BTC-USD vs. COST
BTC-USD (Bitcoin) is a cryptocurrency, while COST (Costco Wholesale Corporation) is a stock. Over the past 10 years, BTC-USD returned 57.32%/yr vs 22.27%/yr for COST. At a 0.07 correlation, their price movements are largely independent.
Performance
BTC-USD vs. COST - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, BTC-USD achieves a -27.32% return, which is significantly lower than COST's 14.24% return. Over the past 10 years, BTC-USD has outperformed COST with an annualized return of 57.32%, while COST has yielded a comparatively lower 22.27% annualized return.
BTC-USD
- 1D
- 0.05%
- 1M
- -19.79%
- YTD
- -27.32%
- 6M
- -29.56%
- 1Y
- -39.85%
- 3Y*
- 34.86%
- 5Y*
- 10.27%
- 10Y*
- 57.32%
COST
- 1D
- 0.68%
- 1M
- -4.91%
- YTD
- 14.24%
- 6M
- 11.38%
- 1Y
- -1.48%
- 3Y*
- 25.12%
- 5Y*
- 22.12%
- 10Y*
- 22.27%
BTC-USD vs. COST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BTC-USD Bitcoin | -27.32% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
COST Costco Wholesale Corporation | 14.24% | -5.39% | 39.62% | 49.00% | -19.05% | 51.82% | 32.67% | 45.70% | 10.60% | 22.37% |
Correlation
The correlation between BTC-USD and COST is -0.07, 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 | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Sep 27, 2012 | 0.07 |
The correlation between BTC-USD and COST shifts across timeframes, from -0.07 (1 year) to 0.15 (5 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
BTC-USD vs. COST — Risk / Return Rank
BTC-USD
COST
BTC-USD vs. COST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and Costco Wholesale Corporation (COST). 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 | COST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.85 | ||
| Sortino ratioReturn per unit of downside risk | -1.33 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.00 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | -0.78 | -0.10 | -0.68 |
| Martin ratioReturn relative to average drawdown | -1.36 | -0.22 | -1.14 |
Loading charts...
Drawdowns
BTC-USD vs. COST - Drawdown Comparison
The maximum BTC-USD drawdown since its inception was -85.30%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for BTC-USD and COST.
Loading charts...
Drawdown Indicators
| BTC-USD | COST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.30% | -53.39% | -31.91% |
Max Drawdown (1Y)Largest decline over 1 year | -51.21% | -15.14% | -36.07% |
Max Drawdown (3Y)Largest decline over 3 years | -51.21% | -20.74% | -30.47% |
Max Drawdown (5Y)Largest decline over 5 years | -76.67% | -31.40% | -45.27% |
Max Drawdown (10Y)Largest decline over 10 years | -83.80% | -31.40% | -52.40% |
Current DrawdownCurrent decline from peak | -49.01% | -10.23% | -38.78% |
Average DrawdownAverage peak-to-trough decline | -42.35% | -13.36% | -28.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 35.02% | 6.67% | +28.35% |
Volatility
BTC-USD vs. COST - Volatility Comparison
Bitcoin (BTC-USD) has a higher volatility of 12.11% compared to Costco Wholesale Corporation (COST) at 7.44%. This indicates that BTC-USD's price experiences larger fluctuations and is considered to be riskier than COST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| BTC-USD | COST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.11% | 7.44% | +4.67% |
Volatility (6M)Calculated over the trailing 6-month period | 34.59% | 14.53% | +20.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.62% | 18.80% | +16.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.71% | 22.72% | +21.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.62% | 21.95% | +34.67% |
Frequently Asked Questions
BTC-USD and COST have a correlation of -0.07, 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 (12.11%) compared to COST (7.44%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs COST's -53.39%.
COST currently has the higher Sharpe Ratio (-0.08 vs -0.93), 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.
Find the right allocation for BTC-USD and COST
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer