BTC-USD vs. COKE
BTC-USD (Bitcoin) is a cryptocurrency, while COKE (Coca-Cola Consolidated, Inc.) is a stock. Over the past 10 years, BTC-USD returned 59.68%/yr vs 31.72%/yr for COKE. At a 0.04 correlation, their price movements are largely independent.
Performance
BTC-USD vs. COKE - 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 lower than COKE's 16.99% return. Over the past 10 years, BTC-USD has outperformed COKE with an annualized return of 59.68%, while COKE has yielded a comparatively lower 31.72% 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%
COKE
- 1D
- -0.61%
- 1M
- 2.58%
- YTD
- 16.99%
- 6M
- 9.02%
- 1Y
- 65.74%
- 3Y*
- 40.58%
- 5Y*
- 33.34%
- 10Y*
- 31.72%
BTC-USD vs. COKE - 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% |
COKE Coca-Cola Consolidated, Inc. | 16.99% | 22.63% | 38.75% | 82.92% | -17.09% | 133.24% | -5.87% | 60.74% | -17.10% | 20.94% |
Correlation
The correlation between BTC-USD and COKE 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 | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2012 | 0.04 |
The correlation between BTC-USD and COKE shifts across timeframes, from -0.04 (1 year) to 0.09 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
BTC-USD vs. COKE — Risk / Return Rank
BTC-USD
COKE
BTC-USD vs. COKE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and Coca-Cola Consolidated, Inc. (COKE). 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 | COKE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.86 | ||
| Sortino ratioReturn per unit of downside risk | -3.63 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.34 | -0.48 |
| Calmar ratioReturn relative to maximum drawdown | -0.80 | 2.69 | -3.49 |
| Martin ratioReturn relative to average drawdown | -1.42 | 8.04 | -9.46 |
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 | COKE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.95 | 1.91 | -2.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.89 | -0.69 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.87 | 0.86 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.13 | 0.45 | +0.68 |
Drawdowns
BTC-USD vs. COKE - Drawdown Comparison
The maximum BTC-USD drawdown since its inception was -85.30%, which is greater than COKE's maximum drawdown of -54.32%. Use the drawdown chart below to compare losses from any high point for BTC-USD and COKE.
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Drawdown Indicators
| BTC-USD | COKE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.30% | -54.32% | -30.98% |
Max Drawdown (1Y)Largest decline over 1 year | -51.21% | -24.56% | -26.65% |
Max Drawdown (3Y)Largest decline over 3 years | -51.21% | -27.38% | -23.83% |
Max Drawdown (5Y)Largest decline over 5 years | -76.67% | -35.52% | -41.15% |
Max Drawdown (10Y)Largest decline over 10 years | -83.80% | -51.71% | -32.09% |
Current DrawdownCurrent decline from peak | -49.86% | -17.46% | -32.40% |
Average DrawdownAverage peak-to-trough decline | -42.32% | -18.88% | -23.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.46% | 8.20% | +26.26% |
Volatility
BTC-USD vs. COKE - Volatility Comparison
Bitcoin (BTC-USD) has a higher volatility of 11.59% compared to Coca-Cola Consolidated, Inc. (COKE) at 10.58%. This indicates that BTC-USD's price experiences larger fluctuations and is considered to be riskier than COKE 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 | COKE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.59% | 10.58% | +1.01% |
Volatility (6M)Calculated over the trailing 6-month period | 34.53% | 29.55% | +4.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.67% | 34.65% | +1.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.95% | 37.49% | +7.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.71% | 37.17% | +19.54% |
Frequently Asked Questions
BTC-USD and COKE 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 (11.59%) compared to COKE (10.58%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs COKE's -54.32%.
COKE currently has the higher Sharpe Ratio (1.91 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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