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AVUV vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

AVUV vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis US Small Cap Value ETF (AVUV) 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, AVUV achieves a 22.92% return, which is significantly higher than BTC-USD's -25.13% return.


AVUV

1D
-0.62%
1M
2.11%
6M
15.52%
YTD
22.92%
1Y
34.78%
3Y*
17.14%
5Y*
13.17%
10Y*
ALL TIME*
16.12%

BTC-USD

1D
1.28%
1M
2.00%
6M
-29.23%
YTD
-25.13%
1Y
-44.16%
3Y*
29.87%
5Y*
15.31%
10Y*
58.50%
ALL TIME*
89.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AVUV vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
AVUV
Avantis US Small Cap Value ETF
22.92%7.44%9.28%22.82%-4.91%42.20%6.43%8.54%
BTC-USD
Bitcoin
-25.13%-6.27%120.76%155.82%-64.23%59.40%304.57%-15.08%

Correlation

The correlation between AVUV and BTC-USD is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

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

0.26

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

0.29

Correlation (All Time)
Calculated using the full available price history since Sep 26, 2019

0.24

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Return for Risk

AVUV vs. BTC-USD — Risk / Return Rank

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

AVUV
AVUV Risk / Return Rank: 8686
Overall Rank
AVUV Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
AVUV Sortino Ratio Rank: 8585
Sortino Ratio Rank
AVUV Omega Ratio Rank: 8181
Omega Ratio Rank
AVUV Calmar Ratio Rank: 9292
Calmar Ratio Rank
AVUV Martin Ratio Rank: 8686
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 4040
Overall Rank
BTC-USD Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 4545
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 4545
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 6161
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 3030
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.

AVUV vs. BTC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis US Small Cap Value ETF (AVUV) 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.


AVUVBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+3.07

Sortino ratioReturn per unit of downside risk

+4.48

Omega ratioGain probability vs. loss probability

1.36

0.85

+0.51

Calmar ratioReturn relative to maximum drawdown

4.39

-0.83

+5.23

Martin ratioReturn relative to average drawdown

13.09

-1.32

+14.41

AVUV vs. BTC-USD - Sharpe Ratio Comparison

The current AVUV Sharpe Ratio is 2.04, which is higher than the BTC-USD Sharpe Ratio of -1.03. The chart below compares the historical Sharpe Ratios of AVUV 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

AVUV vs. BTC-USD - Drawdown Comparison

The maximum AVUV drawdown since its inception was -49.42%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for AVUV and BTC-USD.


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Drawdown Indicators


AVUVBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-49.42%

-85.30%

+35.88%

Max Drawdown (1Y)

Largest decline over 1 year

-7.95%

-53.08%

+45.13%

Max Drawdown (3Y)

Largest decline over 3 years

-28.79%

-53.08%

+24.29%

Max Drawdown (5Y)

Largest decline over 5 years

-28.79%

-76.67%

+47.88%

Max Drawdown (10Y)

Largest decline over 10 years

-83.80%

Current Drawdown

Current decline from peak

-1.27%

-47.48%

+46.21%

Average Drawdown

Average peak-to-trough decline

-7.82%

-42.61%

+34.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.66%

27.88%

-25.22%

Volatility

AVUV vs. BTC-USD - Volatility Comparison

The current volatility for Avantis US Small Cap Value ETF (AVUV) is 2.66%, while Bitcoin (BTC-USD) has a volatility of 9.37%. This indicates that AVUV 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


AVUVBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.66%

9.37%

-6.71%

Volatility (6M)

Calculated over the trailing 6-month period

11.10%

34.93%

-23.83%

Volatility (1Y)

Calculated over the trailing 1-year period

17.14%

35.76%

-18.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.45%

43.93%

-21.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.08%

56.33%

-28.25%

Frequently Asked Questions


AVUV and BTC-USD have a correlation of 0.28, 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 (9.37%) compared to AVUV (2.66%). In terms of maximum drawdown, AVUV dropped -49.42% vs BTC-USD's -85.30%.

AVUV currently has the higher Sharpe Ratio (2.04 vs -1.03), 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

Find the right allocation for AVUV and BTC-USD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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