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ARBK vs. BTC-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ARBK and BTC-USD is 0.36, 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.


-0.50.00.51.0
Correlation: 0.4

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.

-100.00%-50.00%0.00%50.00%100.00%NovemberDecember2025FebruaryMarchApril
-97.63%
109.25%
ARBK
BTC-USD

Key characteristics

Sharpe Ratio

ARBK:

-0.73

BTC-USD:

2.03

Sortino Ratio

ARBK:

-1.21

BTC-USD:

2.63

Omega Ratio

ARBK:

0.87

BTC-USD:

1.27

Calmar Ratio

ARBK:

-0.76

BTC-USD:

1.83

Martin Ratio

ARBK:

-1.51

BTC-USD:

9.11

Ulcer Index

ARBK:

49.52%

BTC-USD:

11.34%

Daily Std Dev

ARBK:

101.86%

BTC-USD:

42.81%

Max Drawdown

ARBK:

-98.48%

BTC-USD:

-93.07%

Current Drawdown

ARBK:

-98.07%

BTC-USD:

-11.50%

Returns By Period

In the year-to-date period, ARBK achieves a -29.73% return, which is significantly lower than BTC-USD's 0.55% return.


ARBK

YTD

-29.73%

1M

2.24%

6M

-64.55%

1Y

-73.88%

5Y*

N/A

10Y*

N/A

BTC-USD

YTD

0.55%

1M

8.10%

6M

40.97%

1Y

45.69%

5Y*

65.05%

10Y*

82.80%

*Annualized

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Risk-Adjusted Performance

ARBK vs. BTC-USD — Risk-Adjusted Performance Rank

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

ARBK
The Risk-Adjusted Performance Rank of ARBK is 1010
Overall Rank
The Sharpe Ratio Rank of ARBK is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of ARBK is 99
Sortino Ratio Rank
The Omega Ratio Rank of ARBK is 1313
Omega Ratio Rank
The Calmar Ratio Rank of ARBK is 77
Calmar Ratio Rank
The Martin Ratio Rank of ARBK is 88
Martin Ratio Rank

BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 9191
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 8686
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8888
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 9494
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 9393
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.

ARBK vs. BTC-USD - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for ARBK, currently valued at -0.81, compared to the broader market-2.00-1.000.001.002.003.00
ARBK: -0.81
BTC-USD: 1.90
The chart of Sortino ratio for ARBK, currently valued at -1.61, compared to the broader market-6.00-4.00-2.000.002.004.00
ARBK: -1.61
BTC-USD: 2.52
The chart of Omega ratio for ARBK, currently valued at 0.83, compared to the broader market0.501.001.502.00
ARBK: 0.83
BTC-USD: 1.26
The chart of Calmar ratio for ARBK, currently valued at -0.76, compared to the broader market0.001.002.003.004.005.00
ARBK: -0.76
BTC-USD: 1.68
The chart of Martin ratio for ARBK, currently valued at -1.54, compared to the broader market-5.000.005.0010.0015.0020.00
ARBK: -1.54
BTC-USD: 8.51

The current ARBK Sharpe Ratio is -0.73, which is lower than the BTC-USD Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of ARBK 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
-0.81
1.90
ARBK
BTC-USD

Drawdowns

ARBK vs. BTC-USD - Drawdown Comparison

The maximum ARBK drawdown since its inception was -98.48%, which is greater than BTC-USD's maximum drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for ARBK and BTC-USD. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-98.07%
-11.50%
ARBK
BTC-USD

Volatility

ARBK vs. BTC-USD - Volatility Comparison

Argo Blockchain plc (ARBK) has a higher volatility of 24.29% compared to Bitcoin (BTC-USD) at 16.24%. 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.


10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
24.29%
16.24%
ARBK
BTC-USD