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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 -34.83% return, which is significantly lower than TMFE's -1.15% return.


BSV-USD

1D
-4.41%
1M
-23.89%
YTD
-34.83%
6M
-39.75%
1Y
-63.23%
3Y*
-33.71%
5Y*
-38.83%
10Y*

TMFE

1D
-0.49%
1M
-3.57%
YTD
-1.15%
6M
-1.70%
1Y
5.61%
3Y*
16.91%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSV-USD vs. TMFE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BSV-USD
BitcoinSV
-34.83%-65.61%-47.41%131.66%-65.89%-1.13%
TMFE
The RBB Fund, Inc. - Motley Fool High Capital Efficiency Index ETF
-1.15%11.10%27.95%41.12%-25.84%-0.21%

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

0.16

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

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: 1212
Overall Rank
BSV-USD Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
BSV-USD Sortino Ratio Rank: 2424
Sortino Ratio Rank
BSV-USD Omega Ratio Rank: 1515
Omega Ratio Rank
BSV-USD Calmar Ratio Rank: 33
Calmar Ratio Rank
BSV-USD Martin Ratio Rank: 33
Martin Ratio Rank

TMFE
TMFE Risk / Return Rank: 1515
Overall Rank
TMFE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
TMFE Sortino Ratio Rank: 1414
Sortino Ratio Rank
TMFE Omega Ratio Rank: 1414
Omega Ratio Rank
TMFE Calmar Ratio Rank: 1414
Calmar Ratio Rank
TMFE Martin Ratio Rank: 1818
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.

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

-1.35

Sortino ratioReturn per unit of downside risk

-2.20

Omega ratioGain probability vs. loss probability

0.84

1.08

-0.25

Calmar ratioReturn relative to maximum drawdown

-0.98

0.50

-1.48

Martin ratioReturn relative to average drawdown

-1.58

1.83

-3.41

BSV-USD vs. TMFE - Sharpe Ratio Comparison

The current BSV-USD Sharpe Ratio is -0.90, which is lower than the TMFE Sharpe Ratio of 0.45. 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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Drawdowns

BSV-USD vs. TMFE - Drawdown Comparison

The maximum BSV-USD drawdown since its inception was -97.47%, 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.


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Drawdown Indicators


BSV-USDTMFEDifference

Max Drawdown

Largest peak-to-trough decline

-97.47%

-31.21%

-66.26%

Max Drawdown (1Y)

Largest decline over 1 year

-64.70%

-11.30%

-53.40%

Max Drawdown (3Y)

Largest decline over 3 years

-90.40%

-18.81%

-71.59%

Max Drawdown (5Y)

Largest decline over 5 years

-94.28%

Current Drawdown

Current decline from peak

-97.44%

-4.38%

-93.06%

Average Drawdown

Average peak-to-trough decline

-75.14%

-8.27%

-66.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

33.75%

3.08%

+30.67%

Volatility

BSV-USD vs. TMFE - Volatility Comparison

BitcoinSV (BSV-USD) has a higher volatility of 15.90% compared to The RBB Fund, Inc. - Motley Fool High Capital Efficiency Index ETF (TMFE) at 4.32%. 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

15.90%

4.32%

+11.58%

Volatility (6M)

Calculated over the trailing 6-month period

47.51%

9.84%

+37.67%

Volatility (1Y)

Calculated over the trailing 1-year period

58.55%

12.57%

+45.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

74.23%

19.23%

+55.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

108.70%

19.23%

+89.47%

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 (15.90%) compared to TMFE (4.32%). In terms of maximum drawdown, BSV-USD dropped -97.47% vs TMFE's -31.21%.

TMFE currently has the higher Sharpe Ratio (0.45 vs -0.90), 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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