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Bitcoin (BTC-USD) Sortino Ratio: -1.52

Cryptocurrency · Currency in USD · Last updated Jun 11, 2026

Bitcoin (BTC-USD, BTCUSD) is a digital currency that uses cryptography and is decentralized, meaning it is not controlled by any government or financial institution. Transactions are recorded on a public ledger called the blockchain and can be made using a digital wallet on a personal device. Bitcoin is often used as a means of exchange and has gained popularity as a store of value, but it is considered a volatile and risky investment.

BTC-USD's Sortino Ratio of -1.52 indicates that for each unit of downside volatility, it generates -1.52 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 11, 2026).

Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.

BTC-USD Sortino Ratio Rank

BTC-USD Sortino Ratio Rank: 33.333
Below Average

BTC-USD ranks above 33.3% of all investments in our database based on Sortino Ratio over the past 12 months, indicating below-average returns relative to downside risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with minimal downside volatility → Higher rank
  • Severe or frequent drawdowns → Lower rank
  • Upside volatility → No impact (Sortino doesn't penalize upside swings)

What you can do with this information

  • Returns may not adequately compensate for downside risk taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better downside protection
  • Assess whether downside exposure aligns with your portfolio goals

BTC-USD Sortino Ratio Market Positioning

The chart shows BTC-USD's Sortino Ratio relative to all cryptocurrencies on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.

  • Red zone (bottom 25%): -1.77 or lower
  • Yellow zone (middle 50%): -1.77 to -0.18
  • Green zone (top 25%): -0.18 or higher
  • Top 1%: 5.42+
  • Median: -1.13 — half of all investments score higher

How it compares to other similar cryptocurrencies

The table compares BTC-USD's Sortino Ratio with other major cryptocurrencies by market capitalization across multiple time periods.

Data shows 1-, 3-, and 5-year periods, plus each cryptocurrency's all-time average, as of Jun 11, 2026.

SymbolName1Y Sortino Ratio5Y Sortino Ratio10Y Sortino RatioAll Time Sortino Ratio
BTG-USDBitcoin Gold7.93
ZEC-USDZCash3.82
DASH-USDDigitalCash1.90
XAUT-USDTether Gold USD1.24
DCR-USDDecred0.85
MKR-USDMaker0.64
TRX-USDTronix0.64
XMR-USDMonero0.58
LEO-USDUNUS SED LEO0.53
NEAR-USDNEAR Protocol0.32
BTC-USDBitcoin-1.52

S&P 500 Index

How to choose period

Historical Sortino Ratio

The chart shows BTC-USD's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when BTC-USD consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sortino Ratio Calculator

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