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

Performance

ARBK vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Argo Blockchain plc (ARBK) 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, ARBK achieves a -2.93% return, which is significantly higher than BTC-USD's -31.91% return.


ARBK

1D
0.30%
1M
-7.02%
YTD
-2.93%
6M
-11.73%
1Y
819.44%
3Y*
27.42%
5Y*
10Y*

BTC-USD

1D
-2.31%
1M
-21.43%
YTD
-31.91%
6M
-31.66%
1Y
-44.53%
3Y*
25.32%
5Y*
13.04%
10Y*
56.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ARBK vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ARBK
Argo Blockchain plc
-2.93%503.54%-84.89%246.30%-91.12%-18.99%
BTC-USD
Bitcoin
-31.91%-6.27%120.76%155.82%-64.23%6.05%

Correlation

The correlation between ARBK and BTC-USD is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

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

0.39

Correlation (All Time)
Calculated using the full available price history since Sep 23, 2021

0.39

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Return for Risk

ARBK vs. BTC-USD — Risk / Return Rank

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

ARBK
ARBK Risk / Return Rank: 8888
Overall Rank
ARBK Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
ARBK Sortino Ratio Rank: 100100
Sortino Ratio Rank
ARBK Omega Ratio Rank: 100100
Omega Ratio Rank
ARBK Calmar Ratio Rank: 9898
Calmar Ratio Rank
ARBK Martin Ratio Rank: 9595
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 2121
Overall Rank
BTC-USD Sharpe Ratio Rank: 66
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 2828
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 2626
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 3636
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 77
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.

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

This table presents a comparison of risk-adjusted performance metrics for Argo Blockchain plc (ARBK) 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.


ARBKBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+1.21

Sortino ratioReturn per unit of downside risk

+50.66

Omega ratioGain probability vs. loss probability

6.85

0.84

+6.01

Calmar ratioReturn relative to maximum drawdown

10.02

-0.85

+10.87

Martin ratioReturn relative to average drawdown

17.09

-1.45

+18.54

ARBK vs. BTC-USD - Sharpe Ratio Comparison

The current ARBK Sharpe Ratio is 0.17, which is higher than the BTC-USD Sharpe Ratio of -1.04. The chart below compares the historical Sharpe Ratios of ARBK 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

ARBK vs. BTC-USD - Drawdown Comparison

The maximum ARBK drawdown since its inception was -99.31%, which is greater than BTC-USD's maximum drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for ARBK and BTC-USD.


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Drawdown Indicators


ARBKBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-99.31%

-85.30%

-14.01%

Max Drawdown (1Y)

Largest decline over 1 year

-82.59%

-52.23%

-30.36%

Max Drawdown (3Y)

Largest decline over 3 years

-96.52%

-52.23%

-44.29%

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

-83.90%

-52.23%

-31.67%

Average Drawdown

Average peak-to-trough decline

-84.02%

-42.42%

-41.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

48.32%

31.57%

+16.75%

Volatility

ARBK vs. BTC-USD - Volatility Comparison

Argo Blockchain plc (ARBK) has a higher volatility of 18.87% compared to Bitcoin (BTC-USD) at 12.44%. This indicates that ARBK'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


ARBKBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.87%

12.44%

+6.43%

Volatility (6M)

Calculated over the trailing 6-month period

64.89%

34.75%

+30.14%

Volatility (1Y)

Calculated over the trailing 1-year period

4,741.92%

35.63%

+4,706.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2,182.34%

44.15%

+2,138.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2,182.34%

56.40%

+2,125.94%

Frequently Asked Questions


ARBK and BTC-USD have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ARBK has higher volatility (18.87%) compared to BTC-USD (12.44%). In terms of maximum drawdown, ARBK dropped -99.31% vs BTC-USD's -85.30%.

ARBK currently has the higher Sharpe Ratio (0.17 vs -1.04), 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 ARBK 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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