Gold vs Bitcoin
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Gold vs Bitcoin , comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced every week.
The earliest data available for this chart is Jul 17, 2010, corresponding to the inception date of BTC-USD
Returns By Period
As of May 4, 2025, the Gold vs Bitcoin returned 13.66% Year-To-Date and 51.60% of annualized return in the last 10 years.
Monthly Returns
The table below presents the monthly returns of Gold vs Bitcoin , with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 8.48% | -8.65% | 3.80% | 10.14% | 0.31% | 13.64% | |||||||
| 2024 | 0.09% | 20.52% | 12.50% | -6.14% | 6.45% | -3.42% | 4.01% | -2.84% | 6.76% | 7.44% | 16.29% | -2.05% | 72.91% |
| 2023 | 22.38% | -2.31% | 16.40% | 1.51% | -3.61% | 4.90% | -1.77% | -5.69% | 0.08% | 17.26% | 5.99% | 6.80% | 75.77% |
| 2022 | -8.87% | 9.26% | 3.31% | -9.02% | -9.50% | -20.50% | 8.09% | -9.00% | -2.14% | 1.97% | -4.70% | 0.22% | -36.87% |
| 2021 | 7.27% | 14.67% | 15.03% | 0.90% | -15.24% | -6.20% | 10.90% | 6.52% | -4.81% | 20.22% | -4.04% | -8.20% | 35.17% |
| 2020 | 16.84% | -4.52% | -10.41% | 20.77% | 6.12% | -0.65% | 17.99% | 1.29% | -5.22% | 12.61% | 16.70% | 26.39% | 139.47% |
| 2019 | -2.23% | 5.56% | 2.24% | 14.55% | 29.09% | 16.35% | -1.98% | 1.68% | -8.10% | 6.54% | -10.33% | -0.67% | 57.78% |
| 2018 | -12.23% | 1.23% | -16.24% | 14.60% | -9.77% | -8.76% | 9.35% | -4.88% | -3.46% | -0.30% | -19.23% | 0.05% | -43.20% |
| 2017 | 3.32% | 12.52% | -3.92% | 12.51% | 32.45% | 3.98% | 11.50% | 31.53% | -4.82% | 22.85% | 28.11% | 24.07% | 371.77% |
| 2016 | -4.77% | 14.76% | -2.68% | 6.67% | 6.10% | 19.24% | -2.98% | -5.32% | 3.19% | 6.12% | -1.46% | 13.01% | 60.75% |
| 2015 | -12.12% | 5.64% | -1.79% | -2.92% | -0.64% | 6.12% | 0.99% | -7.92% | 0.26% | 17.13% | 7.22% | 7.02% | 16.94% |
| 2014 | 6.98% | -15.25% | -9.97% | -0.17% | 17.38% | 4.85% | -5.45% | -9.73% | -12.36% | -7.56% | 6.14% | -7.47% | -31.88% |
Expense Ratio
Gold vs Bitcoin has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 95, Gold vs Bitcoin is among the top 5% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. 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.
Dividends
Dividend yield
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the Gold vs Bitcoin . A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Gold vs Bitcoin was 68.57%, occurring on Nov 19, 2011. Recovery took 437 trading sessions.
The current Gold vs Bitcoin drawdown is 0.58%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -68.57% | Jun 10, 2011 | 163 | Nov 19, 2011 | 437 | Jan 29, 2013 | 600 |
| -55.47% | Dec 5, 2013 | 406 | Jan 14, 2015 | 519 | Jun 16, 2016 | 925 |
| -54.4% | Dec 17, 2017 | 364 | Dec 15, 2018 | 193 | Jun 26, 2019 | 557 |
| -51.79% | Apr 11, 2013 | 86 | Jul 5, 2013 | 124 | Nov 6, 2013 | 210 |
| -50.11% | Nov 9, 2021 | 366 | Nov 9, 2022 | 462 | Feb 14, 2024 | 828 |
Volatility
Volatility Chart
The current Gold vs Bitcoin volatility is 9.20%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 2 assets, with an effective number of assets of 2.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | GC=F | BTC-USD | Portfolio | |
|---|---|---|---|---|
| ^GSPC | 1.00 | 0.01 | 0.13 | 0.12 |
| GC=F | 0.01 | 1.00 | 0.02 | 0.25 |
| BTC-USD | 0.13 | 0.02 | 1.00 | 0.95 |
| Portfolio | 0.12 | 0.25 | 0.95 | 1.00 |