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Performance

BTC-USD Performance Chart

Bitcoin (BTC-USD) is down 29.3% since the beginning of the year. BTC-USD is currently trading at $61,865 per share. Investors who bought $1,000 worth of BTC-USD shares 5 years ago would now be looking at an investment worth $1,686.


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S&P 500 Index

Returns By Period

Bitcoin (BTC-USD) has returned -29.30% so far this year and -43.91% over the past 12 months. Looking at the last ten years, BTC-USD has achieved an annualized return of 58.73%, outperforming the S&P 500 Index benchmark, which averaged 13.42% per year.


Bitcoin

1D
-1.90%
1M
-24.74%
YTD
-29.30%
6M
-33.26%
1Y
-43.91%
3Y*
33.75%
5Y*
11.01%
10Y*
58.73%

Benchmark (S&P 500 Index)

1D
-0.26%
1M
-0.17%
YTD
7.91%
6M
7.98%
1Y
22.99%
3Y*
19.77%
5Y*
11.75%
10Y*
13.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BTC-USD Monthly Returns History

Based on dividend-adjusted daily data since Sep 24, 2012, BTC-USD's average daily return is +0.25%, while the average monthly return is +9.59%. At this rate, an investment would double in approximately 0.6 years.

Historically, 55% of months were positive and 45% were negative. The best month was Nov 2013 with a return of +471.0%, while the worst month was Dec 2013 at -38.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 6 months.

On a daily basis, BTC-USD closed higher 52% of trading days. The best single day was Nov 18, 2013 with a return of +48.7%, while the worst single day was Mar 12, 2020 at -38.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-10.11%-14.85%1.87%11.85%-3.58%-15.92%-29.30%
20259.70%-17.69%-2.09%14.11%11.11%2.42%8.01%-6.49%5.38%-3.96%-17.51%-3.18%-6.27%
20240.61%43.79%16.53%-14.96%11.30%-7.12%3.10%-8.73%7.35%10.89%37.42%-3.23%120.76%
202339.92%0.07%23.02%2.71%-6.92%11.92%-4.06%-11.28%3.97%28.54%8.88%12.07%155.82%
2022-16.70%12.21%5.41%-17.32%-15.57%-37.12%16.62%-13.98%-3.10%5.48%-16.22%-3.71%-64.23%
202114.31%36.50%30.00%-1.70%-35.50%-5.95%18.35%13.54%-6.98%39.98%-7.10%-18.91%59.40%

Benchmark Metrics

Bitcoin has an annualized alpha of 87.33%, beta of 0.71, and R2 of 0.03 versus S&P 500 Index. Calculated based on daily prices since September 24, 2012.

  • This cryptocurrency captured 323.55% of S&P 500 Index gains and 100.11% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • R2 of 0.03 means this cryptocurrency moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
87.33%
Beta
0.71
0.03
Upside Capture
323.55%
Downside Capture
100.11%

Return for Risk

Risk / Return Rank

BTC-USD ranks 25 for risk / return — below 25% of cryptocurrencies on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


BTC-USD Risk / Return Rank: 2525
Overall Rank
BTC-USD Sharpe Ratio Rank: 88
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3333
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3232
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 4444
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 99
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Bitcoin (BTC-USD) and compare them to S&P 500 Index.


BTC-USDBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-2.93

Sortino ratioReturn per unit of downside risk

-4.10

Omega ratioGain probability vs. loss probability

0.84

1.35

-0.50

Calmar ratioReturn relative to maximum drawdown

-0.86

2.54

-3.40

Martin ratioReturn relative to average drawdown

-1.52

11.58

-13.09

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the 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 Bitcoin was 85.30%, occurring on Jan 14, 2015. Recovery took 778 trading sessions.

The current Bitcoin drawdown is 50.40%.


Related event

Drawdown

Fall

Recovery

Underwater

2015 bear market2015
-85.30%Jan 2015
1y 1mo2y 1mo
3y 2moDec 2013 - Mar 2017
Rate-hike selloffLate 2018
-83.80%Dec 2018
12mo 3d1y 11mo
2y 11moDec 2017 - Nov 2020
Bear market2022
-76.67%Nov 2022
1y 12d1y 3mo
2y 3moNov 2021 - Mar 2024
2013 bear market2013
-70.28%Apr 2013
6d6mo 22d
6mo 28dApr 2013 - Nov 2013
2021 bear market2021
-53.14%Jul 2021
3mo 7d3mo 1d
6mo 8dApr 2021 - Oct 2021

Drawdown Indicators


BTC-USDBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-85.30%

-56.78%

-28.52%

Max Drawdown (1Y)

Largest decline over 1 year

-51.21%

-9.10%

-42.11%

Max Drawdown (3Y)

Largest decline over 3 years

-51.21%

-18.90%

-32.31%

Max Drawdown (5Y)

Largest decline over 5 years

-76.67%

-25.43%

-51.24%

Max Drawdown (10Y)

Largest decline over 10 years

-83.80%

-33.92%

-49.88%

Current Drawdown

Current decline from peak

-50.40%

-2.93%

-47.47%

Average Drawdown

Average peak-to-trough decline

-42.32%

-10.72%

-31.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

34.60%

1.99%

+32.61%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with BTC-USD

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

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