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ADE.DE vs. BTC-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ADE.DE and BTC-USD is 0.19, 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

ADE.DE vs. BTC-USD - Performance Comparison

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

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Key characteristics

Sharpe Ratio

ADE.DE:

-0.49

BTC-USD:

1.13

Sortino Ratio

ADE.DE:

-0.25

BTC-USD:

2.85

Omega Ratio

ADE.DE:

0.97

BTC-USD:

1.30

Calmar Ratio

ADE.DE:

-0.39

BTC-USD:

2.03

Martin Ratio

ADE.DE:

-0.83

BTC-USD:

9.98

Ulcer Index

ADE.DE:

31.01%

BTC-USD:

11.19%

Daily Std Dev

ADE.DE:

61.77%

BTC-USD:

41.36%

Max Drawdown

ADE.DE:

-81.65%

BTC-USD:

-93.18%

Current Drawdown

ADE.DE:

-48.52%

BTC-USD:

-5.40%

Returns By Period

In the year-to-date period, ADE.DE achieves a -14.12% return, which is significantly lower than BTC-USD's 13.07% return.


ADE.DE

YTD

-14.12%

1M

19.27%

6M

-25.52%

1Y

-30.30%

3Y*

11.14%

5Y*

8.52%

10Y*

N/A

BTC-USD

YTD

13.07%

1M

12.14%

6M

8.39%

1Y

54.53%

3Y*

49.33%

5Y*

61.22%

10Y*

85.17%

*Annualized

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Bitcoin Group SE

Bitcoin

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

ADE.DE vs. BTC-USD — Risk-Adjusted Performance Rank

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

ADE.DE
The Risk-Adjusted Performance Rank of ADE.DE is 2727
Overall Rank
The Sharpe Ratio Rank of ADE.DE is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of ADE.DE is 2828
Sortino Ratio Rank
The Omega Ratio Rank of ADE.DE is 2929
Omega Ratio Rank
The Calmar Ratio Rank of ADE.DE is 2626
Calmar Ratio Rank
The Martin Ratio Rank of ADE.DE is 3131
Martin Ratio Rank

BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 8989
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 8787
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8686
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 9393
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 9191
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.

ADE.DE vs. BTC-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bitcoin Group SE (ADE.DE) 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 ADE.DE Sharpe Ratio is -0.49, which is lower than the BTC-USD Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of ADE.DE 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Drawdowns

ADE.DE vs. BTC-USD - Drawdown Comparison

The maximum ADE.DE drawdown since its inception was -81.65%, smaller than the maximum BTC-USD drawdown of -93.18%. Use the drawdown chart below to compare losses from any high point for ADE.DE and BTC-USD.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

ADE.DE vs. BTC-USD - Volatility Comparison

Bitcoin Group SE (ADE.DE) has a higher volatility of 13.89% compared to Bitcoin (BTC-USD) at 10.22%. This indicates that ADE.DE'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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