.005.646.63The current MSTR Sharpe Ratio is 2.30, which is higher than the BTC-USD Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of MSTR and BTC-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.Rolling 12-month Sharpe Ratio1.002.003.004.005.006.00SeptemberOctoberNovemberDecember2025February1.181.14DrawdownsMSTR vs. BTC-USD - Drawdown ComparisonThe maximum MSTR drawdown since its inception was -99.86%, which is greater than BTC-USD's maximum drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for MSTR and BTC-USD. For additional features, visit the drawdowns tool.-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February-47.13%-16.40%VolatilityMSTR vs. BTC-USD - Volatility ComparisonMicroStrategy Incorporated (MSTR) has a higher volatility of
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