BTC-USD vs. 0P4F.L
BTC-USD (Bitcoin) is a cryptocurrency, while 0P4F.L (Ford Motor Company) is a stock. Over the past 10 years, BTC-USD returned 57.23%/yr vs 6.75%/yr for 0P4F.L. At a 0.04 correlation, their price movements are largely independent.
Performance
BTC-USD vs. 0P4F.L - Performance Comparison
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Returns By Period
In the year-to-date period, BTC-USD achieves a -26.27% return, which is significantly lower than 0P4F.L's 12.22% return. Over the past 10 years, BTC-USD has outperformed 0P4F.L with an annualized return of 57.23%, while 0P4F.L has yielded a comparatively lower 6.75% annualized return.
BTC-USD
- 1D
- 1.71%
- 1M
- -20.43%
- YTD
- -26.27%
- 6M
- -28.52%
- 1Y
- -39.20%
- 3Y*
- 36.94%
- 5Y*
- 9.74%
- 10Y*
- 57.23%
0P4F.L
- 1D
- 0.00%
- 1M
- 0.07%
- YTD
- 12.22%
- 6M
- 7.84%
- 1Y
- 45.02%
- 3Y*
- 6.40%
- 5Y*
- 8.96%
- 10Y*
- 6.75%
BTC-USD vs. 0P4F.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BTC-USD Bitcoin | -26.27% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
0P4F.L Ford Motor Company | 12.22% | 42.85% | -16.71% | 11.98% | -42.26% | 132.07% | -2.95% | 28.68% | -34.54% | 5.46% |
Correlation
The correlation between BTC-USD and 0P4F.L is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Apr 8, 2013 | 0.04 |
The correlation between BTC-USD and 0P4F.L shifts across timeframes, from 0.04 (all time) to 0.17 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
BTC-USD vs. 0P4F.L — Risk / Return Rank
BTC-USD
0P4F.L
BTC-USD vs. 0P4F.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and Ford Motor Company (0P4F.L). 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.
| BTC-USD | 0P4F.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.10 | ||
| Sortino ratioReturn per unit of downside risk | -3.32 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.24 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | -0.77 | 2.02 | -2.79 |
| Martin ratioReturn relative to average drawdown | -1.33 | 5.30 | -6.64 |
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Drawdowns
BTC-USD vs. 0P4F.L - Drawdown Comparison
The maximum BTC-USD drawdown since its inception was -85.30%, which is greater than 0P4F.L's maximum drawdown of -66.41%. Use the drawdown chart below to compare losses from any high point for BTC-USD and 0P4F.L.
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Drawdown Indicators
| BTC-USD | 0P4F.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.30% | -66.41% | -18.89% |
Max Drawdown (1Y)Largest decline over 1 year | -51.21% | -22.11% | -29.10% |
Max Drawdown (3Y)Largest decline over 3 years | -51.21% | -38.17% | -13.04% |
Max Drawdown (5Y)Largest decline over 5 years | -76.67% | -61.38% | -15.29% |
Max Drawdown (10Y)Largest decline over 10 years | -83.80% | -62.91% | -20.89% |
Current DrawdownCurrent decline from peak | -48.27% | -31.24% | -17.03% |
Average DrawdownAverage peak-to-trough decline | -42.36% | -28.79% | -13.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 35.16% | 8.44% | +26.72% |
Volatility
BTC-USD vs. 0P4F.L - Volatility Comparison
The current volatility for Bitcoin (BTC-USD) is 11.97%, while Ford Motor Company (0P4F.L) has a volatility of 20.08%. This indicates that BTC-USD experiences smaller price fluctuations and is considered to be less risky than 0P4F.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BTC-USD | 0P4F.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.97% | 20.08% | -8.11% |
Volatility (6M)Calculated over the trailing 6-month period | 34.64% | 29.46% | +5.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.59% | 37.63% | -2.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.57% | 37.55% | +7.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.61% | 44.11% | +12.50% |
Frequently Asked Questions
BTC-USD and 0P4F.L have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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