AU vs. BTC-USD
AU (AngloGold Ashanti Limited) is a stock, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, AU returned 21.36%/yr vs 60.98%/yr for BTC-USD. At a 0.07 correlation, their price movements are largely independent.
Performance
AU vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, AU achieves a 10.85% return, which is significantly higher than BTC-USD's -23.17% return. Over the past 10 years, AU has underperformed BTC-USD with an annualized return of 21.36%, while BTC-USD has yielded a comparatively higher 60.98% annualized return.
AU
- 1D
- -0.25%
- 1M
- 0.23%
- YTD
- 10.85%
- 6M
- 12.73%
- 1Y
- 104.39%
- 3Y*
- 60.30%
- 5Y*
- 35.72%
- 10Y*
- 21.36%
BTC-USD
- 1D
- 0.85%
- 1M
- -14.42%
- YTD
- -23.17%
- 6M
- -26.37%
- 1Y
- -36.52%
- 3Y*
- 35.33%
- 5Y*
- 12.77%
- 10Y*
- 60.98%
AU vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AU AngloGold Ashanti Limited | 10.85% | 288.18% | 25.43% | -2.68% | -5.09% | -4.87% | 1.90% | 78.89% | 23.96% | -2.23% |
BTC-USD Bitcoin | -23.17% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
Correlation
The correlation between AU and BTC-USD is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Sep 19, 2012 | 0.07 |
The correlation between AU and BTC-USD shifts across timeframes, from 0.07 (all time) to 0.20 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
AU vs. BTC-USD — Risk / Return Rank
AU
BTC-USD
AU vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AngloGold Ashanti Limited (AU) 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.
| AU | BTC-USD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.84 | -0.85 | +2.69 |
Sortino ratioReturn per unit of downside risk | 2.24 | -1.14 | +3.38 |
Omega ratioGain probability vs. loss probability | 1.29 | 0.88 | +0.41 |
Calmar ratioReturn relative to maximum drawdown | 3.31 | -1.07 | +4.38 |
Martin ratioReturn relative to average drawdown | 9.42 | -1.57 | +11.00 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AU | BTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.84 | -0.85 | +2.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.24 | +0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.89 | -0.46 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 1.14 | -0.99 |
Drawdowns
AU vs. BTC-USD - Drawdown Comparison
The maximum AU drawdown since its inception was -90.12%, 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 AU and BTC-USD.
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Drawdown Indicators
| AU | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.12% | -85.30% | -4.82% |
Max Drawdown (1Y)Largest decline over 1 year | -36.59% | -49.65% | +13.06% |
Max Drawdown (3Y)Largest decline over 3 years | -38.86% | -49.65% | +10.79% |
Max Drawdown (5Y)Largest decline over 5 years | -51.75% | -76.67% | +24.92% |
Max Drawdown (10Y)Largest decline over 10 years | -67.91% | -83.80% | +15.89% |
Current DrawdownCurrent decline from peak | -26.30% | -46.10% | +19.80% |
Average DrawdownAverage peak-to-trough decline | -46.09% | -42.27% | -3.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.87% | 33.71% | -20.84% |
Volatility
AU vs. BTC-USD - Volatility Comparison
AngloGold Ashanti Limited (AU) has a higher volatility of 19.79% compared to Bitcoin (BTC-USD) at 9.90%. This indicates that AU'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
| AU | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.79% | 9.90% | +9.89% |
Volatility (6M)Calculated over the trailing 6-month period | 44.71% | 33.98% | +10.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 57.57% | 35.37% | +22.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 48.87% | 45.01% | +3.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.66% | 56.68% | -7.02% |
Frequently Asked Questions
AU and BTC-USD have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AU has higher volatility (19.79%) compared to BTC-USD (9.90%). In terms of maximum drawdown, AU dropped -90.12% vs BTC-USD's -85.30%.
AU currently has the higher Sharpe Ratio (1.84 vs -0.85), 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.
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