BSM vs. BTC-USD
Compare and contrast key facts about Black Stone Minerals, L.P. (BSM) and Bitcoin (BTC-USD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BSM or BTC-USD.
Key characteristics
| BSM | BTC-USD | |
|---|---|---|
| YTD Return | 5.29% | 114.32% |
| 1Y Return | -3.14% | 154.90% |
| 3Y Return (Ann) | 21.38% | 11.43% |
| 5Y Return (Ann) | 14.67% | 60.55% |
| Sharpe Ratio | -0.12 | 1.07 |
| Sortino Ratio | -0.04 | 1.78 |
| Omega Ratio | 1.00 | 1.17 |
| Calmar Ratio | -0.13 | 0.91 |
| Martin Ratio | -0.26 | 4.39 |
| Ulcer Index | 8.18% | 13.18% |
| Daily Std Dev | 18.00% | 44.55% |
| Max Drawdown | -75.58% | -93.07% |
| Current Drawdown | -5.99% | 0.00% |
Correlation
The correlation between BSM and BTC-USD is 0.06, 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.
Performance
BSM vs. BTC-USD - Performance Comparison
In the year-to-date period, BSM achieves a 5.29% return, which is significantly lower than BTC-USD's 114.32% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
BSM vs. BTC-USD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Black Stone Minerals, L.P. (BSM) 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.
Drawdowns
BSM vs. BTC-USD - Drawdown Comparison
The maximum BSM drawdown since its inception was -75.58%, smaller than the maximum BTC-USD drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for BSM and BTC-USD. For additional features, visit the drawdowns tool.
Volatility
BSM vs. BTC-USD - Volatility Comparison
The current volatility for Black Stone Minerals, L.P. (BSM) is 4.22%, while Bitcoin (BTC-USD) has a volatility of 15.70%. This indicates that BSM experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.