AAPL vs. BTC-USD
AAPL (Apple Inc) is a stock, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, AAPL returned 29.71%/yr vs 56.82%/yr for BTC-USD. At a 0.08 correlation, their price movements are largely independent.
Performance
AAPL vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, AAPL achieves a 8.48% return, which is significantly higher than BTC-USD's -31.78% return. Over the past 10 years, AAPL has underperformed BTC-USD with an annualized return of 29.71%, while BTC-USD has yielded a comparatively higher 56.82% annualized return.
AAPL
- 1D
- 1.73%
- 1M
- -3.89%
- YTD
- 8.48%
- 6M
- 8.48%
- 1Y
- 42.21%
- 3Y*
- 15.45%
- 5Y*
- 16.63%
- 10Y*
- 29.71%
BTC-USD
- 1D
- 2.00%
- 1M
- -16.29%
- YTD
- -31.78%
- 6M
- -31.78%
- 1Y
- -43.53%
- 3Y*
- 24.93%
- 5Y*
- 12.04%
- 10Y*
- 56.82%
AAPL vs. BTC-USD - Yearly Performance Comparison
Correlation
The correlation between AAPL and BTC-USD is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Oct 16, 2012 | 0.08 |
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Return for Risk
AAPL vs. BTC-USD — Risk / Return Rank
AAPL
BTC-USD
AAPL vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Apple Inc (AAPL) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AAPL | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.80 | ||
| Sortino ratioReturn per unit of downside risk | +3.99 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 0.85 | +0.48 |
| Calmar ratioReturn relative to maximum drawdown | 3.07 | -0.82 | +3.89 |
| Martin ratioReturn relative to average drawdown | 7.31 | -1.39 | +8.70 |
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Drawdowns
AAPL vs. BTC-USD - Drawdown Comparison
The maximum AAPL drawdown since its inception was -81.80%, roughly equal to the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for AAPL and BTC-USD.
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Drawdown Indicators
| AAPL | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.80% | -85.30% | +3.50% |
Max Drawdown (1Y)Largest decline over 1 year | -13.80% | -53.08% | +39.28% |
Max Drawdown (3Y)Largest decline over 3 years | -33.36% | -53.08% | +19.72% |
Max Drawdown (5Y)Largest decline over 5 years | -33.36% | -76.67% | +43.31% |
Max Drawdown (10Y)Largest decline over 10 years | -38.52% | -83.80% | +45.28% |
Current DrawdownCurrent decline from peak | -6.61% | -52.14% | +45.53% |
Average DrawdownAverage peak-to-trough decline | -29.57% | -42.47% | +12.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.79% | 32.43% | -26.64% |
Volatility
AAPL vs. BTC-USD - Volatility Comparison
The current volatility for Apple Inc (AAPL) is 10.27%, while Bitcoin (BTC-USD) has a volatility of 12.69%. This indicates that AAPL experiences smaller price fluctuations and is considered to be less risky 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
| AAPL | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.27% | 12.69% | -2.42% |
Volatility (6M)Calculated over the trailing 6-month period | 18.30% | 34.87% | -16.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.74% | 35.71% | -11.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.73% | 44.01% | -16.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.01% | 56.37% | -27.36% |
Frequently Asked Questions
AAPL and BTC-USD have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTC-USD has higher volatility (12.69%) compared to AAPL (10.27%). In terms of maximum drawdown, AAPL dropped -81.80% vs BTC-USD's -85.30%.
AAPL currently has the higher Sharpe Ratio (1.79 vs -1.01), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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