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ABNB vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

ABNB vs. BTC-USD - Performance Comparison

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

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Returns By Period

In the year-to-date period, ABNB achieves a -0.95% return, which is significantly higher than BTC-USD's -28.54% return.


ABNB

1D
0.67%
1M
-4.99%
YTD
-0.95%
6M
10.18%
1Y
-4.42%
3Y*
4.48%
5Y*
-1.48%
10Y*

BTC-USD

1D
-1.22%
1M
-22.47%
YTD
-28.54%
6M
-31.02%
1Y
-40.89%
3Y*
33.16%
5Y*
10.82%
10Y*
59.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ABNB vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
ABNB
Airbnb, Inc.
-0.95%3.28%-3.47%59.23%-48.65%13.41%1.44%
BTC-USD
Bitcoin
-28.54%-6.27%120.76%155.82%-64.23%59.40%58.82%

Correlation

The correlation between ABNB and BTC-USD is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.15

Correlation (3Y)
Calculated over the trailing 3-year period

0.18

Correlation (5Y)
Calculated over the trailing 5-year period

0.23

Correlation (All Time)
Calculated using the full available price history since Dec 11, 2020

0.21

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Return for Risk

ABNB vs. BTC-USD — Risk / Return Rank

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

ABNB
ABNB Risk / Return Rank: 3333
Overall Rank
ABNB Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
ABNB Sortino Ratio Rank: 3131
Sortino Ratio Rank
ABNB Omega Ratio Rank: 3131
Omega Ratio Rank
ABNB Calmar Ratio Rank: 3636
Calmar Ratio Rank
ABNB Martin Ratio Rank: 3434
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 2828
Overall Rank
BTC-USD Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3333
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3333
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 4646
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 1616
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ABNB vs. BTC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Airbnb, Inc. (ABNB) 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.


ABNBBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+0.80

Sortino ratioReturn per unit of downside risk

+1.34

Omega ratioGain probability vs. loss probability

1.00

0.86

+0.14

Calmar ratioReturn relative to maximum drawdown

-0.21

-0.80

+0.59

Martin ratioReturn relative to average drawdown

-0.44

-1.42

+0.98

ABNB vs. BTC-USD - Sharpe Ratio Comparison

The current ABNB Sharpe Ratio is -0.15, which is higher than the BTC-USD Sharpe Ratio of -0.95. The chart below compares the historical Sharpe Ratios of ABNB and BTC-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ABNBBTC-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.15

-0.95

+0.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

0.20

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.03

1.13

-1.16

Drawdowns

ABNB vs. BTC-USD - Drawdown Comparison

The maximum ABNB drawdown since its inception was -61.96%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for ABNB and BTC-USD.


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Drawdown Indicators


ABNBBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-61.96%

-85.30%

+23.34%

Max Drawdown (1Y)

Largest decline over 1 year

-21.54%

-51.21%

+29.67%

Max Drawdown (3Y)

Largest decline over 3 years

-37.16%

-51.21%

+14.05%

Max Drawdown (5Y)

Largest decline over 5 years

-60.19%

-76.67%

+16.48%

Max Drawdown (10Y)

Largest decline over 10 years

-83.80%

Current Drawdown

Current decline from peak

-38.00%

-49.86%

+11.86%

Average Drawdown

Average peak-to-trough decline

-36.14%

-42.32%

+6.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.03%

34.46%

-24.43%

Volatility

ABNB vs. BTC-USD - Volatility Comparison

The current volatility for Airbnb, Inc. (ABNB) is 7.87%, while Bitcoin (BTC-USD) has a volatility of 11.59%. This indicates that ABNB 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


ABNBBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.87%

11.59%

-3.72%

Volatility (6M)

Calculated over the trailing 6-month period

22.48%

34.53%

-12.05%

Volatility (1Y)

Calculated over the trailing 1-year period

28.94%

35.67%

-6.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.76%

44.95%

-1.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

45.99%

56.71%

-10.72%

Frequently Asked Questions


ABNB and BTC-USD have a correlation of 0.15, 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 (11.59%) compared to ABNB (7.87%). In terms of maximum drawdown, ABNB dropped -61.96% vs BTC-USD's -85.30%.

ABNB currently has the higher Sharpe Ratio (-0.15 vs -0.95), 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.

Portfolio Optimizer

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