BTC-USD vs. PRGSX
BTC-USD (Bitcoin) is a cryptocurrency, while PRGSX (T. Rowe Price Global Stock Fund) is Global Equities fund managed by T. Rowe Price. Over the past 10 years, BTC-USD returned 58.73%/yr vs 16.59%/yr for PRGSX. At a 0.13 correlation, their price movements are largely independent.
Performance
BTC-USD vs. PRGSX - Performance Comparison
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Returns By Period
In the year-to-date period, BTC-USD achieves a -29.30% return, which is significantly lower than PRGSX's 17.95% return. Over the past 10 years, BTC-USD has outperformed PRGSX with an annualized return of 58.73%, while PRGSX has yielded a comparatively lower 16.59% annualized return.
BTC-USD
- 1D
- -1.90%
- 1M
- -24.74%
- YTD
- -29.30%
- 6M
- -33.26%
- 1Y
- -43.91%
- 3Y*
- 33.75%
- 5Y*
- 11.01%
- 10Y*
- 58.73%
PRGSX
- 1D
- 1.46%
- 1M
- 1.47%
- YTD
- 17.95%
- 6M
- 17.97%
- 1Y
- 35.76%
- 3Y*
- 22.45%
- 5Y*
- 8.97%
- 10Y*
- 16.59%
BTC-USD vs. PRGSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BTC-USD Bitcoin | -29.30% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
PRGSX T. Rowe Price Global Stock Fund | 17.95% | 21.42% | 16.80% | 25.70% | -28.01% | 9.81% | 52.29% | 35.84% | -4.51% | 32.64% |
Correlation
The correlation between BTC-USD and PRGSX is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2012 | 0.13 |
Over the past year, BTC-USD and PRGSX have become more correlated (0.39) than their long-term average of 0.13, meaning their price movements have been converging.
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Return for Risk
BTC-USD vs. PRGSX — Risk / Return Rank
BTC-USD
PRGSX
BTC-USD vs. PRGSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and T. Rowe Price Global Stock Fund (PRGSX). 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 | PRGSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.95 | ||
| Sortino ratioReturn per unit of downside risk | -4.03 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 1.35 | -0.50 |
| Calmar ratioReturn relative to maximum drawdown | -0.86 | 2.83 | -3.69 |
| Martin ratioReturn relative to average drawdown | -1.52 | 11.45 | -12.97 |
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 | PRGSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.03 | 1.92 | -2.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.46 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.86 | 0.84 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.13 | 0.52 | +0.61 |
Drawdowns
BTC-USD vs. PRGSX - Drawdown Comparison
The maximum BTC-USD drawdown since its inception was -85.30%, which is greater than PRGSX's maximum drawdown of -64.06%. Use the drawdown chart below to compare losses from any high point for BTC-USD and PRGSX.
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Drawdown Indicators
| BTC-USD | PRGSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.30% | -64.06% | -21.24% |
Max Drawdown (1Y)Largest decline over 1 year | -51.21% | -12.77% | -38.44% |
Max Drawdown (3Y)Largest decline over 3 years | -51.21% | -21.13% | -30.08% |
Max Drawdown (5Y)Largest decline over 5 years | -76.67% | -38.11% | -38.56% |
Max Drawdown (10Y)Largest decline over 10 years | -83.80% | -38.11% | -45.69% |
Current DrawdownCurrent decline from peak | -50.40% | -4.71% | -45.69% |
Average DrawdownAverage peak-to-trough decline | -42.32% | -13.47% | -28.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.60% | 3.15% | +31.45% |
Volatility
BTC-USD vs. PRGSX - Volatility Comparison
Bitcoin (BTC-USD) has a higher volatility of 11.29% compared to T. Rowe Price Global Stock Fund (PRGSX) at 7.79%. This indicates that BTC-USD's price experiences larger fluctuations and is considered to be riskier than PRGSX 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 | PRGSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.29% | 7.79% | +3.50% |
Volatility (6M)Calculated over the trailing 6-month period | 34.48% | 15.93% | +18.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.69% | 18.83% | +16.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.74% | 19.82% | +24.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.71% | 19.85% | +36.86% |
Frequently Asked Questions
BTC-USD and PRGSX have a correlation of 0.39, 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 (11.29%) compared to PRGSX (7.79%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs PRGSX's -64.06%.
PRGSX currently has the higher Sharpe Ratio (1.92 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.
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