BSV-USD vs. BTC-USD
BSV-USD (BitcoinSV) and BTC-USD (Bitcoin) are both cryptocurrencies. Over the past 5 years, BSV-USD returned -38.01%/yr vs 10.61%/yr for BTC-USD. Their 0.64 correlation means they have sometimes moved together and sometimes differently.
Performance
BSV-USD vs. BTC-USD - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with BSV-USD having a -27.03% return and BTC-USD slightly lower at -27.75%.
BSV-USD
- 1D
- 1.13%
- 1M
- -11.14%
- 6M
- -17.58%
- YTD
- -27.03%
- 1Y
- -50.10%
- 3Y*
- -29.24%
- 5Y*
- -38.01%
- 10Y*
- —
- ALL TIME*
- -22.25%
BTC-USD
- 1D
- 0.72%
- 1M
- 1.12%
- 6M
- -17.79%
- YTD
- -27.75%
- 1Y
- -43.83%
- 3Y*
- 29.40%
- 5Y*
- 10.61%
- 10Y*
- 59.66%
- ALL TIME*
- 87.16%
Liquidity Comparison
BSV-USD vs. BTC-USD - Yearly Performance Comparison
Correlation
The correlation between BSV-USD and BTC-USD is 0.58, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.58 |
Correlation (3Y) Balances recent behavior with more history. | 0.64 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.65 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2018 | 0.64 |
The correlation between BSV-USD and BTC-USD has been stable across timeframes, ranging from 0.58 to 0.65 - a consistent structural relationship.
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Return for Risk
BSV-USD vs. BTC-USD — Risk / Return Rank
BSV-USD
BTC-USD
BSV-USD vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BitcoinSV (BSV-USD) 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.
| BSV-USD | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.28 | ||
| Sortino ratioReturn per unit of downside risk | +0.46 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 0.85 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.79 | -0.83 | +0.04 |
| Martin ratioReturn relative to average drawdown | -1.21 | -1.27 | +0.06 |
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Drawdowns
BSV-USD vs. BTC-USD - Drawdown Comparison
The maximum BSV-USD drawdown since its inception was -97.53%, 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 BSV-USD and BTC-USD.
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Drawdown Indicators
| BSV-USD | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.53% | -85.30% | -12.23% |
Max Drawdown (1Y)Largest decline over 1 year | -63.69% | -53.08% | -10.61% |
Max Drawdown (3Y)Largest decline over 3 years | -90.64% | -53.08% | -37.56% |
Max Drawdown (5Y)Largest decline over 5 years | -94.42% | -76.67% | -17.75% |
Max Drawdown (10Y)Largest decline over 10 years | — | -83.80% | — |
Current DrawdownCurrent decline from peak | -97.13% | -49.31% | -47.82% |
Average DrawdownAverage peak-to-trough decline | -75.45% | -42.73% | -32.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 29.15% | 24.94% | +4.21% |
Volatility
BSV-USD vs. BTC-USD - Volatility Comparison
BitcoinSV (BSV-USD) has a higher volatility of 16.15% compared to Bitcoin (BTC-USD) at 8.45%. This indicates that BSV-USD'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
| BSV-USD | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.15% | 8.45% | +7.70% |
Volatility (6M)Calculated over the trailing 6-month period | 48.05% | 33.72% | +14.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.35% | 35.86% | +20.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 74.08% | 43.65% | +30.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 108.10% | 56.22% | +51.88% |
Frequently Asked Questions
BSV-USD and BTC-USD have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BSV-USD has higher volatility (16.15%) compared to BTC-USD (8.45%). In terms of maximum drawdown, BSV-USD dropped -97.53% vs BTC-USD's -85.30%.
BSV-USD currently has the higher Sharpe Ratio (-0.74 vs -1.02), 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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