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

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Compare to other instruments

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Performance

Performance Chart


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S&P 500

Returns By Period

Bitcoin Gold (BTG-USD) returned -92.29% year-to-date (YTD) and -98.13% over the past 12 months.


BTG-USD

YTD

-92.29%

1M

29.75%

6M

-97.80%

1Y

-98.13%

3Y*

-66.19%

5Y*

-39.09%

10Y*

N/A

^GSPC (Benchmark)

YTD

-0.63%

1M

13.31%

6M

-1.23%

1Y

9.83%

3Y*

14.42%

5Y*

14.61%

10Y*

10.64%

*Annualized

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
2025-35.98%-32.91%-90.13%74.16%4.51%-92.29%
20246.82%22.87%83.85%-41.54%9.66%-23.55%2.93%-16.14%7.80%-3.85%56.62%-73.88%-56.73%
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%
20179.67%94.37%-14.09%83.13%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BTG-USD is 17, meaning it’s performing worse than 83% of other cryptocurrencies on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of BTG-USD is 1717
Overall Rank
The Sharpe Ratio Rank of BTG-USD is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of BTG-USD is 11
Sortino Ratio Rank
The Omega Ratio Rank of BTG-USD is 00
Omega Ratio Rank
The Calmar Ratio Rank of BTG-USD is 3535
Calmar Ratio Rank
The Martin Ratio Rank of BTG-USD is 22
Martin 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.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Bitcoin Gold Sharpe ratios as of May 22, 2025 (values are recalculated daily):

  • 1-Year: -0.39
  • 5-Year: -0.26
  • All Time: -0.32

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Bitcoin Gold compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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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 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 99.93%, occurring on Mar 25, 2025. The portfolio has not yet recovered.

The current Bitcoin Gold drawdown is 99.84%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-99.93%Dec 21, 20172652Mar 25, 2025
-68.23%Nov 12, 20178Nov 19, 201731Dec 20, 201739
-18.96%Oct 25, 20174Oct 28, 20173Oct 31, 20177
-18.65%Nov 1, 20172Nov 2, 20173Nov 5, 20175
-15.91%Nov 6, 20173Nov 8, 20172Nov 10, 20175

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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