ABDN.L vs. BTC-USD
Compare and contrast key facts about Abrdn plc (ABDN.L) and Bitcoin (BTC-USD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ABDN.L or BTC-USD.
Key characteristics
| ABDN.L | BTC-USD | |
|---|---|---|
| YTD Return | 3.59% | 59.97% |
| 1Y Return | 14.52% | 137.94% |
| 3Y Return (Ann) | -5.50% | 3.18% |
| 5Y Return (Ann) | -2.33% | 53.35% |
| 10Y Return (Ann) | 1.94% | 67.47% |
| Sharpe Ratio | 0.54 | 1.54 |
| Sortino Ratio | 0.94 | 2.21 |
| Omega Ratio | 1.11 | 1.22 |
| Calmar Ratio | 0.34 | 1.20 |
| Martin Ratio | 1.40 | 6.46 |
| Ulcer Index | 11.24% | 13.07% |
| Daily Std Dev | 28.87% | 43.55% |
| Max Drawdown | -58.94% | -93.07% |
| Current Drawdown | -30.98% | -7.49% |
Correlation
The correlation between ABDN.L and BTC-USD is 0.05, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
ABDN.L vs. BTC-USD - Performance Comparison
In the year-to-date period, ABDN.L achieves a 3.59% return, which is significantly lower than BTC-USD's 59.97% return. Over the past 10 years, ABDN.L has underperformed BTC-USD with an annualized return of 1.94%, while BTC-USD has yielded a comparatively higher 67.47% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
ABDN.L vs. BTC-USD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Abrdn plc (ABDN.L) 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.
Drawdowns
ABDN.L vs. BTC-USD - Drawdown Comparison
The maximum ABDN.L drawdown since its inception was -58.94%, smaller than the maximum BTC-USD drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for ABDN.L and BTC-USD. For additional features, visit the drawdowns tool.
Volatility
ABDN.L vs. BTC-USD - Volatility Comparison
The current volatility for Abrdn plc (ABDN.L) is 9.97%, while Bitcoin (BTC-USD) has a volatility of 10.96%. This indicates that ABDN.L 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.