BJRI vs. BTC-USD
BJRI (BJ's Restaurants, Inc.) is a stock, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, BJRI returned -0.60%/yr vs 59.71%/yr for BTC-USD. At a 0.07 correlation, their price movements are largely independent.
Performance
BJRI vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, BJRI achieves a 8.88% return, which is significantly higher than BTC-USD's -27.60% return. Over the past 10 years, BJRI has underperformed BTC-USD with an annualized return of -0.60%, while BTC-USD has yielded a comparatively higher 59.71% annualized return.
BJRI
- 1D
- -2.17%
- 1M
- 12.07%
- YTD
- 8.88%
- 6M
- 14.25%
- 1Y
- -4.54%
- 3Y*
- 12.06%
- 5Y*
- -3.63%
- 10Y*
- -0.60%
BTC-USD
- 1D
- -1.08%
- 1M
- -21.71%
- YTD
- -27.60%
- 6M
- -31.22%
- 1Y
- -39.53%
- 3Y*
- 35.01%
- 5Y*
- 12.25%
- 10Y*
- 59.71%
BJRI vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BJRI BJ's Restaurants, Inc. | 8.88% | 12.14% | -2.43% | 36.50% | -23.65% | -10.24% | 1.84% | -24.08% | 40.05% | -7.05% |
BTC-USD Bitcoin | -27.60% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
Correlation
The correlation between BJRI and BTC-USD is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Sep 20, 2012 | 0.07 |
The correlation between BJRI and BTC-USD shifts across timeframes, from 0.07 (all time) to 0.20 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
BJRI vs. BTC-USD — Risk / Return Rank
BJRI
BTC-USD
BJRI vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BJ's Restaurants, Inc. (BJRI) 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.
| BJRI | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.81 | ||
| Sortino ratioReturn per unit of downside risk | +1.43 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 0.87 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | -0.12 | -0.80 | +0.68 |
| Martin ratioReturn relative to average drawdown | -0.22 | -1.39 | +1.18 |
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
| BJRI | BTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.11 | -0.92 | +0.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.08 | 0.23 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.01 | 0.88 | -0.89 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 1.13 | -1.01 |
Drawdowns
BJRI vs. BTC-USD - Drawdown Comparison
The maximum BJRI drawdown since its inception was -91.21%, 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 BJRI and BTC-USD.
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Drawdown Indicators
| BJRI | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.21% | -85.30% | -5.91% |
Max Drawdown (1Y)Largest decline over 1 year | -38.67% | -49.65% | +10.98% |
Max Drawdown (3Y)Largest decline over 3 years | -41.61% | -49.65% | +8.04% |
Max Drawdown (5Y)Largest decline over 5 years | -63.55% | -76.67% | +13.12% |
Max Drawdown (10Y)Largest decline over 10 years | -91.21% | -83.80% | -7.41% |
Current DrawdownCurrent decline from peak | -42.32% | -49.21% | +6.89% |
Average DrawdownAverage peak-to-trough decline | -37.10% | -42.28% | +5.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.94% | 33.87% | -12.93% |
Volatility
BJRI vs. BTC-USD - Volatility Comparison
BJ's Restaurants, Inc. (BJRI) has a higher volatility of 10.70% compared to Bitcoin (BTC-USD) at 10.14%. This indicates that BJRI'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
| BJRI | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.70% | 10.14% | +0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 24.82% | 34.17% | -9.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.74% | 35.51% | +5.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.68% | 44.98% | +1.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 53.65% | 56.69% | -3.04% |
Frequently Asked Questions
BJRI and BTC-USD have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BJRI has higher volatility (10.70%) compared to BTC-USD (10.14%). In terms of maximum drawdown, BJRI dropped -91.21% vs BTC-USD's -85.30%.
BJRI currently has the higher Sharpe Ratio (-0.11 vs -0.92), 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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