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BSV-USD vs. TMFE
Performance
Return for Risk
Drawdowns
Volatility

Performance

BSV-USD vs. TMFE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BitcoinSV (BSV-USD) and The RBB Fund, Inc. - Motley Fool High Capital Efficiency Index ETF (TMFE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BSV-USD achieves a -18.19% return, which is significantly lower than TMFE's 2.12% return.


BSV-USD

1D
-3.10%
1M
-10.52%
YTD
-18.19%
6M
-32.21%
1Y
-58.41%
3Y*
-24.47%
5Y*
-40.42%
10Y*

TMFE

1D
-1.22%
1M
2.21%
YTD
2.12%
6M
1.68%
1Y
8.60%
3Y*
19.08%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSV-USD vs. TMFE - Yearly Performance Comparison


2026 (YTD)2025202420232022
BSV-USD
BitcoinSV
-18.19%-65.61%-47.41%131.66%-65.89%
TMFE
The RBB Fund, Inc. - Motley Fool High Capital Efficiency Index ETF
2.12%11.10%27.95%41.12%-25.84%

Correlation

The correlation between BSV-USD and TMFE is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.19

Correlation (3Y)
Calculated over the trailing 3-year period

0.15

Correlation (All Time)
Calculated using the full available price history since Jan 1, 2022

0.20

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Return for Risk

BSV-USD vs. TMFE — Risk / Return Rank

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

BSV-USD
BSV-USD Risk / Return Rank: 3939
Overall Rank
BSV-USD Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
BSV-USD Sortino Ratio Rank: 3232
Sortino Ratio Rank
BSV-USD Omega Ratio Rank: 2929
Omega Ratio Rank
BSV-USD Calmar Ratio Rank: 6363
Calmar Ratio Rank
BSV-USD Martin Ratio Rank: 4242
Martin Ratio Rank

TMFE
TMFE Risk / Return Rank: 2121
Overall Rank
TMFE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
TMFE Sortino Ratio Rank: 2121
Sortino Ratio Rank
TMFE Omega Ratio Rank: 2020
Omega Ratio Rank
TMFE Calmar Ratio Rank: 1919
Calmar Ratio Rank
TMFE Martin Ratio Rank: 2323
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.

BSV-USD vs. TMFE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BitcoinSV (BSV-USD) and The RBB Fund, Inc. - Motley Fool High Capital Efficiency Index ETF (TMFE). 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-USDTMFEDifference

Sharpe ratio

Return per unit of total volatility

-0.83

0.71

-1.54

Sortino ratio

Return per unit of downside risk

-1.25

1.08

-2.33

Omega ratio

Gain probability vs. loss probability

0.86

1.13

-0.26

Calmar ratio

Return relative to maximum drawdown

-0.97

0.80

-1.77

Martin ratio

Return relative to average drawdown

-1.43

2.99

-4.42

BSV-USD vs. TMFE - Sharpe Ratio Comparison

The current BSV-USD Sharpe Ratio is -0.83, which is lower than the TMFE Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of BSV-USD and TMFE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BSV-USDTMFEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.83

0.71

-1.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.14

0.52

-0.66

Drawdowns

BSV-USD vs. TMFE - Drawdown Comparison

The maximum BSV-USD drawdown since its inception was -97.17%, which is greater than TMFE's maximum drawdown of -31.07%. Use the drawdown chart below to compare losses from any high point for BSV-USD and TMFE.


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Drawdown Indicators


BSV-USDTMFEDifference

Max Drawdown

Largest peak-to-trough decline

-97.17%

-31.07%

-66.10%

Max Drawdown (1Y)

Largest decline over 1 year

-64.17%

-11.30%

-52.87%

Max Drawdown (3Y)

Largest decline over 3 years

-89.27%

-18.81%

-70.46%

Max Drawdown (5Y)

Largest decline over 5 years

-93.60%

Current Drawdown

Current decline from peak

-96.78%

-1.22%

-95.56%

Average Drawdown

Average peak-to-trough decline

-74.99%

-8.27%

-66.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

38.12%

3.02%

+35.10%

Volatility

BSV-USD vs. TMFE - Volatility Comparison

BitcoinSV (BSV-USD) has a higher volatility of 13.81% compared to The RBB Fund, Inc. - Motley Fool High Capital Efficiency Index ETF (TMFE) at 2.78%. This indicates that BSV-USD's price experiences larger fluctuations and is considered to be riskier than TMFE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSV-USDTMFEDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.81%

2.78%

+11.03%

Volatility (6M)

Calculated over the trailing 6-month period

46.79%

9.14%

+37.65%

Volatility (1Y)

Calculated over the trailing 1-year period

58.66%

12.15%

+46.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

74.68%

19.27%

+55.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

108.83%

19.27%

+89.56%

Frequently Asked Questions


BSV-USD and TMFE have a correlation of 0.19, 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 (13.81%) compared to TMFE (2.78%). In terms of maximum drawdown, BSV-USD dropped -97.17% vs TMFE's -31.07%.

TMFE currently has the higher Sharpe Ratio (0.71 vs -0.83), 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.

Portfolio Optimizer

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