BTC-USD vs. DTEGY
BTC-USD (Bitcoin) is a cryptocurrency, while DTEGY (Deutsche Telekom AG ADR) is a stock. Over the past 10 years, BTC-USD returned 57.23%/yr vs 12.47%/yr for DTEGY. At a 0.04 correlation, their price movements are largely independent.
Performance
BTC-USD vs. DTEGY - Performance Comparison
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Returns By Period
In the year-to-date period, BTC-USD achieves a -26.27% return, which is significantly lower than DTEGY's 4.12% return. Over the past 10 years, BTC-USD has outperformed DTEGY with an annualized return of 57.23%, while DTEGY has yielded a comparatively lower 12.47% annualized return.
BTC-USD
- 1D
- 1.71%
- 1M
- -20.43%
- YTD
- -26.27%
- 6M
- -28.52%
- 1Y
- -39.20%
- 3Y*
- 36.94%
- 5Y*
- 9.74%
- 10Y*
- 57.23%
DTEGY
- 1D
- 0.95%
- 1M
- 2.20%
- YTD
- 4.12%
- 6M
- 7.95%
- 1Y
- -3.93%
- 3Y*
- 21.29%
- 5Y*
- 13.28%
- 10Y*
- 12.47%
BTC-USD vs. DTEGY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BTC-USD Bitcoin | -26.27% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
DTEGY Deutsche Telekom AG ADR | 4.12% | 12.53% | 28.06% | 24.40% | 16.64% | 3.76% | 20.51% | 0.36% | 0.80% | 6.79% |
Correlation
The correlation between BTC-USD and DTEGY 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 | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 2012 | 0.04 |
The correlation between BTC-USD and DTEGY shifts across timeframes, from -0.04 (1 year) to 0.13 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
BTC-USD vs. DTEGY — Risk / Return Rank
BTC-USD
DTEGY
BTC-USD vs. DTEGY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and Deutsche Telekom AG ADR (DTEGY). 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 | DTEGY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.68 | ||
| Sortino ratioReturn per unit of downside risk | -1.11 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 0.98 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | -0.77 | -0.28 | -0.48 |
| Martin ratioReturn relative to average drawdown | -1.33 | -0.50 | -0.84 |
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Drawdowns
BTC-USD vs. DTEGY - Drawdown Comparison
The maximum BTC-USD drawdown since its inception was -85.30%, which is greater than DTEGY's maximum drawdown of -40.18%. Use the drawdown chart below to compare losses from any high point for BTC-USD and DTEGY.
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Drawdown Indicators
| BTC-USD | DTEGY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.30% | -40.18% | -45.12% |
Max Drawdown (1Y)Largest decline over 1 year | -51.21% | -19.68% | -31.53% |
Max Drawdown (3Y)Largest decline over 3 years | -51.21% | -21.44% | -29.77% |
Max Drawdown (5Y)Largest decline over 5 years | -76.67% | -25.85% | -50.82% |
Max Drawdown (10Y)Largest decline over 10 years | -83.80% | -40.18% | -43.62% |
Current DrawdownCurrent decline from peak | -48.27% | -15.47% | -32.80% |
Average DrawdownAverage peak-to-trough decline | -42.36% | -9.82% | -32.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 35.16% | 11.10% | +24.06% |
Volatility
BTC-USD vs. DTEGY - Volatility Comparison
Bitcoin (BTC-USD) has a higher volatility of 11.97% compared to Deutsche Telekom AG ADR (DTEGY) at 7.35%. This indicates that BTC-USD's price experiences larger fluctuations and is considered to be riskier than DTEGY 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 | DTEGY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.97% | 7.35% | +4.62% |
Volatility (6M)Calculated over the trailing 6-month period | 34.64% | 18.94% | +15.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.59% | 24.09% | +11.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.57% | 21.41% | +23.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.61% | 21.70% | +34.91% |
Frequently Asked Questions
BTC-USD and DTEGY 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 (11.97%) compared to DTEGY (7.35%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs DTEGY's -40.18%.
DTEGY currently has the higher Sharpe Ratio (-0.23 vs -0.92), 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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