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BTC-USD vs. CGDV
Performance
Return for Risk
Drawdowns
Volatility

Performance

BTC-USD vs. CGDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bitcoin (BTC-USD) and Capital Group Dividend Value ETF (CGDV). The values are adjusted to include any dividend payments, if applicable.

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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 CGDV's 10.56% 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%

CGDV

1D
0.38%
1M
1.84%
YTD
10.56%
6M
11.84%
1Y
27.66%
3Y*
24.42%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BTC-USD vs. CGDV - Yearly Performance Comparison


2026 (YTD)2025202420232022
BTC-USD
Bitcoin
-29.30%-6.27%120.76%155.82%-55.64%
CGDV
Capital Group Dividend Value ETF
10.56%25.50%20.10%28.81%-0.44%

Correlation

The correlation between BTC-USD and CGDV is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.33

Correlation (3Y)
Calculated over the trailing 3-year period

0.24

Correlation (All Time)
Calculated using the full available price history since Feb 24, 2022

0.28

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Return for Risk

BTC-USD vs. CGDV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BTC-USD
BTC-USD Risk / Return Rank: 2222
Overall Rank
BTC-USD Sharpe Ratio Rank: 66
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3131
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 2929
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 4141
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 44
Martin Ratio Rank

CGDV
CGDV Risk / Return Rank: 7878
Overall Rank
CGDV Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
CGDV Sortino Ratio Rank: 8181
Sortino Ratio Rank
CGDV Omega Ratio Rank: 8282
Omega Ratio Rank
CGDV Calmar Ratio Rank: 6464
Calmar Ratio Rank
CGDV Martin Ratio Rank: 7878
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BTC-USD vs. CGDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and Capital Group Dividend Value ETF (CGDV). 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-USDCGDVDifference
Sharpe ratioReturn per unit of total volatility

-3.38

Sortino ratioReturn per unit of downside risk

-4.72

Omega ratioGain probability vs. loss probability

0.84

1.44

-0.59

Calmar ratioReturn relative to maximum drawdown

-0.86

2.85

-3.71

Martin ratioReturn relative to average drawdown

-1.52

13.39

-14.91

BTC-USD vs. CGDV - Sharpe Ratio Comparison

The current BTC-USD Sharpe Ratio is -1.03, which is lower than the CGDV Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of BTC-USD and CGDV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BTC-USDCGDVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.03

2.35

-3.38

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

1.25

-0.12

Drawdowns

BTC-USD vs. CGDV - Drawdown Comparison

The maximum BTC-USD drawdown since its inception was -85.30%, which is greater than CGDV's maximum drawdown of -21.82%. Use the drawdown chart below to compare losses from any high point for BTC-USD and CGDV.


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Drawdown Indicators


BTC-USDCGDVDifference

Max Drawdown

Largest peak-to-trough decline

-85.30%

-21.82%

-63.48%

Max Drawdown (1Y)

Largest decline over 1 year

-51.21%

-9.75%

-41.46%

Max Drawdown (3Y)

Largest decline over 3 years

-51.21%

-14.28%

-36.93%

Max Drawdown (5Y)

Largest decline over 5 years

-76.67%

Max Drawdown (10Y)

Largest decline over 10 years

-83.80%

Current Drawdown

Current decline from peak

-50.40%

-1.86%

-48.54%

Average Drawdown

Average peak-to-trough decline

-42.32%

-3.61%

-38.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

34.60%

2.07%

+32.53%

Volatility

BTC-USD vs. CGDV - Volatility Comparison

Bitcoin (BTC-USD) has a higher volatility of 11.29% compared to Capital Group Dividend Value ETF (CGDV) at 3.61%. This indicates that BTC-USD's price experiences larger fluctuations and is considered to be riskier than CGDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BTC-USDCGDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.29%

3.61%

+7.68%

Volatility (6M)

Calculated over the trailing 6-month period

34.48%

9.47%

+25.01%

Volatility (1Y)

Calculated over the trailing 1-year period

35.69%

11.83%

+23.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.74%

15.54%

+29.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

56.71%

15.54%

+41.17%

Frequently Asked Questions


BTC-USD and CGDV have a correlation of 0.33, 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 CGDV (3.61%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs CGDV's -21.82%.

CGDV currently has the higher Sharpe Ratio (2.35 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.

Portfolio Optimizer

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