BTC-USD vs. COMT
BTC-USD (Bitcoin) is a cryptocurrency, while COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) is Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index. Over the past 10 years, BTC-USD returned 58.50%/yr vs 8.70%/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 -25.13% return, which is significantly lower than COMT's 31.39% return. Over the past 10 years, BTC-USD has outperformed COMT with an annualized return of 58.50%, while COMT has yielded a comparatively lower 8.70% annualized return.
BTC-USD
- 1D
- 1.28%
- 1M
- 2.00%
- 6M
- -29.23%
- YTD
- -25.13%
- 1Y
- -44.16%
- 3Y*
- 29.87%
- 5Y*
- 15.31%
- 10Y*
- 58.50%
- ALL TIME*
- 89.00%
COMT
- 1D
- 0.15%
- 1M
- 4.27%
- 6M
- 27.35%
- YTD
- 31.39%
- 1Y
- 33.27%
- 3Y*
- 12.00%
- 5Y*
- 12.10%
- 10Y*
- 8.70%
- ALL TIME*
- 3.44%
BTC-USD vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BTC-USD Bitcoin | -25.13% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 31.39% | 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 -0.02, 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 | -0.02 |
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 | 0.05 |
Correlation (All Time) Calculated using the full available price history since Oct 16, 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 GSCI Commodity Dynamic Roll 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.
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 | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.58 | ||
| Sortino ratioReturn per unit of downside risk | -3.65 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 1.27 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | -0.83 | 1.90 | -2.73 |
| Martin ratioReturn relative to average drawdown | -1.32 | 6.26 | -7.58 |
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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 | -53.08% | -17.57% | -35.51% |
Max Drawdown (3Y)Largest decline over 3 years | -53.08% | -17.57% | -35.51% |
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 | -47.48% | -10.46% | -37.02% |
Average DrawdownAverage peak-to-trough decline | -42.61% | -23.95% | -18.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.88% | 5.33% | +22.55% |
Volatility
BTC-USD vs. COMT - Volatility Comparison
Bitcoin (BTC-USD) has a higher volatility of 9.37% compared to iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) at 5.69%. 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 | 9.37% | 5.69% | +3.68% |
Volatility (6M)Calculated over the trailing 6-month period | 34.93% | 19.64% | +15.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.76% | 21.59% | +14.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.93% | 21.10% | +22.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.33% | 18.85% | +37.48% |
Frequently Asked Questions
BTC-USD and COMT have a correlation of -0.02, 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 (9.37%) compared to COMT (5.69%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs COMT's -51.89%.
COMT currently has the higher Sharpe Ratio (1.55 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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