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

Performance

BMR vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Beamr Imaging Ltd. Ordinary Share (BMR) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

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BMR vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023
BMR
Beamr Imaging Ltd. Ordinary Share
-10.83%-68.09%239.31%-60.27%
BTC-USD
Bitcoin
-21.63%-6.27%120.76%82.71%

Returns By Period

In the year-to-date period, BMR achieves a -10.83% return, which is significantly higher than BTC-USD's -21.63% return.


BMR

1D
0.72%
1M
-17.65%
YTD
-10.83%
6M
-54.10%
1Y
-39.13%
3Y*
-11.06%
5Y*
10Y*

BTC-USD

1D
0.51%
1M
-0.38%
YTD
-21.63%
6M
-42.21%
1Y
-19.49%
3Y*
34.49%
5Y*
3.06%
10Y*
66.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

BMR vs. BTC-USD — Risk / Return Rank

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

BMR
BMR Risk / Return Rank: 2020
Overall Rank
BMR Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
BMR Sortino Ratio Rank: 1919
Sortino Ratio Rank
BMR Omega Ratio Rank: 2020
Omega Ratio Rank
BMR Calmar Ratio Rank: 2323
Calmar Ratio Rank
BMR Martin Ratio Rank: 2424
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 4343
Overall Rank
BTC-USD Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 5555
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 5151
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 4343
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 44
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.

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

This table presents a comparison of risk-adjusted performance metrics for Beamr Imaging Ltd. Ordinary Share (BMR) 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.


BMRBTC-USDDifference

Sharpe ratio

Return per unit of total volatility

-0.54

-0.44

-0.09

Sortino ratio

Return per unit of downside risk

-0.49

-0.38

-0.11

Omega ratio

Gain probability vs. loss probability

0.95

0.96

-0.01

Calmar ratio

Return relative to maximum drawdown

-0.54

-1.11

+0.57

Martin ratio

Return relative to average drawdown

-0.95

-1.99

+1.04

BMR vs. BTC-USD - Sharpe Ratio Comparison

The current BMR Sharpe Ratio is -0.54, which is comparable to the BTC-USD Sharpe Ratio of -0.44. The chart below compares the historical Sharpe Ratios of BMR 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.


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Sharpe Ratios by Period


BMRBTC-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.54

-0.44

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.97

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.11

1.19

-1.30

Correlation

The correlation between BMR and BTC-USD is 0.15, 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.


Drawdowns

BMR vs. BTC-USD - Drawdown Comparison

The maximum BMR drawdown since its inception was -91.80%, 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 BMR and BTC-USD.


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Drawdown Indicators


BMRBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-91.80%

-85.30%

-6.50%

Max Drawdown (1Y)

Largest decline over 1 year

-67.73%

-49.65%

-18.08%

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

-91.30%

-45.02%

-46.28%

Average Drawdown

Average peak-to-trough decline

-71.27%

-41.99%

-29.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

38.36%

27.60%

+10.76%

Volatility

BMR vs. BTC-USD - Volatility Comparison

Beamr Imaging Ltd. Ordinary Share (BMR) has a higher volatility of 16.76% compared to Bitcoin (BTC-USD) at 13.58%. This indicates that BMR'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


BMRBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.76%

13.58%

+3.18%

Volatility (6M)

Calculated over the trailing 6-month period

48.66%

35.98%

+12.68%

Volatility (1Y)

Calculated over the trailing 1-year period

73.36%

36.76%

+36.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

248.16%

46.90%

+201.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

248.16%

56.70%

+191.46%