ADBE vs. BTC-USD
ADBE (Adobe Inc) is a stock, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, ADBE returned 7.72%/yr vs 57.23%/yr for BTC-USD. At a 0.09 correlation, their price movements are largely independent.
Performance
ADBE vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, ADBE achieves a -41.71% return, which is significantly lower than BTC-USD's -26.27% return. Over the past 10 years, ADBE has underperformed BTC-USD with an annualized return of 7.72%, while BTC-USD has yielded a comparatively higher 57.23% annualized return.
ADBE
- 1D
- -6.76%
- 1M
- -13.92%
- YTD
- -41.71%
- 6M
- -42.76%
- 1Y
- -47.91%
- 3Y*
- -24.76%
- 5Y*
- -17.73%
- 10Y*
- 7.72%
BTC-USD
- 1D
- 1.71%
- 1M
- -20.43%
- YTD
- -26.27%
- 6M
- -28.52%
- 1Y
- -39.20%
- 3Y*
- 36.94%
- 5Y*
- 9.74%
- 10Y*
- 57.23%
ADBE vs. BTC-USD - Yearly Performance Comparison
Correlation
The correlation between ADBE and BTC-USD is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 2012 | 0.09 |
The correlation between ADBE and BTC-USD shifts across timeframes, from 0.08 (1 year) to 0.20 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
ADBE vs. BTC-USD — Risk / Return Rank
ADBE
BTC-USD
ADBE vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Adobe Inc (ADBE) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ADBE | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.53 | ||
| Sortino ratioReturn per unit of downside risk | -1.05 | ||
| Omega ratioGain probability vs. loss probability | 0.73 | 0.87 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | -1.03 | -0.77 | -0.27 |
| Martin ratioReturn relative to average drawdown | -1.99 | -1.33 | -0.66 |
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Drawdowns
ADBE vs. BTC-USD - Drawdown Comparison
The maximum ADBE drawdown since its inception was -79.89%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for ADBE and BTC-USD.
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Drawdown Indicators
| ADBE | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.89% | -85.30% | +5.41% |
Max Drawdown (1Y)Largest decline over 1 year | -49.21% | -51.21% | +2.00% |
Max Drawdown (3Y)Largest decline over 3 years | -67.86% | -51.21% | -16.65% |
Max Drawdown (5Y)Largest decline over 5 years | -70.36% | -76.67% | +6.31% |
Max Drawdown (10Y)Largest decline over 10 years | -70.36% | -83.80% | +13.44% |
Current DrawdownCurrent decline from peak | -70.36% | -48.27% | -22.09% |
Average DrawdownAverage peak-to-trough decline | -25.99% | -42.36% | +16.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.31% | 35.16% | -7.85% |
Volatility
ADBE vs. BTC-USD - Volatility Comparison
Adobe Inc (ADBE) has a higher volatility of 16.64% compared to Bitcoin (BTC-USD) at 11.97%. This indicates that ADBE's price experiences larger fluctuations and is considered to be riskier 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
| ADBE | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.64% | 11.97% | +4.67% |
Volatility (6M)Calculated over the trailing 6-month period | 29.17% | 34.64% | -5.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.08% | 35.59% | -0.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.54% | 44.57% | -8.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.48% | 56.61% | -22.13% |
Frequently Asked Questions
ADBE and BTC-USD have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ADBE has higher volatility (16.64%) compared to BTC-USD (11.97%). In terms of maximum drawdown, ADBE dropped -79.89% vs BTC-USD's -85.30%.
BTC-USD currently has the higher Sharpe Ratio (-0.92 vs -1.45), 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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