PortfoliosLab logoPortfoliosLab logo
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.

Loading charts...

Returns By Period

In the year-to-date period, BSV-USD achieves a -27.03% return, which is significantly lower than TMFE's 3.28% return.


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%

TMFE

1D
0.84%
1M
0.51%
6M
3.60%
YTD
3.28%
1Y
9.62%
3Y*
16.49%
5Y*
10Y*
ALL TIME*
9.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

BSV-USD

BitcoinSV
$145.20M$185.33M$223.13M
$297.07K$363.30K$442.18K

BSV-USD vs. TMFE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BSV-USD
BitcoinSV
-27.03%-65.61%-47.41%131.66%-65.89%-1.13%
TMFE
The RBB Fund, Inc. - Motley Fool High Capital Efficiency Index ETF
3.28%11.10%27.95%41.12%-25.84%-0.21%

Correlation

The correlation between BSV-USD and TMFE is 0.21, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.21

Correlation (3Y)
Balances recent behavior with more history.

0.16

Correlation (All Time)
Calculated using the full available price history since Dec 31, 2021

0.20

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. TMFE — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BSV-USD
BSV-USD Risk / Return Rank: 5656
Overall Rank
BSV-USD Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
BSV-USD Sortino Ratio Rank: 6060
Sortino Ratio Rank
BSV-USD Omega Ratio Rank: 5757
Omega Ratio Rank
BSV-USD Calmar Ratio Rank: 6363
Calmar Ratio Rank
BSV-USD Martin Ratio Rank: 4343
Martin Ratio Rank

TMFE
TMFE Risk / Return Rank: 2727
Overall Rank
TMFE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
TMFE Sortino Ratio Rank: 2727
Sortino Ratio Rank
TMFE Omega Ratio Rank: 2525
Omega Ratio Rank
TMFE Calmar Ratio Rank: 2525
Calmar Ratio Rank
TMFE Martin Ratio Rank: 3030
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.

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-USDTMFEDifference
Sharpe ratioReturn per unit of total volatility

-1.40

Sortino ratioReturn per unit of downside risk

-2.03

Omega ratioGain probability vs. loss probability

0.89

1.12

-0.22

Calmar ratioReturn relative to maximum drawdown

-0.79

0.76

-1.54

Martin ratioReturn relative to average drawdown

-1.21

2.72

-3.93

BSV-USD vs. TMFE - Sharpe Ratio Comparison

The current BSV-USD Sharpe Ratio is -0.74, which is lower than the TMFE Sharpe Ratio of 0.66. 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.


Loading charts...

Drawdowns

BSV-USD vs. TMFE - Drawdown Comparison

The maximum BSV-USD drawdown since its inception was -97.53%, which is greater than TMFE's maximum drawdown of -31.21%. Use the drawdown chart below to compare losses from any high point for BSV-USD and TMFE.


Loading charts...

Drawdown Indicators


BSV-USDTMFEDifference

Max Drawdown

Largest peak-to-trough decline

-97.53%

-31.21%

-66.32%

Max Drawdown (1Y)

Largest decline over 1 year

-63.69%

-11.30%

-52.39%

Max Drawdown (3Y)

Largest decline over 3 years

-90.64%

-18.81%

-71.83%

Max Drawdown (5Y)

Largest decline over 5 years

-94.42%

Current Drawdown

Current decline from peak

-97.13%

-1.12%

-96.01%

Average Drawdown

Average peak-to-trough decline

-75.45%

-8.12%

-67.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

29.15%

3.14%

+26.01%

Volatility

BSV-USD vs. TMFE - Volatility Comparison

BitcoinSV (BSV-USD) has a higher volatility of 16.15% compared to The RBB Fund, Inc. - Motley Fool High Capital Efficiency Index ETF (TMFE) at 3.81%. 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.


Loading charts...

Volatility by Period


BSV-USDTMFEDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.15%

3.81%

+12.34%

Volatility (6M)

Calculated over the trailing 6-month period

48.05%

10.23%

+37.82%

Volatility (1Y)

Calculated over the trailing 1-year period

56.35%

12.94%

+43.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

74.08%

19.11%

+54.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

108.10%

19.11%

+88.99%

Frequently Asked Questions


BSV-USD and TMFE have a correlation of 0.21, 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 TMFE (3.81%). In terms of maximum drawdown, BSV-USD dropped -97.53% vs TMFE's -31.21%.

TMFE currently has the higher Sharpe Ratio (0.66 vs -0.74), 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

Find the right allocation for BSV-USD and TMFE

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