BTC-USD vs. QDVO
BTC-USD (Bitcoin) is a cryptocurrency, while QDVO (Amplify CWP Growth & Income ETF) is Derivative Income fund actively managed by Amplify. Over the past year, BTC-USD returned -40.89% vs 23.86% for QDVO. At a 0.34 correlation, their price movements are largely independent.
Performance
BTC-USD vs. QDVO - 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 QDVO's 7.53% 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%
QDVO
- 1D
- 0.40%
- 1M
- -0.87%
- YTD
- 7.53%
- 6M
- 7.16%
- 1Y
- 23.86%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BTC-USD vs. QDVO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
BTC-USD Bitcoin | -28.54% | -6.27% | 54.60% |
QDVO Amplify CWP Growth & Income ETF | 7.53% | 20.16% | 11.80% |
Correlation
The correlation between BTC-USD and QDVO is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Aug 23, 2024 | 0.34 |
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Return for Risk
BTC-USD vs. QDVO — Risk / Return Rank
BTC-USD
QDVO
BTC-USD vs. QDVO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and Amplify CWP Growth & Income ETF (QDVO). 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 | QDVO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.88 | ||
| Sortino ratioReturn per unit of downside risk | -3.99 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.34 | -0.48 |
| Calmar ratioReturn relative to maximum drawdown | -0.80 | 2.35 | -3.15 |
| Martin ratioReturn relative to average drawdown | -1.42 | 9.49 | -10.91 |
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 | QDVO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.95 | 1.93 | -2.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.87 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.13 | 1.31 | -0.18 |
Drawdowns
BTC-USD vs. QDVO - Drawdown Comparison
The maximum BTC-USD drawdown since its inception was -85.30%, which is greater than QDVO's maximum drawdown of -17.75%. Use the drawdown chart below to compare losses from any high point for BTC-USD and QDVO.
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Drawdown Indicators
| BTC-USD | QDVO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.30% | -17.75% | -67.55% |
Max Drawdown (1Y)Largest decline over 1 year | -51.21% | -10.21% | -41.00% |
Max Drawdown (3Y)Largest decline over 3 years | -51.21% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -76.67% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -83.80% | — | — |
Current DrawdownCurrent decline from peak | -49.86% | -2.99% | -46.87% |
Average DrawdownAverage peak-to-trough decline | -42.32% | -2.37% | -39.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.46% | 2.52% | +31.94% |
Volatility
BTC-USD vs. QDVO - Volatility Comparison
Bitcoin (BTC-USD) has a higher volatility of 11.59% compared to Amplify CWP Growth & Income ETF (QDVO) at 3.78%. This indicates that BTC-USD's price experiences larger fluctuations and is considered to be riskier than QDVO 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 | QDVO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.59% | 3.78% | +7.81% |
Volatility (6M)Calculated over the trailing 6-month period | 34.53% | 9.27% | +25.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.67% | 12.46% | +23.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.95% | 17.50% | +27.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.71% | 17.50% | +39.21% |
Frequently Asked Questions
BTC-USD and QDVO have a correlation of 0.36, 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 (11.59%) compared to QDVO (3.78%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs QDVO's -17.75%.
QDVO currently has the higher Sharpe Ratio (1.93 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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