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

Performance

BTC-USD vs. GILD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bitcoin (BTC-USD) and Gilead Sciences, Inc. (GILD). 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 GILD's 2.90% return. Over the past 10 years, BTC-USD has outperformed GILD with an annualized return of 57.23%, while GILD has yielded a comparatively lower 7.84% 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%

GILD

1D
-0.22%
1M
-4.90%
YTD
2.90%
6M
5.60%
1Y
16.40%
3Y*
21.02%
5Y*
17.08%
10Y*
7.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BTC-USD vs. GILD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BTC-USD
Bitcoin
-26.27%-6.27%120.76%155.82%-64.23%59.40%304.57%94.10%-73.37%1,324.24%
GILD
Gilead Sciences, Inc.
2.90%36.59%18.68%-1.99%23.63%29.95%-6.70%7.88%-9.92%2.96%

Correlation

The correlation between BTC-USD and GILD is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.10

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

0.07

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

0.08

Correlation (10Y)
Calculated over the trailing 10-year period

0.05

Correlation (All Time)
Calculated using the full available price history since Sep 28, 2012

0.04

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Return for Risk

BTC-USD vs. GILD — 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

GILD
GILD Risk / Return Rank: 5959
Overall Rank
GILD Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
GILD Sortino Ratio Rank: 5757
Sortino Ratio Rank
GILD Omega Ratio Rank: 5454
Omega Ratio Rank
GILD Calmar Ratio Rank: 5858
Calmar Ratio Rank
GILD Martin Ratio Rank: 6262
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. GILD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and Gilead Sciences, Inc. (GILD). 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-USDGILDDifference
Sharpe ratioReturn per unit of total volatility

-1.49

Sortino ratioReturn per unit of downside risk

-2.30

Omega ratioGain probability vs. loss probability

0.87

1.12

-0.25

Calmar ratioReturn relative to maximum drawdown

-0.77

0.70

-1.47

Martin ratioReturn relative to average drawdown

-1.33

1.99

-3.32

BTC-USD vs. GILD - Sharpe Ratio Comparison

The current BTC-USD Sharpe Ratio is -0.92, which is lower than the GILD Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of BTC-USD and GILD, 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. GILD - Drawdown Comparison

The maximum BTC-USD drawdown since its inception was -85.30%, which is greater than GILD's maximum drawdown of -70.83%. Use the drawdown chart below to compare losses from any high point for BTC-USD and GILD.


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Drawdown Indicators


BTC-USDGILDDifference

Max Drawdown

Largest peak-to-trough decline

-85.30%

-70.83%

-14.47%

Max Drawdown (1Y)

Largest decline over 1 year

-51.21%

-21.59%

-29.62%

Max Drawdown (3Y)

Largest decline over 3 years

-51.21%

-26.59%

-24.62%

Max Drawdown (5Y)

Largest decline over 5 years

-76.67%

-26.59%

-50.08%

Max Drawdown (10Y)

Largest decline over 10 years

-83.80%

-30.47%

-53.33%

Current Drawdown

Current decline from peak

-48.27%

-18.93%

-29.34%

Average Drawdown

Average peak-to-trough decline

-42.36%

-22.15%

-20.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

35.16%

7.61%

+27.55%

Volatility

BTC-USD vs. GILD - Volatility Comparison

Bitcoin (BTC-USD) has a higher volatility of 11.97% compared to Gilead Sciences, Inc. (GILD) at 7.95%. This indicates that BTC-USD's price experiences larger fluctuations and is considered to be riskier than GILD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BTC-USDGILDDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.97%

7.95%

+4.02%

Volatility (6M)

Calculated over the trailing 6-month period

34.64%

19.02%

+15.62%

Volatility (1Y)

Calculated over the trailing 1-year period

35.59%

26.62%

+8.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.57%

24.12%

+20.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

56.61%

25.52%

+31.09%

Frequently Asked Questions


BTC-USD and GILD have a correlation of 0.10, 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 GILD (7.95%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs GILD's -70.83%.

GILD currently has the higher Sharpe Ratio (0.57 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 GILD

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