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 18.48%/yr vs 56.92%/yr for BTC-USD. At a 0.08 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 -4.25% return, which is significantly higher than BTC-USD's -31.91% return. Over the past 10 years, AU has underperformed BTC-USD with an annualized return of 18.48%, while BTC-USD has yielded a comparatively higher 56.92% annualized return.
AU
- 1D
- 0.95%
- 1M
- -17.63%
- YTD
- -4.25%
- 6M
- -9.18%
- 1Y
- 80.24%
- 3Y*
- 57.57%
- 5Y*
- 36.97%
- 10Y*
- 18.48%
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%
AU vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AU AngloGold Ashanti Limited | -4.25% | 288.18% | 25.43% | -2.68% | -5.09% | -4.87% | 1.90% | 78.89% | 23.96% | -2.23% |
BTC-USD Bitcoin | -31.91% | -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 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Oct 10, 2012 | 0.08 |
The correlation between AU and BTC-USD shifts across timeframes, from 0.08 (all time) to 0.24 (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.
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.
| AU | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.41 | ||
| Sortino ratioReturn per unit of downside risk | +3.39 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 0.84 | +0.40 |
| Calmar ratioReturn relative to maximum drawdown | 2.18 | -0.85 | +3.03 |
| Martin ratioReturn relative to average drawdown | 5.41 | -1.45 | +6.86 |
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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 | -37.03% | -52.23% | +15.20% |
Max Drawdown (3Y)Largest decline over 3 years | -37.03% | -52.23% | +15.20% |
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 | -36.34% | -52.23% | +15.89% |
Average DrawdownAverage peak-to-trough decline | -46.05% | -42.42% | -3.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.88% | 31.57% | -16.69% |
Volatility
AU vs. BTC-USD - Volatility Comparison
AngloGold Ashanti Limited (AU) has a higher volatility of 19.34% compared to Bitcoin (BTC-USD) at 12.44%. 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 | 19.34% | 12.44% | +6.90% |
Volatility (6M)Calculated over the trailing 6-month period | 47.45% | 34.75% | +12.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 58.91% | 35.63% | +23.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 49.35% | 44.15% | +5.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.84% | 56.40% | -6.56% |
Frequently Asked Questions
AU and BTC-USD have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AU has higher volatility (19.34%) compared to BTC-USD (12.44%). In terms of maximum drawdown, AU dropped -90.12% vs BTC-USD's -85.30%.
AU currently has the higher Sharpe Ratio (1.37 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.
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