BTC-USD vs. CGDG
BTC-USD (Bitcoin) is a cryptocurrency, while CGDG (Capital Group Dividend Growers ETF) is Global Equities fund actively managed by Capital Group. Over the past year, BTC-USD returned -43.91% vs 14.88% for CGDG. At a 0.24 correlation, their price movements are largely independent.
Performance
BTC-USD vs. CGDG - Performance Comparison
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Returns By Period
In the year-to-date period, BTC-USD achieves a -29.30% return, which is significantly lower than CGDG's 4.84% return.
BTC-USD
- 1D
- -1.90%
- 1M
- -24.74%
- YTD
- -29.30%
- 6M
- -33.26%
- 1Y
- -43.91%
- 3Y*
- 33.75%
- 5Y*
- 11.01%
- 10Y*
- 58.73%
CGDG
- 1D
- 0.76%
- 1M
- 0.38%
- YTD
- 4.84%
- 6M
- 6.28%
- 1Y
- 14.88%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BTC-USD vs. CGDG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
BTC-USD Bitcoin | -29.30% | -6.27% | 120.76% | 60.44% |
CGDG Capital Group Dividend Growers ETF | 4.84% | 22.74% | 11.52% | 10.17% |
Correlation
The correlation between BTC-USD and CGDG is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 2023 | 0.24 |
The correlation between BTC-USD and CGDG shifts across timeframes, from 0.24 (all time) to 0.35 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
BTC-USD vs. CGDG — Risk / Return Rank
BTC-USD
CGDG
BTC-USD vs. CGDG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and Capital Group Dividend Growers ETF (CGDG). 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 | CGDG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.42 | ||
| Sortino ratioReturn per unit of downside risk | -3.48 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 1.24 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | -0.86 | 1.94 | -2.79 |
| Martin ratioReturn relative to average drawdown | -1.52 | 7.44 | -8.96 |
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 | CGDG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.03 | 1.39 | -2.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.86 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.13 | 1.53 | -0.40 |
Drawdowns
BTC-USD vs. CGDG - Drawdown Comparison
The maximum BTC-USD drawdown since its inception was -85.30%, which is greater than CGDG's maximum drawdown of -10.52%. Use the drawdown chart below to compare losses from any high point for BTC-USD and CGDG.
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Drawdown Indicators
| BTC-USD | CGDG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.30% | -10.52% | -74.78% |
Max Drawdown (1Y)Largest decline over 1 year | -51.21% | -7.72% | -43.49% |
Max Drawdown (3Y)Largest decline over 3 years | -51.21% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -76.67% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -83.80% | — | — |
Current DrawdownCurrent decline from peak | -50.40% | -1.54% | -48.86% |
Average DrawdownAverage peak-to-trough decline | -42.32% | -1.32% | -41.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.60% | 2.01% | +32.59% |
Volatility
BTC-USD vs. CGDG - Volatility Comparison
Bitcoin (BTC-USD) has a higher volatility of 11.29% compared to Capital Group Dividend Growers ETF (CGDG) at 2.92%. This indicates that BTC-USD's price experiences larger fluctuations and is considered to be riskier than CGDG 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 | CGDG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.29% | 2.92% | +8.37% |
Volatility (6M)Calculated over the trailing 6-month period | 34.48% | 8.38% | +26.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.69% | 10.73% | +24.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.74% | 12.16% | +32.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.71% | 12.16% | +44.55% |
Frequently Asked Questions
BTC-USD and CGDG have a correlation of 0.35, 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 (11.29%) compared to CGDG (2.92%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs CGDG's -10.52%.
CGDG currently has the higher Sharpe Ratio (1.39 vs -1.03), 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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