PortfoliosLab logoPortfoliosLab logo
BTC-USD vs. NET
Performance
Return for Risk
Drawdowns
Volatility

Performance

BTC-USD vs. NET - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bitcoin (BTC-USD) and Cloudflare, Inc. (NET). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, BTC-USD achieves a -27.93% return, which is significantly lower than NET's 39.89% return.


BTC-USD

1D
1.32%
1M
2.22%
6M
-30.73%
YTD
-27.93%
1Y
-43.34%
3Y*
27.51%
5Y*
13.47%
10Y*
57.99%

NET

1D
0.88%
1M
16.80%
6M
47.52%
YTD
39.89%
1Y
42.54%
3Y*
61.50%
5Y*
20.41%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BTC-USD vs. NET - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
BTC-USD
Bitcoin
-27.93%-6.27%120.76%155.82%-64.23%59.40%304.57%-31.26%
NET
Cloudflare, Inc.
39.89%83.09%29.33%84.16%-65.62%73.05%345.43%-5.22%

Correlation

The correlation between BTC-USD and NET is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

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

0.21

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

0.26

Correlation (All Time)
Calculated using the full available price history since Sep 13, 2019

0.23

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. NET — 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: 2020
Overall Rank
BTC-USD Sharpe Ratio Rank: 66
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 2727
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 2222
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 3939
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 77
Martin Ratio Rank

NET
NET Risk / Return Rank: 6868
Overall Rank
NET Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
NET Sortino Ratio Rank: 6565
Sortino Ratio Rank
NET Omega Ratio Rank: 6767
Omega Ratio Rank
NET Calmar Ratio Rank: 6969
Calmar Ratio Rank
NET Martin Ratio Rank: 6868
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. NET - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and Cloudflare, Inc. (NET). 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-USDNETDifference
Sharpe ratioReturn per unit of total volatility

-1.71

Sortino ratioReturn per unit of downside risk

-2.73

Omega ratioGain probability vs. loss probability

0.85

1.17

-0.32

Calmar ratioReturn relative to maximum drawdown

-0.82

1.16

-1.98

Martin ratioReturn relative to average drawdown

-1.34

2.45

-3.79

BTC-USD vs. NET - Sharpe Ratio Comparison

The current BTC-USD Sharpe Ratio is -1.01, which is lower than the NET Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of BTC-USD and NET, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

BTC-USD vs. NET - Drawdown Comparison

The maximum BTC-USD drawdown since its inception was -85.30%, roughly equal to the maximum NET drawdown of -82.58%. Use the drawdown chart below to compare losses from any high point for BTC-USD and NET.


Loading charts...

Drawdown Indicators


BTC-USDNETDifference

Max Drawdown

Largest peak-to-trough decline

-85.30%

-82.58%

-2.72%

Max Drawdown (1Y)

Largest decline over 1 year

-53.08%

-36.76%

-16.32%

Max Drawdown (3Y)

Largest decline over 3 years

-53.08%

-45.00%

-8.08%

Max Drawdown (5Y)

Largest decline over 5 years

-76.67%

-82.58%

+5.91%

Max Drawdown (10Y)

Largest decline over 10 years

-83.80%

Current Drawdown

Current decline from peak

-49.44%

0.00%

-49.44%

Average Drawdown

Average peak-to-trough decline

-42.53%

-37.26%

-5.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

31.20%

17.42%

+13.78%

Volatility

BTC-USD vs. NET - Volatility Comparison

The current volatility for Bitcoin (BTC-USD) is 9.25%, while Cloudflare, Inc. (NET) has a volatility of 15.40%. This indicates that BTC-USD experiences smaller price fluctuations and is considered to be less risky than NET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


BTC-USDNETDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.25%

15.40%

-6.15%

Volatility (6M)

Calculated over the trailing 6-month period

34.87%

54.76%

-19.89%

Volatility (1Y)

Calculated over the trailing 1-year period

35.75%

60.54%

-24.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.96%

68.68%

-24.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

56.32%

67.59%

-11.27%

Frequently Asked Questions


BTC-USD and NET have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NET has higher volatility (15.40%) compared to BTC-USD (9.25%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs NET's -82.58%.

NET currently has the higher Sharpe Ratio (0.71 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 NET

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