BTC-USD vs. AAPL
Compare and contrast key facts about Bitcoin (BTC-USD) and Apple Inc (AAPL).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BTC-USD or AAPL.
Performance
BTC-USD vs. AAPL - Performance Comparison
Returns By Period
In the year-to-date period, BTC-USD achieves a 133.06% return, which is significantly higher than AAPL's 19.27% return. Over the past 10 years, BTC-USD has outperformed AAPL with an annualized return of 74.47%, while AAPL has yielded a comparatively lower 24.13% annualized return.
BTC-USD
133.06%
46.23%
45.01%
163.15%
67.83%
74.47%
AAPL
19.27%
-3.01%
22.56%
20.04%
29.29%
24.13%
Key characteristics
| BTC-USD | AAPL | |
|---|---|---|
| Sharpe Ratio | 1.09 | 0.91 |
| Sortino Ratio | 1.80 | 1.45 |
| Omega Ratio | 1.18 | 1.18 |
| Calmar Ratio | 0.94 | 1.23 |
| Martin Ratio | 5.10 | 2.89 |
| Ulcer Index | 11.65% | 7.09% |
| Daily Std Dev | 44.23% | 22.51% |
| Max Drawdown | -93.07% | -81.80% |
| Current Drawdown | 0.00% | -3.26% |
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Correlation
The correlation between BTC-USD and AAPL is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
BTC-USD vs. AAPL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and Apple Inc (AAPL). 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.
Drawdowns
BTC-USD vs. AAPL - Drawdown Comparison
The maximum BTC-USD drawdown since its inception was -93.07%, which is greater than AAPL's maximum drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for BTC-USD and AAPL. For additional features, visit the drawdowns tool.
Volatility
BTC-USD vs. AAPL - Volatility Comparison
Bitcoin (BTC-USD) has a higher volatility of 16.79% compared to Apple Inc (AAPL) at 5.14%. This indicates that BTC-USD's price experiences larger fluctuations and is considered to be riskier than AAPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.