PortfoliosLab logoPortfoliosLab logo
ABNB vs. BTCO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ABNB vs. BTCO - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, ABNB achieves a -0.95% return, which is significantly higher than BTCO's -27.65% return.


ABNB

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

BTCO

1D
5.10%
1M
-20.91%
YTD
-27.65%
6M
-30.32%
1Y
-39.40%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ABNB vs. BTCO - Yearly Performance Comparison


2026 (YTD)20252024
ABNB
Airbnb, Inc.
-0.95%3.28%-5.77%
BTCO
Invesco Galaxy Bitcoin ETF
-27.65%-6.58%100.54%

Correlation

The correlation between ABNB and BTCO 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 (All Time)
Calculated using the full available price history since Jan 12, 2024

0.25

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

ABNB vs. BTCO — 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

BTCO
BTCO Risk / Return Rank: 22
Overall Rank
BTCO Sharpe Ratio Rank: 22
Sharpe Ratio Rank
BTCO Sortino Ratio Rank: 22
Sortino Ratio Rank
BTCO Omega Ratio Rank: 33
Omega Ratio Rank
BTCO Calmar Ratio Rank: 33
Calmar Ratio Rank
BTCO Martin Ratio Rank: 22
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. BTCO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Airbnb, Inc. (ABNB) and Invesco Galaxy Bitcoin ETF (BTCO). 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.


ABNBBTCODifference
Sharpe ratioReturn per unit of total volatility

+0.74

Sortino ratioReturn per unit of downside risk

+1.23

Omega ratioGain probability vs. loss probability

1.00

0.86

+0.14

Calmar ratioReturn relative to maximum drawdown

-0.21

-0.76

+0.55

Martin ratioReturn relative to average drawdown

-0.44

-1.36

+0.92

ABNB vs. BTCO - Sharpe Ratio Comparison

The current ABNB Sharpe Ratio is -0.15, which is higher than the BTCO Sharpe Ratio of -0.90. The chart below compares the historical Sharpe Ratios of ABNB and BTCO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


ABNBBTCODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.15

-0.90

+0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.03

0.27

-0.30

Drawdowns

ABNB vs. BTCO - Drawdown Comparison

The maximum ABNB drawdown since its inception was -61.96%, which is greater than BTCO's maximum drawdown of -52.05%. Use the drawdown chart below to compare losses from any high point for ABNB and BTCO.


Loading charts...

Drawdown Indicators


ABNBBTCODifference

Max Drawdown

Largest peak-to-trough decline

-61.96%

-52.05%

-9.91%

Max Drawdown (1Y)

Largest decline over 1 year

-21.54%

-52.05%

+30.51%

Max Drawdown (3Y)

Largest decline over 3 years

-37.16%

Max Drawdown (5Y)

Largest decline over 5 years

-60.19%

Current Drawdown

Current decline from peak

-38.00%

-49.60%

+11.60%

Average Drawdown

Average peak-to-trough decline

-36.14%

-16.12%

-20.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.03%

28.93%

-18.90%

Volatility

ABNB vs. BTCO - Volatility Comparison

The current volatility for Airbnb, Inc. (ABNB) is 7.87%, while Invesco Galaxy Bitcoin ETF (BTCO) has a volatility of 11.78%. This indicates that ABNB experiences smaller price fluctuations and is considered to be less risky than BTCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ABNBBTCODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.87%

11.78%

-3.91%

Volatility (6M)

Calculated over the trailing 6-month period

22.48%

34.52%

-12.04%

Volatility (1Y)

Calculated over the trailing 1-year period

28.94%

44.10%

-15.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.76%

49.90%

-6.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

45.99%

49.90%

-3.91%

Dividends

ABNB vs. BTCO - Dividend Comparison

Neither ABNB nor BTCO has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ABNB and BTCO 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.

BTCO has higher volatility (11.78%) compared to ABNB (7.87%). In terms of maximum drawdown, ABNB dropped -61.96% vs BTCO's -52.05%.

ABNB currently has the higher Sharpe Ratio (-0.15 vs -0.90), 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

Find the right allocation for ABNB and BTCO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer