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ABDN.L vs. BTC-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ABDN.L and BTC-USD is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

ABDN.L vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Abrdn plc (ABDN.L) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

ABDN.L:

0.36

BTC-USD:

1.35

Sortino Ratio

ABDN.L:

0.58

BTC-USD:

2.98

Omega Ratio

ABDN.L:

1.08

BTC-USD:

1.31

Calmar Ratio

ABDN.L:

0.19

BTC-USD:

2.29

Martin Ratio

ABDN.L:

0.71

BTC-USD:

10.94

Ulcer Index

ABDN.L:

12.26%

BTC-USD:

11.22%

Daily Std Dev

ABDN.L:

33.18%

BTC-USD:

42.42%

Max Drawdown

ABDN.L:

-58.94%

BTC-USD:

-93.07%

Current Drawdown

ABDN.L:

-32.49%

BTC-USD:

-2.74%

Returns By Period

In the year-to-date period, ABDN.L achieves a 16.26% return, which is significantly higher than BTC-USD's 10.50% return. Over the past 10 years, ABDN.L has underperformed BTC-USD with an annualized return of -1.99%, while BTC-USD has yielded a comparatively higher 83.33% annualized return.


ABDN.L

YTD

16.26%

1M

26.92%

6M

19.47%

1Y

12.04%

5Y*

0.93%

10Y*

-1.99%

BTC-USD

YTD

10.50%

1M

25.03%

6M

34.88%

1Y

63.75%

5Y*

63.84%

10Y*

83.33%

*Annualized

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Risk-Adjusted Performance

ABDN.L vs. BTC-USD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ABDN.L
The Risk-Adjusted Performance Rank of ABDN.L is 5959
Overall Rank
The Sharpe Ratio Rank of ABDN.L is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of ABDN.L is 5454
Sortino Ratio Rank
The Omega Ratio Rank of ABDN.L is 5454
Omega Ratio Rank
The Calmar Ratio Rank of ABDN.L is 6161
Calmar Ratio Rank
The Martin Ratio Rank of ABDN.L is 6161
Martin Ratio Rank

BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 9393
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 9292
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 9090
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 9595
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 9292
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.

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.


The current ABDN.L Sharpe Ratio is 0.36, which is lower than the BTC-USD Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of ABDN.L and BTC-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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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.


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Volatility

ABDN.L vs. BTC-USD - Volatility Comparison


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