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

Performance

BTC-USD vs. POET - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bitcoin (BTC-USD) and POET Technologies Inc (POET). 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 -25.13% return, which is significantly lower than POET's 18.01% return. Over the past 10 years, BTC-USD has outperformed POET with an annualized return of 58.50%, while POET has yielded a comparatively lower 1.03% annualized return.


BTC-USD

1D
1.28%
1M
2.00%
6M
-29.23%
YTD
-25.13%
1Y
-44.16%
3Y*
29.87%
5Y*
15.31%
10Y*
58.50%
ALL TIME*
89.00%

POET

1D
1.08%
1M
-38.52%
6M
-10.00%
YTD
18.01%
1Y
19.14%
3Y*
22.64%
5Y*
-2.25%
10Y*
1.03%
ALL TIME*
0.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BTC-USD vs. POET - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BTC-USD
Bitcoin
-25.13%-6.27%120.76%155.82%-64.23%59.40%304.57%94.10%-73.37%1,324.24%
POET
POET Technologies Inc
18.01%6.39%536.09%-69.03%-57.46%9.79%130.96%38.41%19.00%-29.75%

Correlation

The correlation between BTC-USD and POET is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

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

0.16

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

0.15

Correlation (10Y)
Calculated over the trailing 10-year period

0.10

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2016

0.09

Over the past year, BTC-USD and POET have become more correlated (0.34) than their long-term average of 0.09, meaning their price movements have been converging.

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Return for Risk

BTC-USD vs. POET — 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: 4040
Overall Rank
BTC-USD Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 4545
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 4545
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 6161
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 3030
Martin Ratio Rank

POET
POET Risk / Return Rank: 5858
Overall Rank
POET Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
POET Sortino Ratio Rank: 6767
Sortino Ratio Rank
POET Omega Ratio Rank: 6767
Omega Ratio Rank
POET Calmar Ratio Rank: 5353
Calmar Ratio Rank
POET Martin Ratio Rank: 5353
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. POET - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and POET Technologies Inc (POET). 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-USDPOETDifference
Sharpe ratioReturn per unit of total volatility

-1.16

Sortino ratioReturn per unit of downside risk

-2.85

Omega ratioGain probability vs. loss probability

0.85

1.17

-0.32

Calmar ratioReturn relative to maximum drawdown

-0.83

0.30

-1.13

Martin ratioReturn relative to average drawdown

-1.32

0.58

-1.91

BTC-USD vs. POET - Sharpe Ratio Comparison

The current BTC-USD Sharpe Ratio is -1.03, which is lower than the POET Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of BTC-USD and POET, 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. POET - Drawdown Comparison

The maximum BTC-USD drawdown since its inception was -85.30%, smaller than the maximum POET drawdown of -93.47%. Use the drawdown chart below to compare losses from any high point for BTC-USD and POET.


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Drawdown Indicators


BTC-USDPOETDifference

Max Drawdown

Largest peak-to-trough decline

-85.30%

-93.47%

+8.17%

Max Drawdown (1Y)

Largest decline over 1 year

-53.08%

-64.07%

+10.99%

Max Drawdown (3Y)

Largest decline over 3 years

-53.08%

-82.03%

+28.95%

Max Drawdown (5Y)

Largest decline over 5 years

-76.67%

-92.29%

+15.62%

Max Drawdown (10Y)

Largest decline over 10 years

-83.80%

-93.47%

+9.67%

Current Drawdown

Current decline from peak

-47.48%

-63.68%

+16.20%

Average Drawdown

Average peak-to-trough decline

-42.61%

-61.01%

+18.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.88%

32.85%

-4.97%

Volatility

BTC-USD vs. POET - Volatility Comparison

The current volatility for Bitcoin (BTC-USD) is 9.37%, while POET Technologies Inc (POET) has a volatility of 25.32%. This indicates that BTC-USD experiences smaller price fluctuations and is considered to be less risky than POET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BTC-USDPOETDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.37%

25.32%

-15.95%

Volatility (6M)

Calculated over the trailing 6-month period

34.93%

122.98%

-88.05%

Volatility (1Y)

Calculated over the trailing 1-year period

35.76%

139.99%

-104.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.93%

107.62%

-63.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

56.33%

99.65%

-43.32%

Frequently Asked Questions


BTC-USD and POET have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

POET has higher volatility (25.32%) compared to BTC-USD (9.37%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs POET's -93.47%.

POET currently has the higher Sharpe Ratio (0.14 vs -1.03), 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

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