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

Performance

BMNR vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BitMine Immersion Technologies, Inc. (BMNR) 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, BMNR achieves a -40.66% return, which is significantly lower than BTC-USD's -25.06% return.


BMNR

1D
-2.48%
1M
-18.92%
YTD
-40.66%
6M
-53.79%
1Y
224.89%
3Y*
5Y*
10Y*

BTC-USD

1D
2.42%
1M
-17.06%
YTD
-25.06%
6M
-25.64%
1Y
-37.83%
3Y*
36.87%
5Y*
10.30%
10Y*
55.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BMNR vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)2025
BMNR
BitMine Immersion Technologies, Inc.
-40.66%274.59%
BTC-USD
Bitcoin
-25.06%-16.47%

Correlation

The correlation between BMNR and BTC-USD is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.52

Correlation (All Time)
Calculated using the full available price history since Jun 5, 2025

0.50

The correlation between BMNR and BTC-USD has been stable across timeframes, ranging from 0.50 to 0.52 - a consistent structural relationship.

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Return for Risk

BMNR vs. BTC-USD — Risk / Return Rank

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

BMNR
BMNR Risk / Return Rank: 7979
Overall Rank
BMNR Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
BMNR Sortino Ratio Rank: 9999
Sortino Ratio Rank
BMNR Omega Ratio Rank: 9999
Omega Ratio Rank
BMNR Calmar Ratio Rank: 7777
Calmar Ratio Rank
BMNR Martin Ratio Rank: 6666
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 3636
Overall Rank
BTC-USD Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3636
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3535
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 5353
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 3535
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.

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

This table presents a comparison of risk-adjusted performance metrics for BitMine Immersion Technologies, Inc. (BMNR) 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.


BMNRBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+1.15

Sortino ratioReturn per unit of downside risk

+9.42

Omega ratioGain probability vs. loss probability

1.97

0.88

+1.09

Calmar ratioReturn relative to maximum drawdown

2.13

-0.74

+2.87

Martin ratioReturn relative to average drawdown

2.56

-1.28

+3.85

BMNR vs. BTC-USD - Sharpe Ratio Comparison

The current BMNR Sharpe Ratio is 0.26, which is higher than the BTC-USD Sharpe Ratio of -0.88. The chart below compares the historical Sharpe Ratios of BMNR 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

BMNR vs. BTC-USD - Drawdown Comparison

The maximum BMNR drawdown since its inception was -88.41%, roughly equal to the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for BMNR and BTC-USD.


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Drawdown Indicators


BMNRBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-88.41%

-85.30%

-3.11%

Max Drawdown (1Y)

Largest decline over 1 year

-88.41%

-51.21%

-37.20%

Max Drawdown (3Y)

Largest decline over 3 years

-51.21%

Max Drawdown (5Y)

Largest decline over 5 years

-76.67%

Max Drawdown (10Y)

Largest decline over 10 years

-83.80%

Current Drawdown

Current decline from peak

-88.06%

-47.43%

-40.63%

Average Drawdown

Average peak-to-trough decline

-70.84%

-42.37%

-28.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

73.42%

35.28%

+38.14%

Volatility

BMNR vs. BTC-USD - Volatility Comparison

BitMine Immersion Technologies, Inc. (BMNR) has a higher volatility of 22.82% compared to Bitcoin (BTC-USD) at 12.10%. This indicates that BMNR'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


BMNRBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.82%

12.10%

+10.72%

Volatility (6M)

Calculated over the trailing 6-month period

60.99%

34.64%

+26.35%

Volatility (1Y)

Calculated over the trailing 1-year period

717.57%

35.63%

+681.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

710.73%

44.55%

+666.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

710.73%

56.61%

+654.12%

Frequently Asked Questions


BMNR and BTC-USD have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BMNR has higher volatility (22.82%) compared to BTC-USD (12.10%). In terms of maximum drawdown, BMNR dropped -88.41% vs BTC-USD's -85.30%.

BMNR currently has the higher Sharpe Ratio (0.26 vs -0.88), 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

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