ARBK vs. BTC-USD
Compare and contrast key facts about Argo Blockchain plc (ARBK) and Bitcoin (BTC-USD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ARBK or BTC-USD.
Performance
ARBK vs. BTC-USD - Performance Comparison
Returns By Period
In the year-to-date period, ARBK achieves a -70.05% return, which is significantly lower than BTC-USD's 133.06% return.
ARBK
-70.05%
-5.88%
-18.25%
-0.88%
N/A
N/A
BTC-USD
133.06%
46.23%
45.01%
163.15%
67.83%
74.47%
Key characteristics
| ARBK | BTC-USD | |
|---|---|---|
| Sharpe Ratio | -0.01 | 1.09 |
| Sortino Ratio | 1.07 | 1.80 |
| Omega Ratio | 1.12 | 1.18 |
| Calmar Ratio | -0.02 | 0.94 |
| Martin Ratio | -0.03 | 5.10 |
| Ulcer Index | 60.03% | 11.65% |
| Daily Std Dev | 137.29% | 44.23% |
| Max Drawdown | -98.14% | -93.07% |
| Current Drawdown | -94.55% | 0.00% |
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Correlation
The correlation between ARBK and BTC-USD is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
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.
Drawdowns
ARBK vs. BTC-USD - Drawdown Comparison
The maximum ARBK drawdown since its inception was -98.14%, 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.
Volatility
ARBK vs. BTC-USD - Volatility Comparison
Argo Blockchain plc (ARBK) has a higher volatility of 35.05% compared to Bitcoin (BTC-USD) at 16.79%. 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.