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

Performance

BTC-USD vs. HBAR-USD - Performance Comparison

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

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Returns By Period

The year-to-date returns for both investments are quite close, with BTC-USD having a -27.32% return and HBAR-USD slightly higher at -26.59%.


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%

HBAR-USD

1D
-1.54%
1M
-16.53%
YTD
-26.59%
6M
-37.13%
1Y
-52.17%
3Y*
18.50%
5Y*
-16.90%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BTC-USD vs. HBAR-USD - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
BTC-USD
Bitcoin
-27.32%-6.27%120.76%155.82%-64.23%59.40%304.57%-30.18%
HBAR-USD
HederaHashgraph
-26.59%-60.44%212.23%135.51%-87.44%812.76%211.49%-97.54%

Correlation

The correlation between BTC-USD and HBAR-USD is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.76

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

0.68

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

0.69

Correlation (All Time)
Calculated using the full available price history since Sep 17, 2019

0.63

The correlation between BTC-USD and HBAR-USD shifts across timeframes, from 0.63 (all time) to 0.76 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

BTC-USD vs. HBAR-USD — 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: 3737
Overall Rank
BTC-USD Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3939
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3737
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 5656
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 3232
Martin Ratio Rank

HBAR-USD
HBAR-USD Risk / Return Rank: 6262
Overall Rank
HBAR-USD Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
HBAR-USD Sortino Ratio Rank: 5858
Sortino Ratio Rank
HBAR-USD Omega Ratio Rank: 5959
Omega Ratio Rank
HBAR-USD Calmar Ratio Rank: 6868
Calmar Ratio Rank
HBAR-USD Martin Ratio Rank: 6969
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. HBAR-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and HederaHashgraph (HBAR-USD). 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-USDHBAR-USDDifference
Sharpe ratioReturn per unit of total volatility

-0.26

Sortino ratioReturn per unit of downside risk

-0.45

Omega ratioGain probability vs. loss probability

0.87

0.92

-0.06

Calmar ratioReturn relative to maximum drawdown

-0.78

-0.71

-0.07

Martin ratioReturn relative to average drawdown

-1.36

-1.01

-0.35

BTC-USD vs. HBAR-USD - Sharpe Ratio Comparison

The current BTC-USD Sharpe Ratio is -0.93, which is lower than the HBAR-USD Sharpe Ratio of -0.67. The chart below compares the historical Sharpe Ratios of BTC-USD and HBAR-USD, 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. HBAR-USD - Drawdown Comparison

The maximum BTC-USD drawdown since its inception was -85.30%, smaller than the maximum HBAR-USD drawdown of -97.58%. Use the drawdown chart below to compare losses from any high point for BTC-USD and HBAR-USD.


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Drawdown Indicators


BTC-USDHBAR-USDDifference

Max Drawdown

Largest peak-to-trough decline

-85.30%

-97.58%

+12.28%

Max Drawdown (1Y)

Largest decline over 1 year

-51.21%

-73.39%

+22.18%

Max Drawdown (3Y)

Largest decline over 3 years

-51.21%

-79.29%

+28.08%

Max Drawdown (5Y)

Largest decline over 5 years

-76.67%

-92.79%

+16.12%

Max Drawdown (10Y)

Largest decline over 10 years

-83.80%

Current Drawdown

Current decline from peak

-49.01%

-84.59%

+35.58%

Average Drawdown

Average peak-to-trough decline

-42.35%

-74.50%

+32.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

35.02%

51.63%

-16.61%

Volatility

BTC-USD vs. HBAR-USD - Volatility Comparison

The current volatility for Bitcoin (BTC-USD) is 12.11%, while HederaHashgraph (HBAR-USD) has a volatility of 16.49%. This indicates that BTC-USD experiences smaller price fluctuations and is considered to be less risky than HBAR-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BTC-USDHBAR-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.11%

16.49%

-4.38%

Volatility (6M)

Calculated over the trailing 6-month period

34.59%

43.31%

-8.72%

Volatility (1Y)

Calculated over the trailing 1-year period

35.62%

65.23%

-29.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.71%

85.18%

-40.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

56.62%

108.59%

-51.97%

Frequently Asked Questions


BTC-USD and HBAR-USD have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HBAR-USD has higher volatility (16.49%) compared to BTC-USD (12.11%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs HBAR-USD's -97.58%.

HBAR-USD currently has the higher Sharpe Ratio (-0.67 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.

Portfolio Optimizer

Find the right allocation for BTC-USD and HBAR-USD

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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