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

Performance

BTC-USD vs. IREN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bitcoin (BTC-USD) and IREN Limited (IREN). 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 IREN's 56.71% 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%

IREN

1D
8.91%
1M
-3.28%
YTD
56.71%
6M
27.73%
1Y
507.08%
3Y*
153.35%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BTC-USD vs. IREN - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BTC-USD
Bitcoin
-28.54%-6.27%120.76%155.82%-64.23%-23.12%
IREN
IREN Limited
56.71%284.62%37.34%472.00%-92.27%-42.25%

Correlation

The correlation between BTC-USD and IREN 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

0.39

Correlation (All Time)
Calculated using the full available price history since Nov 17, 2021

0.38

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Return for Risk

BTC-USD vs. IREN — 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

IREN
IREN Risk / Return Rank: 9595
Overall Rank
IREN Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
IREN Sortino Ratio Rank: 9494
Sortino Ratio Rank
IREN Omega Ratio Rank: 9191
Omega Ratio Rank
IREN Calmar Ratio Rank: 9797
Calmar Ratio Rank
IREN Martin Ratio Rank: 9494
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. IREN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and IREN Limited (IREN). 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-USDIRENDifference
Sharpe ratioReturn per unit of total volatility

-5.95

Sortino ratioReturn per unit of downside risk

-5.09

Omega ratioGain probability vs. loss probability

0.86

1.43

-0.57

Calmar ratioReturn relative to maximum drawdown

-0.80

8.73

-9.52

Martin ratioReturn relative to average drawdown

-1.42

16.71

-18.13

BTC-USD vs. IREN - Sharpe Ratio Comparison

The current BTC-USD Sharpe Ratio is -0.95, which is lower than the IREN Sharpe Ratio of 5.00. The chart below compares the historical Sharpe Ratios of BTC-USD and IREN, 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-USDIRENDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.95

5.00

-5.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

1.13

0.18

+0.95

Drawdowns

BTC-USD vs. IREN - Drawdown Comparison

The maximum BTC-USD drawdown since its inception was -85.30%, smaller than the maximum IREN drawdown of -95.73%. Use the drawdown chart below to compare losses from any high point for BTC-USD and IREN.


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Drawdown Indicators


BTC-USDIRENDifference

Max Drawdown

Largest peak-to-trough decline

-85.30%

-95.73%

+10.43%

Max Drawdown (1Y)

Largest decline over 1 year

-51.21%

-58.62%

+7.41%

Max Drawdown (3Y)

Largest decline over 3 years

-51.21%

-65.56%

+14.35%

Max Drawdown (5Y)

Largest decline over 5 years

-76.67%

Max Drawdown (10Y)

Largest decline over 10 years

-83.80%

Current Drawdown

Current decline from peak

-49.86%

-22.54%

-27.32%

Average Drawdown

Average peak-to-trough decline

-42.32%

-62.69%

+20.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

34.46%

30.55%

+3.91%

Volatility

BTC-USD vs. IREN - Volatility Comparison

The current volatility for Bitcoin (BTC-USD) is 11.59%, while IREN Limited (IREN) has a volatility of 33.35%. This indicates that BTC-USD experiences smaller price fluctuations and is considered to be less risky than IREN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BTC-USDIRENDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.59%

33.35%

-21.76%

Volatility (6M)

Calculated over the trailing 6-month period

34.53%

74.76%

-40.23%

Volatility (1Y)

Calculated over the trailing 1-year period

35.67%

102.51%

-66.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.95%

118.50%

-73.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

56.71%

118.50%

-61.79%

Frequently Asked Questions


BTC-USD and IREN 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.

IREN has higher volatility (33.35%) compared to BTC-USD (11.59%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs IREN's -95.73%.

IREN currently has the higher Sharpe Ratio (5.00 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.

Portfolio Optimizer

Find the right allocation for BTC-USD and IREN

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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