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BITF vs. VUG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BITF and VUG is 0.39, 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.


-0.50.00.51.00.4

Performance

BITF vs. VUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bitfarms Ltd. (BITF) and Vanguard Growth ETF (VUG). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%JulyAugustSeptemberOctoberNovemberDecember
113.26%
168.39%
BITF
VUG

Key characteristics

Sharpe Ratio

BITF:

-0.37

VUG:

2.28

Sortino Ratio

BITF:

0.01

VUG:

2.96

Omega Ratio

BITF:

1.00

VUG:

1.41

Calmar Ratio

BITF:

-0.42

VUG:

2.97

Martin Ratio

BITF:

-0.93

VUG:

11.72

Ulcer Index

BITF:

37.26%

VUG:

3.29%

Daily Std Dev

BITF:

93.95%

VUG:

16.93%

Max Drawdown

BITF:

-95.72%

VUG:

-50.68%

Current Drawdown

BITF:

-78.24%

VUG:

-0.75%

Returns By Period

In the year-to-date period, BITF achieves a -33.68% return, which is significantly lower than VUG's 36.81% return.


BITF

YTD

-33.68%

1M

-14.22%

6M

-32.75%

1Y

-35.02%

5Y (annualized)

35.28%

10Y (annualized)

N/A

VUG

YTD

36.81%

1M

6.51%

6M

14.02%

1Y

38.39%

5Y (annualized)

19.60%

10Y (annualized)

16.14%

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Risk-Adjusted Performance

BITF vs. VUG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bitfarms Ltd. (BITF) and Vanguard Growth ETF (VUG). 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.


Sharpe ratio
The chart of Sharpe ratio for BITF, currently valued at -0.37, compared to the broader market-4.00-2.000.002.00-0.372.28
The chart of Sortino ratio for BITF, currently valued at 0.01, compared to the broader market-4.00-2.000.002.004.000.012.96
The chart of Omega ratio for BITF, currently valued at 1.00, compared to the broader market0.501.001.502.001.001.41
The chart of Calmar ratio for BITF, currently valued at -0.42, compared to the broader market0.002.004.006.00-0.422.97
The chart of Martin ratio for BITF, currently valued at -0.93, compared to the broader market-10.000.0010.0020.0030.00-0.9311.72
BITF
VUG

The current BITF Sharpe Ratio is -0.37, which is lower than the VUG Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of BITF and VUG, 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.37
2.28
BITF
VUG

Dividends

BITF vs. VUG - Dividend Comparison

BITF has not paid dividends to shareholders, while VUG's dividend yield for the trailing twelve months is around 0.46%.


TTM20232022202120202019201820172016201520142013
BITF
Bitfarms Ltd.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VUG
Vanguard Growth ETF
0.46%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%1.19%

Drawdowns

BITF vs. VUG - Drawdown Comparison

The maximum BITF drawdown since its inception was -95.72%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for BITF and VUG. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-78.24%
-0.75%
BITF
VUG

Volatility

BITF vs. VUG - Volatility Comparison

Bitfarms Ltd. (BITF) has a higher volatility of 24.31% compared to Vanguard Growth ETF (VUG) at 3.88%. This indicates that BITF's price experiences larger fluctuations and is considered to be riskier than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
24.31%
3.88%
BITF
VUG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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