BTC-USD vs. INCO
BTC-USD (Bitcoin) is a cryptocurrency, while INCO (Columbia India Consumer ETF) is Asia Pacific Equities fund tracking the Indxx India Consumer Index. Over the past 10 years, BTC-USD returned 59.68%/yr vs 8.31%/yr for INCO. At a 0.06 correlation, their price movements are largely independent.
Performance
BTC-USD vs. INCO - Performance Comparison
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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 INCO's -12.41% return. Over the past 10 years, BTC-USD has outperformed INCO with an annualized return of 59.68%, while INCO has yielded a comparatively lower 8.31% 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%
INCO
- 1D
- -0.65%
- 1M
- -6.27%
- YTD
- -12.41%
- 6M
- -10.02%
- 1Y
- -12.31%
- 3Y*
- 6.45%
- 5Y*
- 5.53%
- 10Y*
- 8.31%
BTC-USD vs. INCO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BTC-USD Bitcoin | -28.54% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
INCO Columbia India Consumer ETF | -12.41% | 0.59% | 12.70% | 34.63% | -7.01% | 19.28% | 14.55% | -4.22% | -10.81% | 53.28% |
Correlation
The correlation between BTC-USD and INCO is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Sep 23, 2012 | 0.06 |
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Return for Risk
BTC-USD vs. INCO — Risk / Return Rank
BTC-USD
INCO
BTC-USD vs. INCO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and Columbia India Consumer ETF (INCO). 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-USD | INCO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.22 | ||
| Sortino ratioReturn per unit of downside risk | -0.37 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 0.89 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.80 | -0.58 | -0.22 |
| Martin ratioReturn relative to average drawdown | -1.42 | -1.46 | +0.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BTC-USD | INCO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.95 | -0.73 | -0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.33 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.87 | 0.41 | +0.46 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.13 | 0.42 | +0.71 |
Drawdowns
BTC-USD vs. INCO - Drawdown Comparison
The maximum BTC-USD drawdown since its inception was -85.30%, which is greater than INCO's maximum drawdown of -47.69%. Use the drawdown chart below to compare losses from any high point for BTC-USD and INCO.
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Drawdown Indicators
| BTC-USD | INCO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.30% | -47.69% | -37.61% |
Max Drawdown (1Y)Largest decline over 1 year | -51.21% | -21.37% | -29.84% |
Max Drawdown (3Y)Largest decline over 3 years | -51.21% | -29.98% | -21.23% |
Max Drawdown (5Y)Largest decline over 5 years | -76.67% | -29.98% | -46.69% |
Max Drawdown (10Y)Largest decline over 10 years | -83.80% | -47.69% | -36.11% |
Current DrawdownCurrent decline from peak | -49.86% | -25.40% | -24.46% |
Average DrawdownAverage peak-to-trough decline | -42.32% | -10.58% | -31.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.46% | 8.47% | +25.99% |
Volatility
BTC-USD vs. INCO - Volatility Comparison
Bitcoin (BTC-USD) has a higher volatility of 11.59% compared to Columbia India Consumer ETF (INCO) at 5.50%. This indicates that BTC-USD's price experiences larger fluctuations and is considered to be riskier than INCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BTC-USD | INCO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.59% | 5.50% | +6.09% |
Volatility (6M)Calculated over the trailing 6-month period | 34.53% | 14.33% | +20.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.67% | 16.90% | +18.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.95% | 16.91% | +28.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.71% | 20.32% | +36.39% |
Frequently Asked Questions
BTC-USD and INCO have a correlation of 0.16, 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 INCO (5.50%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs INCO's -47.69%.
INCO currently has the higher Sharpe Ratio (-0.73 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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