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BBAI vs. BTC-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between BBAI and BTC-USD is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.2

Performance

BBAI vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BigBear.ai Holdings, Inc. (BBAI) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

-100.00%-50.00%0.00%50.00%NovemberDecember2025FebruaryMarchApril
-64.09%
59.07%
BBAI
BTC-USD

Key characteristics

Sharpe Ratio

BBAI:

0.82

BTC-USD:

2.03

Sortino Ratio

BBAI:

2.15

BTC-USD:

2.63

Omega Ratio

BBAI:

1.23

BTC-USD:

1.27

Calmar Ratio

BBAI:

1.17

BTC-USD:

1.83

Martin Ratio

BBAI:

3.37

BTC-USD:

9.11

Ulcer Index

BBAI:

31.58%

BTC-USD:

11.34%

Daily Std Dev

BBAI:

130.30%

BTC-USD:

42.81%

Max Drawdown

BBAI:

-95.01%

BTC-USD:

-93.07%

Current Drawdown

BBAI:

-72.18%

BTC-USD:

-11.50%

Returns By Period

In the year-to-date period, BBAI achieves a -20.67% return, which is significantly lower than BTC-USD's 0.55% return.


BBAI

YTD

-20.67%

1M

10.66%

6M

122.01%

1Y

112.65%

5Y*

N/A

10Y*

N/A

BTC-USD

YTD

0.55%

1M

8.10%

6M

40.97%

1Y

45.69%

5Y*

65.05%

10Y*

82.80%

*Annualized

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Risk-Adjusted Performance

BBAI vs. BTC-USD — Risk-Adjusted Performance Rank

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

BBAI
The Risk-Adjusted Performance Rank of BBAI is 8383
Overall Rank
The Sharpe Ratio Rank of BBAI is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of BBAI is 8888
Sortino Ratio Rank
The Omega Ratio Rank of BBAI is 8181
Omega Ratio Rank
The Calmar Ratio Rank of BBAI is 8787
Calmar Ratio Rank
The Martin Ratio Rank of BBAI is 8181
Martin Ratio Rank

BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 9191
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 8686
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8888
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 9494
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 9393
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BBAI vs. BTC-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BigBear.ai Holdings, Inc. (BBAI) 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.


The chart of Sharpe ratio for BBAI, currently valued at 2.32, compared to the broader market-2.00-1.000.001.002.003.00
BBAI: 2.32
BTC-USD: 1.90
The chart of Sortino ratio for BBAI, currently valued at 3.26, compared to the broader market-6.00-4.00-2.000.002.004.00
BBAI: 3.26
BTC-USD: 2.52
The chart of Omega ratio for BBAI, currently valued at 1.35, compared to the broader market0.501.001.502.00
BBAI: 1.35
BTC-USD: 1.26
The chart of Calmar ratio for BBAI, currently valued at 2.60, compared to the broader market0.001.002.003.004.005.00
BBAI: 2.60
BTC-USD: 1.68
The chart of Martin ratio for BBAI, currently valued at 9.91, compared to the broader market-5.000.005.0010.0015.0020.00
BBAI: 9.91
BTC-USD: 8.51

The current BBAI Sharpe Ratio is 0.82, which is lower than the BTC-USD Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of BBAI and BTC-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.002.004.006.008.0010.0012.00NovemberDecember2025FebruaryMarchApril
2.32
1.90
BBAI
BTC-USD

Drawdowns

BBAI vs. BTC-USD - Drawdown Comparison

The maximum BBAI drawdown since its inception was -95.01%, roughly equal to the maximum BTC-USD drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for BBAI and BTC-USD. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-72.18%
-11.50%
BBAI
BTC-USD

Volatility

BBAI vs. BTC-USD - Volatility Comparison

BigBear.ai Holdings, Inc. (BBAI) has a higher volatility of 34.70% compared to Bitcoin (BTC-USD) at 16.24%. This indicates that BBAI'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.


10.00%20.00%30.00%40.00%50.00%60.00%NovemberDecember2025FebruaryMarchApril
34.70%
16.24%
BBAI
BTC-USD