1YD.DE vs. BTC-USD
1YD.DE (Broadcom Inc) is a stock, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 5 years, 1YD.DE returned 88.23%/yr vs 12.04%/yr for BTC-USD. At a 0.10 correlation, their price movements are largely independent.
Performance
1YD.DE vs. BTC-USD - Performance Comparison
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Different Trading Currencies
1YD.DE is traded in EUR, while BTC-USD is traded in USD. To make them comparable, the BTC-USD values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, 1YD.DE achieves a 16.47% return, which is significantly higher than BTC-USD's -27.22% return.
1YD.DE
- 1D
- 0.45%
- 1M
- -3.82%
- YTD
- 16.47%
- 6M
- 0.39%
- 1Y
- 58.61%
- 3Y*
- 81.98%
- 5Y*
- 88.23%
- 10Y*
- —
BTC-USD
- 1D
- -1.24%
- 1M
- -20.32%
- YTD
- -27.22%
- 6M
- -30.41%
- 1Y
- -41.51%
- 3Y*
- 30.08%
- 5Y*
- 12.04%
- 10Y*
- 59.28%
1YD.DE vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
1YD.DE Broadcom Inc | 16.47% | 32.12% | 144.32% | 152.44% | 22.68% | 142.94% | 114.40% | 23.83% |
BTC-USD Bitcoin | -27.22% | -17.40% | 136.59% | 145.80% | -61.85% | 71.33% | 271.22% | -14.64% |
Correlation
The correlation between 1YD.DE and BTC-USD is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Oct 14, 2019 | 0.10 |
The correlation between 1YD.DE and BTC-USD shifts across timeframes, from 0.09 (3 years) to 0.19 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
1YD.DE vs. BTC-USD — Risk / Return Rank
1YD.DE
BTC-USD
1YD.DE vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Broadcom Inc (1YD.DE) and Bitcoin (BTC-USD). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| 1YD.DE | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.37 | ||
| Sortino ratioReturn per unit of downside risk | +3.26 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 0.85 | +0.41 |
| Calmar ratioReturn relative to maximum drawdown | 2.38 | -0.83 | +3.20 |
| Martin ratioReturn relative to average drawdown | 5.30 | -1.45 | +6.75 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| 1YD.DE | BTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.40 | -0.97 | +2.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 2.06 | 0.22 | +1.84 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.88 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.10 | 1.14 | +0.96 |
Drawdowns
1YD.DE vs. BTC-USD - Drawdown Comparison
The maximum 1YD.DE drawdown since its inception was -46.15%, smaller than the maximum BTC-USD drawdown of -83.05%. Use the drawdown chart below to compare losses from any high point for 1YD.DE and BTC-USD.
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Drawdown Indicators
| 1YD.DE | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.15% | -83.05% | +36.90% |
Max Drawdown (1Y)Largest decline over 1 year | -26.41% | -50.24% | +23.83% |
Max Drawdown (3Y)Largest decline over 3 years | -44.21% | -50.24% | +6.03% |
Max Drawdown (5Y)Largest decline over 5 years | -44.21% | -73.60% | +29.39% |
Max Drawdown (10Y)Largest decline over 10 years | — | -82.51% | — |
Current DrawdownCurrent decline from peak | -17.72% | -49.08% | +31.36% |
Average DrawdownAverage peak-to-trough decline | -5.87% | -40.00% | +34.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.86% | 34.25% | -22.39% |
Volatility
1YD.DE vs. BTC-USD - Volatility Comparison
Broadcom Inc (1YD.DE) has a higher volatility of 21.25% compared to Bitcoin (BTC-USD) at 11.36%. This indicates that 1YD.DE's price experiences larger fluctuations and is considered to be riskier than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 1YD.DE | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.25% | 11.36% | +9.89% |
Volatility (6M)Calculated over the trailing 6-month period | 34.46% | 34.70% | -0.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.98% | 35.43% | +9.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.15% | 44.96% | -2.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.07% | 56.01% | -12.94% |
Frequently Asked Questions
1YD.DE and BTC-USD have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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