BTC-USD vs. ASCCY
BTC-USD (Bitcoin) is a cryptocurrency, while ASCCY (Asics Corp ADR) is a stock. Over the past 5 years, BTC-USD returned 9.74%/yr vs 36.39%/yr for ASCCY. At a 0.03 correlation, their price movements are largely independent.
Performance
BTC-USD vs. ASCCY - 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 ASCCY's 17.57% 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%
ASCCY
- 1D
- -0.95%
- 1M
- -1.82%
- YTD
- 17.57%
- 6M
- 13.17%
- 1Y
- 19.30%
- 3Y*
- 54.90%
- 5Y*
- 36.39%
- 10Y*
- —
BTC-USD vs. ASCCY - 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% | 215.59% |
ASCCY Asics Corp ADR | 17.57% | 21.77% | 152.83% | 43.48% | 1.37% | 10.10% | 18.67% | 27.61% | -13.67% | -0.86% |
Correlation
The correlation between BTC-USD and ASCCY is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Oct 3, 2017 | 0.03 |
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Return for Risk
BTC-USD vs. ASCCY — Risk / Return Rank
BTC-USD
ASCCY
BTC-USD vs. ASCCY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and Asics Corp ADR (ASCCY). 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 | ASCCY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.30 | ||
| Sortino ratioReturn per unit of downside risk | -2.17 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.10 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.77 | 0.76 | -1.53 |
| Martin ratioReturn relative to average drawdown | -1.33 | 1.42 | -2.75 |
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Drawdowns
BTC-USD vs. ASCCY - Drawdown Comparison
The maximum BTC-USD drawdown since its inception was -85.30%, which is greater than ASCCY's maximum drawdown of -64.92%. Use the drawdown chart below to compare losses from any high point for BTC-USD and ASCCY.
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Drawdown Indicators
| BTC-USD | ASCCY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.30% | -64.92% | -20.38% |
Max Drawdown (1Y)Largest decline over 1 year | -51.21% | -20.82% | -30.39% |
Max Drawdown (3Y)Largest decline over 3 years | -51.21% | -27.09% | -24.12% |
Max Drawdown (5Y)Largest decline over 5 years | -76.67% | -47.44% | -29.23% |
Max Drawdown (10Y)Largest decline over 10 years | -83.80% | — | — |
Current DrawdownCurrent decline from peak | -48.27% | -12.05% | -36.22% |
Average DrawdownAverage peak-to-trough decline | -42.36% | -18.12% | -24.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 35.16% | 11.17% | +23.99% |
Volatility
BTC-USD vs. ASCCY - Volatility Comparison
Bitcoin (BTC-USD) has a higher volatility of 11.97% compared to Asics Corp ADR (ASCCY) at 9.57%. This indicates that BTC-USD's price experiences larger fluctuations and is considered to be riskier than ASCCY 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 | ASCCY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.97% | 9.57% | +2.40% |
Volatility (6M)Calculated over the trailing 6-month period | 34.64% | 29.02% | +5.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.59% | 41.05% | -5.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.57% | 44.88% | -0.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.61% | 47.06% | +9.55% |
Frequently Asked Questions
BTC-USD and ASCCY have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTC-USD has higher volatility (11.97%) compared to ASCCY (9.57%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs ASCCY's -64.92%.
ASCCY currently has the higher Sharpe Ratio (0.39 vs -0.92), 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.
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