BTC-USD vs. COMT
BTC-USD (Bitcoin) is a cryptocurrency, while COMT (iShares Commodities Select Strategy ETF) is Commodities fund actively managed by iShares. Over the past 10 years, BTC-USD returned 59.68%/yr vs 8.65%/yr for COMT. At a 0.05 correlation, their price movements are largely independent.
Performance
BTC-USD vs. COMT - 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 COMT's 35.49% return. Over the past 10 years, BTC-USD has outperformed COMT with an annualized return of 59.68%, while COMT has yielded a comparatively lower 8.65% 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%
COMT
- 1D
- 0.65%
- 1M
- -2.46%
- YTD
- 35.49%
- 6M
- 35.13%
- 1Y
- 41.04%
- 3Y*
- 15.85%
- 5Y*
- 12.68%
- 10Y*
- 8.65%
BTC-USD vs. COMT - 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% |
COMT iShares Commodities Select Strategy ETF | 35.49% | 6.07% | 5.96% | -6.56% | 19.45% | 36.88% | -18.66% | 10.81% | -6.67% | 11.70% |
Correlation
The correlation between BTC-USD and COMT is -0.03, 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 | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Oct 17, 2014 | 0.05 |
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Return for Risk
BTC-USD vs. COMT — Risk / Return Rank
BTC-USD
COMT
BTC-USD vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and iShares Commodities Select Strategy ETF (COMT). 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 | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.87 | ||
| Sortino ratioReturn per unit of downside risk | -3.88 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.34 | -0.48 |
| Calmar ratioReturn relative to maximum drawdown | -0.80 | 4.99 | -5.79 |
| Martin ratioReturn relative to average drawdown | -1.42 | 11.85 | -13.27 |
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 | COMT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.95 | 1.92 | -2.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.60 | -0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.87 | 0.46 | +0.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.13 | 0.19 | +0.94 |
Drawdowns
BTC-USD vs. COMT - Drawdown Comparison
The maximum BTC-USD drawdown since its inception was -85.30%, which is greater than COMT's maximum drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for BTC-USD and COMT.
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Drawdown Indicators
| BTC-USD | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.30% | -51.89% | -33.41% |
Max Drawdown (1Y)Largest decline over 1 year | -51.21% | -8.27% | -42.94% |
Max Drawdown (3Y)Largest decline over 3 years | -51.21% | -13.31% | -37.90% |
Max Drawdown (5Y)Largest decline over 5 years | -76.67% | -29.00% | -47.67% |
Max Drawdown (10Y)Largest decline over 10 years | -83.80% | -39.22% | -44.58% |
Current DrawdownCurrent decline from peak | -49.86% | -7.67% | -42.19% |
Average DrawdownAverage peak-to-trough decline | -42.32% | -24.05% | -18.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.46% | 3.47% | +30.99% |
Volatility
BTC-USD vs. COMT - Volatility Comparison
Bitcoin (BTC-USD) has a higher volatility of 11.59% compared to iShares Commodities Select Strategy ETF (COMT) at 6.67%. This indicates that BTC-USD's price experiences larger fluctuations and is considered to be riskier than COMT 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 | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.59% | 6.67% | +4.92% |
Volatility (6M)Calculated over the trailing 6-month period | 34.53% | 19.03% | +15.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.67% | 21.50% | +14.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.95% | 21.09% | +23.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.71% | 18.90% | +37.81% |
Frequently Asked Questions
BTC-USD and COMT have a correlation of -0.03, 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 COMT (6.67%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs COMT's -51.89%.
COMT currently has the higher Sharpe Ratio (1.92 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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