BTC-USD vs. CME
BTC-USD (Bitcoin) is a cryptocurrency, while CME (CME Group Inc.) is a stock. Over the past 10 years, BTC-USD returned 57.23%/yr vs 15.38%/yr for CME. At a 0.02 correlation, their price movements are largely independent.
Performance
BTC-USD vs. CME - 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 CME's 1.58% return. Over the past 10 years, BTC-USD has outperformed CME with an annualized return of 57.23%, while CME has yielded a comparatively lower 15.38% annualized 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%
CME
- 1D
- 2.80%
- 1M
- -8.99%
- YTD
- 1.58%
- 6M
- 1.41%
- 1Y
- 3.90%
- 3Y*
- 19.92%
- 5Y*
- 9.17%
- 10Y*
- 15.38%
BTC-USD vs. CME - 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% | 1,324.24% |
CME CME Group Inc. | 1.58% | 19.83% | 15.41% | 31.32% | -22.89% | 29.47% | -6.34% | 9.67% | 32.15% | 32.35% |
Correlation
The correlation between BTC-USD and CME is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 2012 | 0.02 |
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Return for Risk
BTC-USD vs. CME — Risk / Return Rank
BTC-USD
CME
BTC-USD vs. CME - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and CME Group Inc. (CME). 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 | CME | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.08 | ||
| Sortino ratioReturn per unit of downside risk | -1.63 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.05 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | -0.77 | 0.16 | -0.92 |
| Martin ratioReturn relative to average drawdown | -1.33 | 0.50 | -1.83 |
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Drawdowns
BTC-USD vs. CME - Drawdown Comparison
The maximum BTC-USD drawdown since its inception was -85.30%, which is greater than CME's maximum drawdown of -77.50%. Use the drawdown chart below to compare losses from any high point for BTC-USD and CME.
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Drawdown Indicators
| BTC-USD | CME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.30% | -77.50% | -7.80% |
Max Drawdown (1Y)Largest decline over 1 year | -51.21% | -21.42% | -29.79% |
Max Drawdown (3Y)Largest decline over 3 years | -51.21% | -21.42% | -29.79% |
Max Drawdown (5Y)Largest decline over 5 years | -76.67% | -31.74% | -44.93% |
Max Drawdown (10Y)Largest decline over 10 years | -83.80% | -37.36% | -46.44% |
Current DrawdownCurrent decline from peak | -48.27% | -15.03% | -33.24% |
Average DrawdownAverage peak-to-trough decline | -42.36% | -20.68% | -21.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 35.16% | 6.70% | +28.46% |
Volatility
BTC-USD vs. CME - Volatility Comparison
Bitcoin (BTC-USD) has a higher volatility of 11.97% compared to CME Group Inc. (CME) at 10.45%. This indicates that BTC-USD's price experiences larger fluctuations and is considered to be riskier than CME 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 | CME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.97% | 10.45% | +1.52% |
Volatility (6M)Calculated over the trailing 6-month period | 34.64% | 17.44% | +17.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.59% | 20.74% | +14.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.57% | 20.15% | +24.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.61% | 23.93% | +32.68% |
Frequently Asked Questions
BTC-USD and CME have a correlation of -0.04, 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 CME (10.45%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs CME's -77.50%.
CME currently has the higher Sharpe Ratio (0.16 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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