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

Performance

BTC-USD vs. MAGS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bitcoin (BTC-USD) and Roundhill Magnificent Seven ETF (MAGS). 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 -23.90% return, which is significantly lower than MAGS's 1.50% return.


BTC-USD

1D
2.10%
1M
5.29%
6M
-24.60%
YTD
-23.90%
1Y
-43.30%
3Y*
30.74%
5Y*
15.58%
10Y*
58.69%
ALL TIME*
89.03%

MAGS

1D
0.03%
1M
2.31%
6M
6.37%
YTD
1.50%
1Y
17.92%
3Y*
31.31%
5Y*
10Y*
ALL TIME*
36.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BTC-USD vs. MAGS - Yearly Performance Comparison


2026 (YTD)202520242023
BTC-USD
Bitcoin
-23.90%-6.27%120.76%42.57%
MAGS
Roundhill Magnificent Seven ETF
1.50%22.99%63.97%35.74%

Correlation

The correlation between BTC-USD and MAGS is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

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

0.25

Correlation (All Time)
Calculated using the full available price history since Apr 11, 2023

0.23

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Return for Risk

BTC-USD vs. MAGS — 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: 4545
Overall Rank
BTC-USD Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 5050
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 4949
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 6666
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 3838
Martin Ratio Rank

MAGS
MAGS Risk / Return Rank: 2929
Overall Rank
MAGS Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
MAGS Sortino Ratio Rank: 3030
Sortino Ratio Rank
MAGS Omega Ratio Rank: 2929
Omega Ratio Rank
MAGS Calmar Ratio Rank: 2727
Calmar Ratio Rank
MAGS Martin Ratio Rank: 2929
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. MAGS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and Roundhill Magnificent Seven ETF (MAGS). 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-USDMAGSDifference
Sharpe ratioReturn per unit of total volatility

-1.85

Sortino ratioReturn per unit of downside risk

-2.73

Omega ratioGain probability vs. loss probability

0.85

1.15

-0.30

Calmar ratioReturn relative to maximum drawdown

-0.82

0.97

-1.78

Martin ratioReturn relative to average drawdown

-1.30

2.97

-4.26

BTC-USD vs. MAGS - Sharpe Ratio Comparison

The current BTC-USD Sharpe Ratio is -1.01, which is lower than the MAGS Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of BTC-USD and MAGS, 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. MAGS - Drawdown Comparison

The maximum BTC-USD drawdown since its inception was -85.30%, which is greater than MAGS's maximum drawdown of -29.91%. Use the drawdown chart below to compare losses from any high point for BTC-USD and MAGS.


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Drawdown Indicators


BTC-USDMAGSDifference

Max Drawdown

Largest peak-to-trough decline

-85.30%

-29.91%

-55.39%

Max Drawdown (1Y)

Largest decline over 1 year

-53.08%

-18.62%

-34.46%

Max Drawdown (3Y)

Largest decline over 3 years

-53.08%

-29.91%

-23.17%

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

-46.61%

-5.62%

-40.99%

Average Drawdown

Average peak-to-trough decline

-42.62%

-4.81%

-37.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.11%

6.05%

+21.06%

Volatility

BTC-USD vs. MAGS - Volatility Comparison

Bitcoin (BTC-USD) has a higher volatility of 9.38% compared to Roundhill Magnificent Seven ETF (MAGS) at 7.38%. This indicates that BTC-USD's price experiences larger fluctuations and is considered to be riskier than MAGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BTC-USDMAGSDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.38%

7.38%

+2.00%

Volatility (6M)

Calculated over the trailing 6-month period

34.69%

16.68%

+18.01%

Volatility (1Y)

Calculated over the trailing 1-year period

35.80%

21.43%

+14.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.84%

25.98%

+17.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

56.33%

25.98%

+30.35%

Frequently Asked Questions


BTC-USD and MAGS have a correlation of 0.33, 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 (9.38%) compared to MAGS (7.38%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs MAGS's -29.91%.

MAGS currently has the higher Sharpe Ratio (0.84 vs -1.01), 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 MAGS

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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