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

Performance

BTC-USD vs. RDDT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bitcoin (BTC-USD) and Reddit, Inc. (RDDT). 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 -28.54% return, which is significantly lower than RDDT's -25.55% 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%

RDDT

1D
-1.34%
1M
9.84%
YTD
-25.55%
6M
-27.78%
1Y
41.09%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BTC-USD vs. RDDT - Yearly Performance Comparison


2026 (YTD)20252024
BTC-USD
Bitcoin
-28.54%-6.27%37.57%
RDDT
Reddit, Inc.
-25.55%40.64%247.74%

Correlation

The correlation between BTC-USD and RDDT is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

Correlation (All Time)
Calculated using the full available price history since Mar 21, 2024

0.18

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Return for Risk

BTC-USD vs. RDDT — 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: 2828
Overall Rank
BTC-USD Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3333
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3333
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 4646
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 1616
Martin Ratio Rank

RDDT
RDDT Risk / Return Rank: 6060
Overall Rank
RDDT Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
RDDT Sortino Ratio Rank: 6262
Sortino Ratio Rank
RDDT Omega Ratio Rank: 6060
Omega Ratio Rank
RDDT Calmar Ratio Rank: 5959
Calmar Ratio Rank
RDDT Martin Ratio Rank: 5757
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. RDDT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and Reddit, Inc. (RDDT). 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-USDRDDTDifference
Sharpe ratioReturn per unit of total volatility

-1.59

Sortino ratioReturn per unit of downside risk

-2.64

Omega ratioGain probability vs. loss probability

0.86

1.15

-0.29

Calmar ratioReturn relative to maximum drawdown

-0.80

0.75

-1.55

Martin ratioReturn relative to average drawdown

-1.42

1.39

-2.81

BTC-USD vs. RDDT - Sharpe Ratio Comparison

The current BTC-USD Sharpe Ratio is -0.95, which is lower than the RDDT Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of BTC-USD and RDDT, 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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Sharpe Ratios by Period


BTC-USDRDDTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.95

0.63

-1.59

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

0.92

+0.22

Drawdowns

BTC-USD vs. RDDT - Drawdown Comparison

The maximum BTC-USD drawdown since its inception was -85.30%, which is greater than RDDT's maximum drawdown of -61.41%. Use the drawdown chart below to compare losses from any high point for BTC-USD and RDDT.


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Drawdown Indicators


BTC-USDRDDTDifference

Max Drawdown

Largest peak-to-trough decline

-85.30%

-61.41%

-23.89%

Max Drawdown (1Y)

Largest decline over 1 year

-51.21%

-54.99%

+3.78%

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 Drawdown

Current decline from peak

-49.86%

-36.78%

-13.08%

Average Drawdown

Average peak-to-trough decline

-42.32%

-24.45%

-17.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

34.46%

29.63%

+4.83%

Volatility

BTC-USD vs. RDDT - Volatility Comparison

The current volatility for Bitcoin (BTC-USD) is 11.59%, while Reddit, Inc. (RDDT) has a volatility of 20.48%. This indicates that BTC-USD experiences smaller price fluctuations and is considered to be less risky than RDDT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BTC-USDRDDTDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.59%

20.48%

-8.89%

Volatility (6M)

Calculated over the trailing 6-month period

34.53%

45.66%

-11.13%

Volatility (1Y)

Calculated over the trailing 1-year period

35.67%

65.39%

-29.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.95%

81.27%

-36.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

56.71%

81.27%

-24.56%

Frequently Asked Questions


BTC-USD and RDDT have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RDDT has higher volatility (20.48%) compared to BTC-USD (11.59%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs RDDT's -61.41%.

RDDT currently has the higher Sharpe Ratio (0.63 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.

Portfolio Optimizer

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