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

Performance

BTC-USD vs. HYPD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bitcoin (BTC-USD) and Hyperion DeFi, Inc (HYPD). 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 -24.33% return, which is significantly lower than HYPD's -17.98% return.


BTC-USD

1D
0.77%
1M
-15.23%
YTD
-24.33%
6M
-23.38%
1Y
-37.30%
3Y*
35.99%
5Y*
11.54%
10Y*
56.48%

HYPD

1D
7.35%
1M
-13.10%
YTD
-17.98%
6M
-5.19%
1Y
19.67%
3Y*
-75.69%
5Y*
-63.11%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BTC-USD vs. HYPD - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
BTC-USD
Bitcoin
-24.33%-6.27%120.76%155.82%-64.23%59.40%304.57%94.10%-67.49%
HYPD
Hyperion DeFi, Inc
-17.98%-69.52%-92.98%27.61%-59.25%-33.99%35.27%57.19%-71.50%

Correlation

The correlation between BTC-USD and HYPD is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.39

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

0.19

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

0.20

Correlation (All Time)
Calculated using the full available price history since Jan 25, 2018

0.11

Over the past year, BTC-USD and HYPD have become more correlated (0.39) than their long-term average of 0.11, meaning their price movements have been converging.

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Return for Risk

BTC-USD vs. HYPD — 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: 3636
Overall Rank
BTC-USD Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3636
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: 3636
Martin Ratio Rank

HYPD
HYPD Risk / Return Rank: 5757
Overall Rank
HYPD Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
HYPD Sortino Ratio Rank: 7878
Sortino Ratio Rank
HYPD Omega Ratio Rank: 7171
Omega Ratio Rank
HYPD Calmar Ratio Rank: 4747
Calmar Ratio Rank
HYPD Martin Ratio Rank: 4545
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. HYPD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and Hyperion DeFi, Inc (HYPD). 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-USDHYPDDifference
Sharpe ratioReturn per unit of total volatility

-0.96

Sortino ratioReturn per unit of downside risk

-3.28

Omega ratioGain probability vs. loss probability

0.88

1.22

-0.35

Calmar ratioReturn relative to maximum drawdown

-0.73

0.23

-0.96

Martin ratioReturn relative to average drawdown

-1.26

0.30

-1.56

BTC-USD vs. HYPD - Sharpe Ratio Comparison

The current BTC-USD Sharpe Ratio is -0.87, which is lower than the HYPD Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of BTC-USD and HYPD, 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. HYPD - Drawdown Comparison

The maximum BTC-USD drawdown since its inception was -85.30%, smaller than the maximum HYPD drawdown of -99.89%. Use the drawdown chart below to compare losses from any high point for BTC-USD and HYPD.


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Drawdown Indicators


BTC-USDHYPDDifference

Max Drawdown

Largest peak-to-trough decline

-85.30%

-99.89%

+14.59%

Max Drawdown (1Y)

Largest decline over 1 year

-51.21%

-84.22%

+33.01%

Max Drawdown (3Y)

Largest decline over 3 years

-51.21%

-99.55%

+48.34%

Max Drawdown (5Y)

Largest decline over 5 years

-76.67%

-99.83%

+23.16%

Max Drawdown (10Y)

Largest decline over 10 years

-83.80%

Current Drawdown

Current decline from peak

-46.91%

-99.63%

+52.72%

Average Drawdown

Average peak-to-trough decline

-42.38%

-70.76%

+28.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

34.75%

66.02%

-31.27%

Volatility

BTC-USD vs. HYPD - Volatility Comparison

The current volatility for Bitcoin (BTC-USD) is 12.14%, while Hyperion DeFi, Inc (HYPD) has a volatility of 31.31%. This indicates that BTC-USD experiences smaller price fluctuations and is considered to be less risky than HYPD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BTC-USDHYPDDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.14%

31.31%

-19.17%

Volatility (6M)

Calculated over the trailing 6-month period

34.59%

81.75%

-47.16%

Volatility (1Y)

Calculated over the trailing 1-year period

35.62%

220.84%

-185.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.55%

144.63%

-100.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

56.55%

123.93%

-67.38%

Frequently Asked Questions


BTC-USD and HYPD have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HYPD has higher volatility (31.31%) compared to BTC-USD (12.14%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs HYPD's -99.89%.

HYPD currently has the higher Sharpe Ratio (0.09 vs -0.87), 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 HYPD

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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