BTC-USD vs. MALOX
BTC-USD (Bitcoin) is a cryptocurrency, while MALOX (BlackRock Global Allocation Fund) is Global Allocation fund managed by BlackRock. Over the past 10 years, BTC-USD returned 58.69%/yr vs 8.19%/yr for MALOX. At a 0.14 correlation, their price movements are largely independent.
Performance
BTC-USD vs. MALOX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, BTC-USD achieves a -23.90% return, which is significantly lower than MALOX's 5.88% return. Over the past 10 years, BTC-USD has outperformed MALOX with an annualized return of 58.69%, while MALOX has yielded a comparatively lower 8.19% annualized 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%
MALOX
- 1D
- -0.37%
- 1M
- -2.66%
- 6M
- 5.01%
- YTD
- 5.88%
- 1Y
- 14.01%
- 3Y*
- 12.81%
- 5Y*
- 5.67%
- 10Y*
- 8.19%
- ALL TIME*
- 8.95%
BTC-USD vs. MALOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BTC-USD Bitcoin | -23.90% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
MALOX BlackRock Global Allocation Fund | 5.88% | 19.63% | 9.23% | 12.63% | -15.86% | 6.69% | 24.93% | 17.56% | -7.40% | 13.59% |
Correlation
The correlation between BTC-USD and MALOX is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Nov 5, 2012 | 0.14 |
Over the past year, BTC-USD and MALOX have become more correlated (0.36) than their long-term average of 0.14, meaning their price movements have been converging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
BTC-USD vs. MALOX — Risk / Return Rank
BTC-USD
MALOX
BTC-USD vs. MALOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and BlackRock Global Allocation Fund (MALOX). 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-USD | MALOX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.38 | ||
| Sortino ratioReturn per unit of downside risk | -3.45 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 1.25 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | -0.82 | 1.74 | -2.55 |
| Martin ratioReturn relative to average drawdown | -1.30 | 7.22 | -8.51 |
Loading charts...
Drawdowns
BTC-USD vs. MALOX - Drawdown Comparison
The maximum BTC-USD drawdown since its inception was -85.30%, which is greater than MALOX's maximum drawdown of -32.83%. Use the drawdown chart below to compare losses from any high point for BTC-USD and MALOX.
Loading charts...
Drawdown Indicators
| BTC-USD | MALOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.30% | -32.83% | -52.47% |
Max Drawdown (1Y)Largest decline over 1 year | -53.08% | -8.31% | -44.77% |
Max Drawdown (3Y)Largest decline over 3 years | -53.08% | -10.04% | -43.04% |
Max Drawdown (5Y)Largest decline over 5 years | -76.67% | -22.76% | -53.91% |
Max Drawdown (10Y)Largest decline over 10 years | -83.80% | -22.76% | -61.04% |
Current DrawdownCurrent decline from peak | -46.61% | -2.83% | -43.78% |
Average DrawdownAverage peak-to-trough decline | -42.62% | -3.91% | -38.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.11% | 1.99% | +25.12% |
Volatility
BTC-USD vs. MALOX - Volatility Comparison
Bitcoin (BTC-USD) has a higher volatility of 9.38% compared to BlackRock Global Allocation Fund (MALOX) at 3.01%. This indicates that BTC-USD's price experiences larger fluctuations and is considered to be riskier than MALOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| BTC-USD | MALOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.38% | 3.01% | +6.37% |
Volatility (6M)Calculated over the trailing 6-month period | 34.69% | 8.93% | +25.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.80% | 10.49% | +25.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.84% | 11.00% | +32.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.33% | 10.73% | +45.60% |
Frequently Asked Questions
BTC-USD and MALOX have a correlation of 0.36, 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 MALOX (3.01%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs MALOX's -32.83%.
MALOX currently has the higher Sharpe Ratio (1.38 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.
Find the right allocation for BTC-USD and MALOX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer