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

Correlation

The correlation between BMR and BTC-USD is 0.07, 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.


-0.50.00.51.00.1

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.

-40.00%-20.00%0.00%20.00%40.00%60.00%80.00%SeptemberOctoberNovemberDecember2025February
-17.79%
60.04%
BMR
BTC-USD

Key characteristics

Sharpe Ratio

BMR:

-0.61

BTC-USD:

1.34

Sortino Ratio

BMR:

-0.86

BTC-USD:

2.05

Omega Ratio

BMR:

0.91

BTC-USD:

1.20

Calmar Ratio

BMR:

-0.83

BTC-USD:

1.07

Martin Ratio

BMR:

-1.04

BTC-USD:

7.63

Ulcer Index

BMR:

66.81%

BTC-USD:

8.59%

Daily Std Dev

BMR:

107.41%

BTC-USD:

43.77%

Max Drawdown

BMR:

-84.09%

BTC-USD:

-93.07%

Current Drawdown

BMR:

-81.04%

BTC-USD:

-8.96%

Returns By Period

In the year-to-date period, BMR achieves a -38.01% return, which is significantly lower than BTC-USD's 3.43% return.


BMR

YTD

-38.01%

1M

-21.19%

6M

-19.95%

1Y

-75.40%

5Y*

N/A

10Y*

N/A

BTC-USD

YTD

3.43%

1M

-5.27%

6M

57.97%

1Y

84.83%

5Y*

58.41%

10Y*

82.48%

*Annualized

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Risk-Adjusted Performance

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

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

BMR
The Risk-Adjusted Performance Rank of BMR is 1414
Overall Rank
The Sharpe Ratio Rank of BMR is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of BMR is 1313
Sortino Ratio Rank
The Omega Ratio Rank of BMR is 1616
Omega Ratio Rank
The Calmar Ratio Rank of BMR is 44
Calmar Ratio Rank
The Martin Ratio Rank of BMR is 2121
Martin Ratio Rank

BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 8585
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 8484
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8383
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 8787
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 8989
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.

BMR vs. BTC-USD - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for BMR, currently valued at -0.55, compared to the broader market-2.000.002.00-0.551.34
The chart of Sortino ratio for BMR, currently valued at -0.56, compared to the broader market-4.00-2.000.002.004.006.00-0.562.05
The chart of Omega ratio for BMR, currently valued at 0.94, compared to the broader market0.501.001.502.000.941.20
The chart of Calmar ratio for BMR, currently valued at -0.83, compared to the broader market0.002.004.006.00-0.831.07
The chart of Martin ratio for BMR, currently valued at -1.55, compared to the broader market0.0010.0020.0030.00-1.557.63
BMR
BTC-USD

The current BMR Sharpe Ratio is -0.61, which is lower than the BTC-USD Sharpe Ratio of 1.34. 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
-0.55
1.34
BMR
BTC-USD

Drawdowns

BMR vs. BTC-USD - Drawdown Comparison

The maximum BMR drawdown since its inception was -84.09%, smaller than the maximum BTC-USD drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for BMR and BTC-USD. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-81.04%
-8.96%
BMR
BTC-USD

Volatility

BMR vs. BTC-USD - Volatility Comparison

Beamr Imaging Ltd. Ordinary Share (BMR) has a higher volatility of 21.68% compared to Bitcoin (BTC-USD) at 9.78%. 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.


10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2025February
21.68%
9.78%
BMR
BTC-USD
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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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