BTC-USD vs. ORCL
BTC-USD (Bitcoin) is a cryptocurrency, while ORCL (Oracle Corporation) is a stock. Over the past 10 years, BTC-USD returned 59.68%/yr vs 20.30%/yr for ORCL. At a 0.07 correlation, their price movements are largely independent.
Performance
BTC-USD vs. ORCL - Performance Comparison
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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 ORCL's 9.34% return. Over the past 10 years, BTC-USD has outperformed ORCL with an annualized return of 59.68%, while ORCL has yielded a comparatively lower 20.30% annualized 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%
ORCL
- 1D
- -0.87%
- 1M
- 8.10%
- YTD
- 9.34%
- 6M
- -3.36%
- 1Y
- 22.94%
- 3Y*
- 25.94%
- 5Y*
- 21.81%
- 10Y*
- 20.30%
BTC-USD vs. ORCL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BTC-USD Bitcoin | -28.54% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
ORCL Oracle Corporation | 9.34% | 18.13% | 59.99% | 30.94% | -4.65% | 36.89% | 24.25% | 19.34% | -2.97% | 24.94% |
Correlation
The correlation between BTC-USD and ORCL is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2012 | 0.07 |
The correlation between BTC-USD and ORCL shifts across timeframes, from 0.07 (all time) to 0.26 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
BTC-USD vs. ORCL — Risk / Return Rank
BTC-USD
ORCL
BTC-USD vs. ORCL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and Oracle Corporation (ORCL). 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-USD | ORCL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.31 | ||
| Sortino ratioReturn per unit of downside risk | -2.47 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.13 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.80 | 0.40 | -1.19 |
| Martin ratioReturn relative to average drawdown | -1.42 | 0.66 | -2.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BTC-USD | ORCL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.95 | 0.35 | -1.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.52 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.87 | 0.58 | +0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.13 | 0.49 | +0.64 |
Drawdowns
BTC-USD vs. ORCL - Drawdown Comparison
The maximum BTC-USD drawdown since its inception was -85.30%, roughly equal to the maximum ORCL drawdown of -84.19%. Use the drawdown chart below to compare losses from any high point for BTC-USD and ORCL.
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Drawdown Indicators
| BTC-USD | ORCL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.30% | -84.19% | -1.11% |
Max Drawdown (1Y)Largest decline over 1 year | -51.21% | -58.25% | +7.04% |
Max Drawdown (3Y)Largest decline over 3 years | -51.21% | -58.25% | +7.04% |
Max Drawdown (5Y)Largest decline over 5 years | -76.67% | -58.25% | -18.42% |
Max Drawdown (10Y)Largest decline over 10 years | -83.80% | -58.25% | -25.55% |
Current DrawdownCurrent decline from peak | -49.86% | -34.98% | -14.88% |
Average DrawdownAverage peak-to-trough decline | -42.32% | -29.10% | -13.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.46% | 35.04% | -0.58% |
Volatility
BTC-USD vs. ORCL - Volatility Comparison
The current volatility for Bitcoin (BTC-USD) is 11.59%, while Oracle Corporation (ORCL) has a volatility of 21.62%. This indicates that BTC-USD experiences smaller price fluctuations and is considered to be less risky than ORCL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BTC-USD | ORCL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.59% | 21.62% | -10.03% |
Volatility (6M)Calculated over the trailing 6-month period | 34.53% | 42.42% | -7.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.67% | 65.38% | -29.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.95% | 41.98% | +2.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.71% | 35.01% | +21.70% |
Frequently Asked Questions
BTC-USD and ORCL have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ORCL has higher volatility (21.62%) compared to BTC-USD (11.59%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs ORCL's -84.19%.
ORCL currently has the higher Sharpe Ratio (0.35 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.
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