MSTR (MSTR): analysis and statistics
Return, volatility, Sharpe ratio and risk for MSTR, a component of the Nasdaq 100 in the —. Data as of 2026-10-30.
| Last close price | $131.71 |
| Sector (GICS) | — |
| Annualized return (3.0 yr) | +46.57% |
| Total return over period | +213.43% |
| Annualized volatility | 90.44% |
| Period volatility | 156.33% |
| Period T-bill | 12.36% |
| Sharpe ratio | 1.29 |
| Sortino ratio | 2.07 |
| Max drawdown | -82.63% |
| CVaR 95% (avg. loss, worst 5% of days) | -10.76% |
| Correlation with the S&P 500 | 0.43 |
| Period range | $42.34 – $473.83 |
| Trading days analyzed | 753 |
Over the last 3.0 years, MSTR (MSTR) has posted an annualized return of +46.57% with annual volatility of 90.44%, a Sharpe ratio of 1.29. Its worst stretch (max drawdown from a peak) was -82.63%. Its correlation with the S&P 500 is 0.43, 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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