BTC-USD vs. CELH
BTC-USD (Bitcoin) is a cryptocurrency, while CELH (Celsius Holdings, Inc.) is a stock. Over the past 10 years, BTC-USD returned 59.68%/yr vs 42.06%/yr for CELH. At a 0.11 correlation, their price movements are largely independent.
Performance
BTC-USD vs. CELH - Performance Comparison
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Returns By Period
In the year-to-date period, BTC-USD achieves a -28.54% return, which is significantly higher than CELH's -38.78% return. Over the past 10 years, BTC-USD has outperformed CELH with an annualized return of 59.68%, while CELH has yielded a comparatively lower 42.06% annualized return.
BTC-USD
- 1D
- -1.22%
- 1M
- -22.47%
- YTD
- -28.54%
- 6M
- -31.02%
- 1Y
- -40.89%
- 3Y*
- 33.16%
- 5Y*
- 10.82%
- 10Y*
- 59.68%
CELH
- 1D
- -0.46%
- 1M
- -13.29%
- YTD
- -38.78%
- 6M
- -36.79%
- 1Y
- -31.03%
- 3Y*
- -15.49%
- 5Y*
- 2.92%
- 10Y*
- 42.06%
BTC-USD vs. CELH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BTC-USD Bitcoin | -28.54% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
CELH Celsius Holdings, Inc. | -38.78% | 73.65% | -51.69% | 57.21% | 39.52% | 48.22% | 941.61% | 39.19% | -33.90% | 114.29% |
Correlation
The correlation between BTC-USD and CELH is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016 | 0.11 |
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Return for Risk
BTC-USD vs. CELH — Risk / Return Rank
BTC-USD
CELH
BTC-USD vs. CELH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and Celsius Holdings, Inc. (CELH). 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.
| BTC-USD | CELH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.40 | ||
| Sortino ratioReturn per unit of downside risk | -0.86 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 0.94 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | -0.80 | -0.54 | -0.25 |
| Martin ratioReturn relative to average drawdown | -1.42 | -1.06 | -0.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BTC-USD | CELH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.95 | -0.55 | -0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.04 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.87 | 0.62 | +0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.13 | 0.64 | +0.49 |
Drawdowns
BTC-USD vs. CELH - Drawdown Comparison
The maximum BTC-USD drawdown since its inception was -85.30%, which is greater than CELH's maximum drawdown of -77.86%. Use the drawdown chart below to compare losses from any high point for BTC-USD and CELH.
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Drawdown Indicators
| BTC-USD | CELH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.30% | -77.86% | -7.44% |
Max Drawdown (1Y)Largest decline over 1 year | -51.21% | -57.22% | +6.01% |
Max Drawdown (3Y)Largest decline over 3 years | -51.21% | -77.86% | +26.65% |
Max Drawdown (5Y)Largest decline over 5 years | -76.67% | -77.86% | +1.19% |
Max Drawdown (10Y)Largest decline over 10 years | -83.80% | -77.86% | -5.94% |
Current DrawdownCurrent decline from peak | -49.86% | -70.87% | +21.01% |
Average DrawdownAverage peak-to-trough decline | -42.32% | -27.86% | -14.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.46% | 29.34% | +5.12% |
Volatility
BTC-USD vs. CELH - Volatility Comparison
The current volatility for Bitcoin (BTC-USD) is 11.59%, while Celsius Holdings, Inc. (CELH) has a volatility of 18.92%. This indicates that BTC-USD experiences smaller price fluctuations and is considered to be less risky than CELH 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 | CELH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.59% | 18.92% | -7.33% |
Volatility (6M)Calculated over the trailing 6-month period | 34.53% | 37.51% | -2.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.67% | 56.59% | -20.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.95% | 65.66% | -20.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.71% | 68.94% | -12.23% |
Frequently Asked Questions
BTC-USD and CELH have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CELH has higher volatility (18.92%) compared to BTC-USD (11.59%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs CELH's -77.86%.
CELH currently has the higher Sharpe Ratio (-0.55 vs -0.95), 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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