MSTR (MSTR): analysis and statistics
Return, volatility, Sharpe ratio and risk for MSTR, a component of the Nasdaq 100 in the — sector. Data as of 2026-09-15.
| Last close price | $130.44 |
| Sector (GICS) | — |
| Annualized return (3.0 yr) | +56.89% |
| Total return over period | +282.77% |
| Annualized volatility | 89.77% |
| Period volatility | 154.97% |
| Sharpe ratio | 0.59 |
| Sortino ratio | 0.95 |
| Max drawdown | -82.63% |
| CVaR 95% (avg. loss, worst 5% of days) | -10.71% |
| Correlation with the S&P 500 | 0.42 |
| Period range | $31.13 – $473.83 |
| Trading days analyzed | 751 |
Over the last 3.0 years, MSTR (MSTR) has posted an annualized return of +56.89% with annual volatility of 89.77%, a Sharpe ratio of 0.59. Its worst stretch (max drawdown from a peak) was -82.63%. Its correlation with the S&P 500 is 0.42, which means it moves moderately in step with the index.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how MSTR would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
No, MSTR (MSTR) is not part of the S&P 500 — it is of the Nasdaq 100.
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