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

Performance

BTC-USD vs. IDMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bitcoin (BTC-USD) and Invesco S&P International Developed Momentum ETF (IDMO). 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 -28.54% return, which is significantly lower than IDMO's 5.33% return. Over the past 10 years, BTC-USD has outperformed IDMO with an annualized return of 59.68%, while IDMO has yielded a comparatively lower 12.02% annualized return.


BTC-USD

1D
-1.22%
1M
-22.47%
YTD
-28.54%
6M
-31.02%
1Y
-40.89%
3Y*
33.16%
5Y*
10.82%
10Y*
59.68%

IDMO

1D
0.67%
1M
-3.78%
YTD
5.33%
6M
8.93%
1Y
19.27%
3Y*
24.47%
5Y*
15.15%
10Y*
12.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BTC-USD vs. IDMO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BTC-USD
Bitcoin
-28.54%-6.27%120.76%155.82%-64.23%59.40%304.57%94.10%-73.37%1,324.24%
IDMO
Invesco S&P International Developed Momentum ETF
5.33%42.17%12.79%20.16%-12.03%14.31%22.01%26.09%-16.66%29.21%

Correlation

The correlation between BTC-USD and IDMO is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.35

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

0.22

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

0.27

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

0.16

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2012

0.13

Over the past year, BTC-USD and IDMO have become more correlated (0.35) than their long-term average of 0.13, meaning their price movements have been converging.

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Return for Risk

BTC-USD vs. IDMO — 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: 2828
Overall Rank
BTC-USD Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3333
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3333
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 4646
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 1616
Martin Ratio Rank

IDMO
IDMO Risk / Return Rank: 3636
Overall Rank
IDMO Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
IDMO Sortino Ratio Rank: 3434
Sortino Ratio Rank
IDMO Omega Ratio Rank: 3535
Omega Ratio Rank
IDMO Calmar Ratio Rank: 3535
Calmar Ratio Rank
IDMO Martin Ratio Rank: 4343
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. IDMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and Invesco S&P International Developed Momentum ETF (IDMO). 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.


BTC-USDIDMODifference
Sharpe ratioReturn per unit of total volatility

-2.08

Sortino ratioReturn per unit of downside risk

-3.03

Omega ratioGain probability vs. loss probability

0.86

1.21

-0.35

Calmar ratioReturn relative to maximum drawdown

-0.80

1.57

-2.37

Martin ratioReturn relative to average drawdown

-1.42

6.49

-7.91

BTC-USD vs. IDMO - Sharpe Ratio Comparison

The current BTC-USD Sharpe Ratio is -0.95, which is lower than the IDMO Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of BTC-USD and IDMO, 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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Sharpe Ratios by Period


BTC-USDIDMODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.95

1.12

-2.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.85

-0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

0.67

+0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

1.13

0.44

+0.69

Drawdowns

BTC-USD vs. IDMO - Drawdown Comparison

The maximum BTC-USD drawdown since its inception was -85.30%, which is greater than IDMO's maximum drawdown of -39.38%. Use the drawdown chart below to compare losses from any high point for BTC-USD and IDMO.


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Drawdown Indicators


BTC-USDIDMODifference

Max Drawdown

Largest peak-to-trough decline

-85.30%

-39.38%

-45.92%

Max Drawdown (1Y)

Largest decline over 1 year

-51.21%

-12.31%

-38.90%

Max Drawdown (3Y)

Largest decline over 3 years

-51.21%

-12.65%

-38.56%

Max Drawdown (5Y)

Largest decline over 5 years

-76.67%

-27.07%

-49.60%

Max Drawdown (10Y)

Largest decline over 10 years

-83.80%

-31.34%

-52.46%

Current Drawdown

Current decline from peak

-49.86%

-4.49%

-45.37%

Average Drawdown

Average peak-to-trough decline

-42.32%

-9.75%

-32.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

34.46%

2.99%

+31.47%

Volatility

BTC-USD vs. IDMO - Volatility Comparison

Bitcoin (BTC-USD) has a higher volatility of 11.59% compared to Invesco S&P International Developed Momentum ETF (IDMO) at 6.18%. This indicates that BTC-USD's price experiences larger fluctuations and is considered to be riskier than IDMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BTC-USDIDMODifference

Volatility (1M)

Calculated over the trailing 1-month period

11.59%

6.18%

+5.41%

Volatility (6M)

Calculated over the trailing 6-month period

34.53%

15.28%

+19.25%

Volatility (1Y)

Calculated over the trailing 1-year period

35.67%

17.25%

+18.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.95%

17.90%

+27.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

56.71%

18.14%

+38.57%

Frequently Asked Questions


BTC-USD and IDMO have a correlation of 0.35, 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 (11.59%) compared to IDMO (6.18%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs IDMO's -39.38%.

IDMO currently has the higher Sharpe Ratio (1.12 vs -0.95), 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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