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BTC-USD vs. FLIN
Performance
Return for Risk
Drawdowns
Volatility

Performance

BTC-USD vs. FLIN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bitcoin (BTC-USD) and Franklin FTSE India ETF (FLIN). The values are adjusted to include any dividend payments, if applicable.

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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 FLIN's -10.29% 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%

FLIN

1D
1.11%
1M
-0.40%
YTD
-10.29%
6M
-8.41%
1Y
-10.13%
3Y*
5.77%
5Y*
3.89%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BTC-USD vs. FLIN - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
BTC-USD
Bitcoin
-26.27%-6.27%120.76%155.82%-64.23%59.40%304.57%94.10%-51.27%
FLIN
Franklin FTSE India ETF
-10.29%2.40%10.33%20.58%-7.96%24.96%14.50%4.77%-7.13%

Correlation

The correlation between BTC-USD and FLIN is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.17

Correlation (3Y)
Calculated over the trailing 3-year period

0.13

Correlation (5Y)
Calculated over the trailing 5-year period

0.18

Correlation (All Time)
Calculated using the full available price history since Feb 8, 2018

0.12

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Return for Risk

BTC-USD vs. FLIN — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BTC-USD
BTC-USD Risk / Return Rank: 3434
Overall Rank
BTC-USD Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3737
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3535
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 5151
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 3030
Martin Ratio Rank

FLIN
FLIN Risk / Return Rank: 33
Overall Rank
FLIN Sharpe Ratio Rank: 33
Sharpe Ratio Rank
FLIN Sortino Ratio Rank: 44
Sortino Ratio Rank
FLIN Omega Ratio Rank: 44
Omega Ratio Rank
FLIN Calmar Ratio Rank: 55
Calmar Ratio Rank
FLIN Martin Ratio Rank: 22
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BTC-USD vs. FLIN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and Franklin FTSE India ETF (FLIN). 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-USDFLINDifference
Sharpe ratioReturn per unit of total volatility

-0.15

Sortino ratioReturn per unit of downside risk

-0.24

Omega ratioGain probability vs. loss probability

0.87

0.88

-0.01

Calmar ratioReturn relative to maximum drawdown

-0.77

-0.61

-0.16

Martin ratioReturn relative to average drawdown

-1.33

-1.44

+0.11

BTC-USD vs. FLIN - Sharpe Ratio Comparison

The current BTC-USD Sharpe Ratio is -0.92, which is comparable to the FLIN Sharpe Ratio of -0.76. The chart below compares the historical Sharpe Ratios of BTC-USD and FLIN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BTC-USD vs. FLIN - Drawdown Comparison

The maximum BTC-USD drawdown since its inception was -85.30%, which is greater than FLIN's maximum drawdown of -41.90%. Use the drawdown chart below to compare losses from any high point for BTC-USD and FLIN.


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Drawdown Indicators


BTC-USDFLINDifference

Max Drawdown

Largest peak-to-trough decline

-85.30%

-41.90%

-43.40%

Max Drawdown (1Y)

Largest decline over 1 year

-51.21%

-18.79%

-32.42%

Max Drawdown (3Y)

Largest decline over 3 years

-51.21%

-22.85%

-28.36%

Max Drawdown (5Y)

Largest decline over 5 years

-76.67%

-22.85%

-53.82%

Max Drawdown (10Y)

Largest decline over 10 years

-83.80%

Current Drawdown

Current decline from peak

-48.27%

-17.41%

-30.86%

Average Drawdown

Average peak-to-trough decline

-42.36%

-8.04%

-34.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

35.16%

7.93%

+27.23%

Volatility

BTC-USD vs. FLIN - Volatility Comparison

Bitcoin (BTC-USD) has a higher volatility of 11.97% compared to Franklin FTSE India ETF (FLIN) at 4.11%. This indicates that BTC-USD's price experiences larger fluctuations and is considered to be riskier than FLIN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BTC-USDFLINDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.97%

4.11%

+7.86%

Volatility (6M)

Calculated over the trailing 6-month period

34.64%

12.89%

+21.75%

Volatility (1Y)

Calculated over the trailing 1-year period

35.59%

15.03%

+20.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.57%

15.76%

+28.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

56.61%

20.43%

+36.18%

Frequently Asked Questions


BTC-USD and FLIN have a correlation of 0.17, 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 FLIN (4.11%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs FLIN's -41.90%.

FLIN currently has the higher Sharpe Ratio (-0.76 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.

Portfolio Optimizer

Find the right allocation for BTC-USD and FLIN

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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