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ARSUSD=X vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

ARSUSD=X vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Argentine Peso/US Dollar (ARSUSD=X) 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, ARSUSD=X achieves a -0.75% return, which is significantly higher than BTC-USD's -26.78% return. Over the past 10 years, ARSUSD=X has underperformed BTC-USD with an annualized return of -36.96%, while BTC-USD has yielded a comparatively higher 57.78% annualized return.


ARSUSD=X

1D
0.10%
1M
-4.09%
YTD
-0.75%
6M
-0.61%
1Y
-20.13%
3Y*
-42.25%
5Y*
-41.62%
10Y*
-36.96%

BTC-USD

1D
1.32%
1M
-16.41%
YTD
-26.78%
6M
-27.65%
1Y
-36.56%
3Y*
27.78%
5Y*
13.72%
10Y*
57.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ARSUSD=X vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ARSUSD=X
Argentine Peso/US Dollar
-0.75%-28.97%-21.58%-76.48%-43.68%-18.71%-29.51%-37.69%-50.90%-14.85%
BTC-USD
Bitcoin
-26.78%-6.27%120.76%155.82%-64.23%59.40%304.57%94.10%-73.37%1,324.24%

Correlation

The correlation between ARSUSD=X and BTC-USD is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.03

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

0.01

Correlation (5Y)
Calculated over the trailing 5-year period

0.02

Correlation (10Y)
Calculated over the trailing 10-year period

-0.00

Correlation (All Time)
Calculated using the full available price history since Oct 7, 2012

-0.01

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Return for Risk

ARSUSD=X vs. BTC-USD — Risk / Return Rank

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

ARSUSD=X
ARSUSD=X Risk / Return Rank: 1212
Overall Rank
ARSUSD=X Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
ARSUSD=X Sortino Ratio Rank: 1414
Sortino Ratio Rank
ARSUSD=X Omega Ratio Rank: 77
Omega Ratio Rank
ARSUSD=X Calmar Ratio Rank: 88
Calmar Ratio Rank
ARSUSD=X Martin Ratio Rank: 1919
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 3434
Overall Rank
BTC-USD Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3535
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3535
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 4949
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 3434
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.

ARSUSD=X vs. BTC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Argentine Peso/US Dollar (ARSUSD=X) 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.


ARSUSD=XBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

-0.20

Sortino ratioReturn per unit of downside risk

-0.30

Omega ratioGain probability vs. loss probability

0.81

0.88

-0.08

Calmar ratioReturn relative to maximum drawdown

-0.77

-0.71

-0.06

Martin ratioReturn relative to average drawdown

-1.02

-1.20

+0.18

ARSUSD=X vs. BTC-USD - Sharpe Ratio Comparison

The current ARSUSD=X Sharpe Ratio is -1.05, which is comparable to the BTC-USD Sharpe Ratio of -0.85. The chart below compares the historical Sharpe Ratios of ARSUSD=X 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

ARSUSD=X vs. BTC-USD - Drawdown Comparison

The maximum ARSUSD=X drawdown since its inception was -99.80%, 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 ARSUSD=X and BTC-USD.


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Drawdown Indicators


ARSUSD=XBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-99.80%

-85.30%

-14.50%

Max Drawdown (1Y)

Largest decline over 1 year

-21.45%

-51.21%

+29.76%

Max Drawdown (3Y)

Largest decline over 3 years

-81.13%

-51.21%

-29.92%

Max Drawdown (5Y)

Largest decline over 5 years

-93.35%

-76.67%

-16.68%

Max Drawdown (10Y)

Largest decline over 10 years

-99.03%

-83.80%

-15.23%

Current Drawdown

Current decline from peak

-99.80%

-48.63%

-51.17%

Average Drawdown

Average peak-to-trough decline

-67.28%

-42.41%

-24.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.51%

31.17%

-24.66%

Volatility

ARSUSD=X vs. BTC-USD - Volatility Comparison

The current volatility for Argentine Peso/US Dollar (ARSUSD=X) is 2.23%, while Bitcoin (BTC-USD) has a volatility of 12.27%. This indicates that ARSUSD=X experiences smaller price fluctuations and is considered to be less risky 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


ARSUSD=XBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.23%

12.27%

-10.04%

Volatility (6M)

Calculated over the trailing 6-month period

7.28%

34.57%

-27.29%

Volatility (1Y)

Calculated over the trailing 1-year period

15.76%

35.70%

-19.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.27%

44.28%

-4.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.11%

56.43%

-25.32%

Frequently Asked Questions


ARSUSD=X and BTC-USD have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BTC-USD has higher volatility (12.27%) compared to ARSUSD=X (2.23%). In terms of maximum drawdown, ARSUSD=X dropped -99.80% vs BTC-USD's -85.30%.

BTC-USD currently has the higher Sharpe Ratio (-0.85 vs -1.05), 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

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