BSV-USD vs. BTC-USD
BSV-USD (BitcoinSV) and BTC-USD (Bitcoin) are both cryptocurrencies. Over the past 5 years, BSV-USD returned -41.70%/yr vs 11.35%/yr for BTC-USD. A 0.64 correlation means they provide meaningful diversification when combined.
Performance
BSV-USD vs. BTC-USD - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both investments are quite close, with BSV-USD having a -30.67% return and BTC-USD slightly higher at -29.97%.
BSV-USD
- 1D
- -12.27%
- 1M
- -26.92%
- YTD
- -30.67%
- 6M
- -41.17%
- 1Y
- -61.95%
- 3Y*
- -27.40%
- 5Y*
- -41.70%
- 10Y*
- —
BTC-USD
- 1D
- -3.97%
- 1M
- -24.76%
- YTD
- -29.97%
- 6M
- -31.42%
- 1Y
- -39.67%
- 3Y*
- 31.02%
- 5Y*
- 11.35%
- 10Y*
- 59.37%
BSV-USD vs. BTC-USD - Yearly Performance Comparison
Correlation
The correlation between BSV-USD and BTC-USD is 0.57, 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 | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Nov 10, 2018 | 0.64 |
The correlation between BSV-USD and BTC-USD has been stable across timeframes, ranging from 0.57 to 0.66 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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.
| BSV-USD | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.08 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 0.87 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | -0.95 | -0.78 | -0.17 |
| Martin ratioReturn relative to average drawdown | -1.46 | -1.39 | -0.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| BSV-USD | BTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.87 | -0.93 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.46 | 0.21 | -0.67 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.87 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.16 | 1.13 | -1.28 |
Drawdowns
BSV-USD vs. BTC-USD - Drawdown Comparison
The maximum BSV-USD drawdown since its inception was -97.27%, 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.
Loading charts...
Drawdown Indicators
| BSV-USD | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.27% | -85.30% | -11.97% |
Max Drawdown (1Y)Largest decline over 1 year | -65.43% | -50.87% | -14.56% |
Max Drawdown (3Y)Largest decline over 3 years | -89.64% | -50.87% | -38.77% |
Max Drawdown (5Y)Largest decline over 5 years | -93.82% | -76.67% | -17.15% |
Max Drawdown (10Y)Largest decline over 10 years | — | -83.80% | — |
Current DrawdownCurrent decline from peak | -97.27% | -50.87% | -46.40% |
Average DrawdownAverage peak-to-trough decline | -75.01% | -42.29% | -32.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 38.57% | 34.02% | +4.55% |
Volatility
BSV-USD vs. BTC-USD - Volatility Comparison
BitcoinSV (BSV-USD) has a higher volatility of 18.45% compared to Bitcoin (BTC-USD) at 10.54%. 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.
Loading charts...
Volatility by Period
| BSV-USD | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.45% | 10.54% | +7.91% |
Volatility (6M)Calculated over the trailing 6-month period | 48.44% | 34.26% | +14.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 59.53% | 35.65% | +23.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 74.76% | 44.98% | +29.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 108.84% | 56.70% | +52.14% |
Frequently Asked Questions
BSV-USD and BTC-USD have a correlation of 0.57, 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 (18.45%) compared to BTC-USD (10.54%). In terms of maximum drawdown, BSV-USD dropped -97.27% vs BTC-USD's -85.30%.
BSV-USD currently has the higher Sharpe Ratio (-0.87 vs -0.93), 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.
Find the right allocation for BSV-USD and BTC-USD
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer