BTC-USD vs. NSRGY
BTC-USD (Bitcoin) is a cryptocurrency, while NSRGY (Nestlé S.A.) is a stock. Over the past 10 years, BTC-USD returned 55.97%/yr vs 6.67%/yr for NSRGY. At a 0.04 correlation, their price movements are largely independent.
Performance
BTC-USD vs. NSRGY - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, BTC-USD achieves a -25.06% return, which is significantly lower than NSRGY's 5.66% return. Over the past 10 years, BTC-USD has outperformed NSRGY with an annualized return of 55.97%, while NSRGY has yielded a comparatively lower 6.67% annualized return.
BTC-USD
- 1D
- 2.42%
- 1M
- -17.06%
- YTD
- -25.06%
- 6M
- -25.64%
- 1Y
- -37.83%
- 3Y*
- 36.87%
- 5Y*
- 10.30%
- 10Y*
- 55.97%
NSRGY
- 1D
- -0.20%
- 1M
- 1.56%
- YTD
- 5.66%
- 6M
- 6.71%
- 1Y
- 1.15%
- 3Y*
- -1.88%
- 5Y*
- -1.61%
- 10Y*
- 6.67%
BTC-USD vs. NSRGY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BTC-USD Bitcoin | -25.06% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
NSRGY Nestlé S.A. | 5.66% | 24.80% | -27.05% | 2.88% | -15.94% | 22.32% | 11.63% | 37.26% | -2.74% | 27.45% |
Correlation
The correlation between BTC-USD and NSRGY is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Sep 29, 2012 | 0.04 |
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. NSRGY — Risk / Return Rank
BTC-USD
NSRGY
BTC-USD vs. NSRGY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and Nestlé S.A. (NSRGY). 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 | NSRGY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.85 | ||
| Sortino ratioReturn per unit of downside risk | -1.32 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.01 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | -0.74 | -0.05 | -0.69 |
| Martin ratioReturn relative to average drawdown | -1.28 | -0.10 | -1.19 |
Loading charts...
Drawdowns
BTC-USD vs. NSRGY - Drawdown Comparison
The maximum BTC-USD drawdown since its inception was -85.30%, which is greater than NSRGY's maximum drawdown of -75.68%. Use the drawdown chart below to compare losses from any high point for BTC-USD and NSRGY.
Loading charts...
Drawdown Indicators
| BTC-USD | NSRGY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.30% | -75.68% | -9.62% |
Max Drawdown (1Y)Largest decline over 1 year | -51.21% | -15.71% | -35.50% |
Max Drawdown (3Y)Largest decline over 3 years | -51.21% | -32.79% | -18.42% |
Max Drawdown (5Y)Largest decline over 5 years | -76.67% | -38.24% | -38.43% |
Max Drawdown (10Y)Largest decline over 10 years | -83.80% | -38.24% | -45.56% |
Current DrawdownCurrent decline from peak | -47.43% | -17.25% | -30.18% |
Average DrawdownAverage peak-to-trough decline | -42.37% | -24.16% | -18.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 35.28% | 9.31% | +25.97% |
Volatility
BTC-USD vs. NSRGY - Volatility Comparison
Bitcoin (BTC-USD) has a higher volatility of 12.10% compared to Nestlé S.A. (NSRGY) at 5.46%. This indicates that BTC-USD's price experiences larger fluctuations and is considered to be riskier than NSRGY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| BTC-USD | NSRGY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.10% | 5.46% | +6.64% |
Volatility (6M)Calculated over the trailing 6-month period | 34.64% | 15.05% | +19.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.63% | 22.89% | +12.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.55% | 19.90% | +24.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.61% | 18.44% | +38.17% |
Frequently Asked Questions
BTC-USD and NSRGY have a correlation of 0.05, 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 (12.10%) compared to NSRGY (5.46%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs NSRGY's -75.68%.
NSRGY currently has the higher Sharpe Ratio (-0.04 vs -0.88), 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 NSRGY
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