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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Bitcoin, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Bitcoin (BTC-USD) has returned -23.54% so far this year and -19.57% over the past 12 months. Looking at the last ten years, BTC-USD has achieved an annualized return of 65.95%, outperforming the S&P 500 Index benchmark, which averaged 12.29% per year.
Bitcoin
- 1D
- 0.01%
- 1M
- -7.96%
- YTD
- -23.54%
- 6M
- -45.31%
- 1Y
- -19.57%
- 3Y*
- 33.40%
- 5Y*
- 2.82%
- 10Y*
- 65.95%
Benchmark (S&P 500 Index)
- 1D
- 0.11%
- 1M
- -4.18%
- YTD
- -3.84%
- 6M
- -1.98%
- 1Y
- 21.98%
- 3Y*
- 16.86%
- 5Y*
- 10.37%
- 10Y*
- 12.29%
Monthly Returns
Based on dividend-adjusted daily data since Jul 19, 2012, BTC-USD's average daily return is +0.26%, while the average monthly return is +9.83%. At this rate, your investment would double in approximately 0.6 years.
Historically, 56% of months were positive and 44% 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 53% 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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -10.11% | -14.85% | 1.87% | -1.94% | -23.54% | ||||||||
| 2025 | 9.70% | -17.69% | -2.09% | 14.11% | 11.11% | 2.42% | 8.01% | -6.49% | 5.38% | -3.96% | -17.51% | -3.18% | -6.27% |
| 2024 | 0.61% | 43.79% | 16.53% | -14.96% | 11.30% | -7.12% | 3.10% | -8.73% | 7.35% | 10.89% | 37.42% | -3.23% | 120.76% |
| 2023 | 39.92% | 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% |
| 2021 | 14.31% | 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 99.91%, beta of 0.70, and R² of 0.03 versus S&P 500 Index. Calculated based on daily prices since July 20, 2012.
- This cryptocurrency captured 369.02% of S&P 500 Index gains but only 93.57% of its losses — a favorable profile for investors.
- 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
- 99.91%
- Beta
- 0.70
- R²
- 0.03
- Upside Capture
- 369.02%
- Downside Capture
- 93.57%
Return for Risk
Risk / Return Rank
BTC-USD ranks 37 for risk / return — below 37% 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Bitcoin (BTC-USD) and compare them to a chosen benchmark (S&P 500 Index).
| BTC-USD | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.44 | 0.88 | -1.33 |
Sortino ratioReturn per unit of downside risk | -0.38 | 1.37 | -1.75 |
Omega ratioGain probability vs. loss probability | 0.96 | 1.21 | -0.25 |
Calmar ratioReturn relative to maximum drawdown | -1.12 | 1.39 | -2.51 |
Martin ratioReturn relative to average drawdown | -2.00 | 6.43 | -8.44 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore BTC-USD risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
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 46.36%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -85.3% | Dec 5, 2013 | 406 | Jan 14, 2015 | 778 | Mar 2, 2017 | 1184 |
| -83.8% | Dec 17, 2017 | 364 | Dec 15, 2018 | 716 | Nov 30, 2020 | 1080 |
| -76.67% | Nov 9, 2021 | 378 | Nov 21, 2022 | 469 | Mar 4, 2024 | 847 |
| -70.28% | Apr 10, 2013 | 7 | Apr 16, 2013 | 201 | Nov 4, 2013 | 208 |
| -53.14% | Apr 14, 2021 | 98 | Jul 20, 2021 | 91 | Oct 19, 2021 | 189 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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