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

Performance

ALMU vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aeluma, Inc (ALMU) 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, ALMU achieves a 46.77% return, which is significantly higher than BTC-USD's -25.06% return.


ALMU

1D
1.45%
1M
1.37%
YTD
46.77%
6M
38.84%
1Y
88.27%
3Y*
113.21%
5Y*
10Y*

BTC-USD

1D
2.42%
1M
-17.06%
YTD
-25.06%
6M
-25.64%
1Y
-37.83%
3Y*
36.87%
5Y*
10.30%
10Y*
55.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ALMU vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)2025202420232022
ALMU
Aeluma, Inc
46.77%124.44%163.79%38.10%5.00%
BTC-USD
Bitcoin
-25.06%-6.27%120.76%155.82%-2.06%

Correlation

The correlation between ALMU and BTC-USD is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

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

0.12

Correlation (All Time)
Calculated using the full available price history since Nov 16, 2022

0.11

The correlation between ALMU and BTC-USD shifts across timeframes, from 0.11 (all time) to 0.21 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

ALMU vs. BTC-USD — Risk / Return Rank

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

ALMU
ALMU Risk / Return Rank: 6262
Overall Rank
ALMU Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
ALMU Sortino Ratio Rank: 6767
Sortino Ratio Rank
ALMU Omega Ratio Rank: 6565
Omega Ratio Rank
ALMU Calmar Ratio Rank: 6161
Calmar Ratio Rank
ALMU Martin Ratio Rank: 5959
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 3636
Overall Rank
BTC-USD Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3636
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3535
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 5353
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 3535
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.

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

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


ALMUBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+1.24

Sortino ratioReturn per unit of downside risk

+2.70

Omega ratioGain probability vs. loss probability

1.18

0.88

+0.30

Calmar ratioReturn relative to maximum drawdown

0.85

-0.74

+1.59

Martin ratioReturn relative to average drawdown

1.62

-1.28

+2.90

ALMU vs. BTC-USD - Sharpe Ratio Comparison

The current ALMU Sharpe Ratio is 0.36, which is higher than the BTC-USD Sharpe Ratio of -0.88. The chart below compares the historical Sharpe Ratios of ALMU 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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Drawdowns

ALMU vs. BTC-USD - Drawdown Comparison

The maximum ALMU drawdown since its inception was -55.37%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for ALMU and BTC-USD.


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Drawdown Indicators


ALMUBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-55.37%

-85.30%

+29.93%

Max Drawdown (1Y)

Largest decline over 1 year

-55.37%

-51.21%

-4.16%

Max Drawdown (3Y)

Largest decline over 3 years

-55.37%

-51.21%

-4.16%

Max Drawdown (5Y)

Largest decline over 5 years

-76.67%

Max Drawdown (10Y)

Largest decline over 10 years

-83.80%

Current Drawdown

Current decline from peak

-19.97%

-47.43%

+27.46%

Average Drawdown

Average peak-to-trough decline

-23.50%

-42.37%

+18.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

29.25%

35.28%

-6.03%

Volatility

ALMU vs. BTC-USD - Volatility Comparison

Aeluma, Inc (ALMU) has a higher volatility of 44.76% compared to Bitcoin (BTC-USD) at 12.10%. This indicates that ALMU'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


ALMUBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

44.76%

12.10%

+32.66%

Volatility (6M)

Calculated over the trailing 6-month period

95.20%

34.64%

+60.56%

Volatility (1Y)

Calculated over the trailing 1-year period

130.67%

35.63%

+95.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

123.75%

44.55%

+79.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

123.75%

56.61%

+67.14%

Frequently Asked Questions


ALMU and BTC-USD have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ALMU has higher volatility (44.76%) compared to BTC-USD (12.10%). In terms of maximum drawdown, ALMU dropped -55.37% vs BTC-USD's -85.30%.

ALMU currently has the higher Sharpe Ratio (0.36 vs -0.88), 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 ALMU and BTC-USD

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

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