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Bitcoin Gold (BTG-USD)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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Bitcoin Gold

Popular comparisons: BTG-USD vs. CMCL, BTG-USD vs. BTC-USD, BTG-USD vs. ^GSPC, BTG-USD vs. MSTR

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Bitcoin Gold, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-100.00%-50.00%0.00%50.00%100.00%December2024FebruaryMarchAprilMay
-77.73%
105.37%
BTG-USD (Bitcoin Gold)
Benchmark (^GSPC)

S&P 500

Returns By Period

Bitcoin Gold had a return of 61.71% year-to-date (YTD) and 173.86% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date61.71%11.29%
1 month-5.21%4.87%
6 months118.20%17.88%
1 year173.86%29.16%
5 years (annualized)10.24%13.20%
10 years (annualized)N/A10.97%

Monthly Returns

The table below presents the monthly returns of BTG-USD, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20246.82%22.87%83.85%-41.54%61.71%
202339.61%3.40%-10.76%-4.03%-13.84%21.37%29.34%-34.61%-0.59%15.73%-0.39%46.88%84.03%
2022-27.03%7.69%31.70%-33.19%-17.29%-33.92%100.20%-25.53%-10.42%-14.81%-13.67%-22.19%-71.12%
202121.64%136.04%72.47%128.16%-36.25%-16.31%2.42%47.10%-31.77%25.72%-14.52%-27.55%382.48%
2020110.56%-26.12%-12.42%37.24%-8.06%13.90%-4.90%2.40%-20.48%-10.68%34.50%-12.77%58.87%
2019-20.75%26.12%2.67%25.25%82.70%-11.87%-28.83%-42.23%-27.93%5.02%-21.03%-17.63%-58.10%
2018-40.03%-27.89%-60.82%65.19%-39.44%-40.71%6.58%-20.05%15.82%0.88%-29.49%-31.53%-95.17%
201794.45%-14.09%67.06%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of BTG-USD is 84, placing it in the top 16% of cryptocurrencies on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of BTG-USD is 8484
BTG-USD (Bitcoin Gold)
The Sharpe Ratio Rank of BTG-USD is 8787Sharpe Ratio Rank
The Sortino Ratio Rank of BTG-USD is 8585Sortino Ratio Rank
The Omega Ratio Rank of BTG-USD is 8484Omega Ratio Rank
The Calmar Ratio Rank of BTG-USD is 8484Calmar Ratio Rank
The Martin Ratio Rank of BTG-USD is 8080Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Bitcoin Gold (BTG-USD) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


BTG-USD
Sharpe ratio
The chart of Sharpe ratio for BTG-USD, currently valued at 3.70, compared to the broader market0.005.0010.0015.003.70
Sortino ratio
The chart of Sortino ratio for BTG-USD, currently valued at 3.83, compared to the broader market0.001.002.003.004.005.003.83
Omega ratio
The chart of Omega ratio for BTG-USD, currently valued at 1.39, compared to the broader market1.001.101.201.301.401.501.601.39
Calmar ratio
The chart of Calmar ratio for BTG-USD, currently valued at 2.33, compared to the broader market5.0010.0015.002.33
Martin ratio
The chart of Martin ratio for BTG-USD, currently valued at 17.28, compared to the broader market0.0020.0040.0060.0080.00100.0017.28
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.44, compared to the broader market0.005.0010.0015.002.44
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.45, compared to the broader market0.001.002.003.004.005.003.45
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market1.001.101.201.301.401.501.601.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.98, compared to the broader market5.0010.0015.001.98
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.39, compared to the broader market0.0020.0040.0060.0080.00100.009.39

Sharpe Ratio

The current Bitcoin Gold Sharpe ratio is 3.70. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Bitcoin Gold with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.002.004.006.008.00December2024FebruaryMarchAprilMay
3.70
2.44
BTG-USD (Bitcoin Gold)
Benchmark (^GSPC)

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%December2024FebruaryMarchAprilMay
-92.31%
0
BTG-USD (Bitcoin Gold)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Bitcoin Gold. 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 Gold was 98.91%, occurring on Dec 17, 2019. The portfolio has not yet recovered.

The current Bitcoin Gold drawdown is 92.31%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-98.91%Dec 21, 2017727Dec 17, 2019
-68.23%Nov 12, 20178Nov 19, 201731Dec 20, 201739

Volatility

Volatility Chart

The current Bitcoin Gold volatility is 26.55%, 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.


0.00%10.00%20.00%30.00%40.00%December2024FebruaryMarchAprilMay
26.55%
3.47%
BTG-USD (Bitcoin Gold)
Benchmark (^GSPC)