BTC-USD vs. COTZX
BTC-USD (Bitcoin) is a cryptocurrency, while COTZX (Columbia Thermostat Fund) is Tactical Allocation fund managed by Columbia. Over the past 10 years, BTC-USD returned 59.68%/yr vs 7.29%/yr for COTZX. At a 0.10 correlation, their price movements are largely independent.
Performance
BTC-USD vs. COTZX - 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 COTZX's 2.25% return. Over the past 10 years, BTC-USD has outperformed COTZX with an annualized return of 59.68%, while COTZX has yielded a comparatively lower 7.29% 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%
COTZX
- 1D
- -1.09%
- 1M
- -0.49%
- YTD
- 2.25%
- 6M
- 2.63%
- 1Y
- 11.00%
- 3Y*
- 10.35%
- 5Y*
- 4.49%
- 10Y*
- 7.29%
BTC-USD vs. COTZX - 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% |
COTZX Columbia Thermostat Fund | 2.25% | 15.02% | 7.98% | 11.66% | -12.92% | 6.44% | 29.61% | 15.15% | -1.17% | 3.33% |
Correlation
The correlation between BTC-USD and COTZX is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Sep 23, 2012 | 0.10 |
Over the past year, BTC-USD and COTZX have become more correlated (0.34) than their long-term average of 0.10, meaning their price movements have been converging.
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Return for Risk
BTC-USD vs. COTZX — Risk / Return Rank
BTC-USD
COTZX
BTC-USD vs. COTZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and Columbia Thermostat Fund (COTZX). 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 | COTZX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.13 | ||
| Sortino ratioReturn per unit of downside risk | -4.51 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.42 | -0.56 |
| Calmar ratioReturn relative to maximum drawdown | -0.80 | 2.80 | -3.60 |
| Martin ratioReturn relative to average drawdown | -1.42 | 13.13 | -14.55 |
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 | COTZX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.95 | 2.17 | -3.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.61 | -0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.87 | 0.99 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.13 | 0.64 | +0.49 |
Drawdowns
BTC-USD vs. COTZX - Drawdown Comparison
The maximum BTC-USD drawdown since its inception was -85.30%, which is greater than COTZX's maximum drawdown of -47.48%. Use the drawdown chart below to compare losses from any high point for BTC-USD and COTZX.
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Drawdown Indicators
| BTC-USD | COTZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.30% | -47.48% | -37.82% |
Max Drawdown (1Y)Largest decline over 1 year | -51.21% | -4.02% | -47.19% |
Max Drawdown (3Y)Largest decline over 3 years | -51.21% | -6.93% | -44.28% |
Max Drawdown (5Y)Largest decline over 5 years | -76.67% | -17.80% | -58.87% |
Max Drawdown (10Y)Largest decline over 10 years | -83.80% | -17.80% | -66.00% |
Current DrawdownCurrent decline from peak | -49.86% | -1.20% | -48.66% |
Average DrawdownAverage peak-to-trough decline | -42.32% | -3.47% | -38.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.46% | 0.86% | +33.60% |
Volatility
BTC-USD vs. COTZX - Volatility Comparison
Bitcoin (BTC-USD) has a higher volatility of 11.59% compared to Columbia Thermostat Fund (COTZX) at 1.87%. This indicates that BTC-USD's price experiences larger fluctuations and is considered to be riskier than COTZX 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 | COTZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.59% | 1.87% | +9.72% |
Volatility (6M)Calculated over the trailing 6-month period | 34.53% | 4.12% | +30.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.67% | 5.19% | +30.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.95% | 7.35% | +37.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.71% | 7.40% | +49.31% |
Frequently Asked Questions
BTC-USD and COTZX have a correlation of 0.34, 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 COTZX (1.87%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs COTZX's -47.48%.
COTZX currently has the higher Sharpe Ratio (2.17 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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