AAPL vs. BTC-USD
AAPL (Apple Inc) is a stock, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, AAPL returned 29.85%/yr vs 59.37%/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 13.26% return, which is significantly higher than BTC-USD's -29.97% return. Over the past 10 years, AAPL has underperformed BTC-USD with an annualized return of 29.85%, while BTC-USD has yielded a comparatively higher 59.37% annualized return.
AAPL
- 1D
- -1.25%
- 1M
- 7.00%
- YTD
- 13.26%
- 6M
- 10.45%
- 1Y
- 53.80%
- 3Y*
- 20.25%
- 5Y*
- 20.16%
- 10Y*
- 29.85%
BTC-USD
- 1D
- -3.97%
- 1M
- -24.76%
- YTD
- -29.97%
- 6M
- -31.42%
- 1Y
- -39.67%
- 3Y*
- 31.02%
- 5Y*
- 11.35%
- 10Y*
- 59.37%
AAPL vs. BTC-USD - Yearly Performance Comparison
Correlation
The correlation between AAPL and BTC-USD is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
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 Sep 21, 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.
| AAPL | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.35 | ||
| Sortino ratioReturn per unit of downside risk | +4.68 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 0.87 | +0.57 |
| Calmar ratioReturn relative to maximum drawdown | 3.92 | -0.78 | +4.70 |
| Martin ratioReturn relative to average drawdown | 9.86 | -1.39 | +11.25 |
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
| AAPL | BTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.42 | -0.93 | +3.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.21 | +0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.04 | 0.87 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 1.13 | -0.68 |
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% | -50.87% | +37.07% |
Max Drawdown (3Y)Largest decline over 3 years | -33.36% | -50.87% | +17.51% |
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 | -2.49% | -50.87% | +48.38% |
Average DrawdownAverage peak-to-trough decline | -29.61% | -42.29% | +12.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.47% | 34.02% | -28.55% |
Volatility
AAPL vs. BTC-USD - Volatility Comparison
The current volatility for Apple Inc (AAPL) is 5.23%, while Bitcoin (BTC-USD) has a volatility of 10.54%. 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 | 5.23% | 10.54% | -5.31% |
Volatility (6M)Calculated over the trailing 6-month period | 15.92% | 34.26% | -18.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.35% | 35.65% | -13.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.45% | 44.98% | -17.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.89% | 56.70% | -27.81% |
Frequently Asked Questions
AAPL and BTC-USD have a correlation of 0.17, 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 (10.54%) compared to AAPL (5.23%). In terms of maximum drawdown, AAPL dropped -81.80% vs BTC-USD's -85.30%.
AAPL currently has the higher Sharpe Ratio (2.42 vs -0.93), 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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