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

Performance

BTC-USD vs. SMCI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bitcoin (BTC-USD) and Super Micro Computer, Inc. (SMCI). 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 -31.78% return, which is significantly lower than SMCI's -5.53% return. Over the past 10 years, BTC-USD has outperformed SMCI with an annualized return of 56.82%, while SMCI has yielded a comparatively lower 27.39% annualized return.


BTC-USD

1D
2.00%
1M
-16.29%
YTD
-31.78%
6M
-31.78%
1Y
-43.53%
3Y*
24.93%
5Y*
12.04%
10Y*
56.82%

SMCI

1D
-5.73%
1M
-41.02%
YTD
-5.53%
6M
-5.53%
1Y
-41.42%
3Y*
3.52%
5Y*
50.84%
10Y*
27.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BTC-USD vs. SMCI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BTC-USD
Bitcoin
-31.78%-6.27%120.76%155.82%-64.23%59.40%304.57%94.10%-73.37%1,324.24%
SMCI
Super Micro Computer, Inc.
-5.53%-3.97%7.23%246.24%86.80%38.82%31.81%74.06%-34.07%-25.38%

Correlation

The correlation between BTC-USD and SMCI is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.27

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

0.22

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

0.20

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

0.11

Correlation (All Time)
Calculated using the full available price history since Oct 16, 2012

0.07

Over the past year, BTC-USD and SMCI have become more correlated (0.27) than their long-term average of 0.07, meaning their price movements have been converging.

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Return for Risk

BTC-USD vs. SMCI — 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: 2424
Overall Rank
BTC-USD Sharpe Ratio Rank: 99
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3131
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 2828
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 4343
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 1212
Martin Ratio Rank

SMCI
SMCI Risk / Return Rank: 2424
Overall Rank
SMCI Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
SMCI Sortino Ratio Rank: 2828
Sortino Ratio Rank
SMCI Omega Ratio Rank: 2727
Omega Ratio Rank
SMCI Calmar Ratio Rank: 2020
Calmar Ratio Rank
SMCI Martin Ratio Rank: 2222
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. SMCI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and Super Micro Computer, Inc. (SMCI). 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-USDSMCIDifference
Sharpe ratioReturn per unit of total volatility

-0.53

Sortino ratioReturn per unit of downside risk

-1.27

Omega ratioGain probability vs. loss probability

0.85

0.97

-0.12

Calmar ratioReturn relative to maximum drawdown

-0.82

-0.63

-0.19

Martin ratioReturn relative to average drawdown

-1.39

-1.02

-0.37

BTC-USD vs. SMCI - Sharpe Ratio Comparison

The current BTC-USD Sharpe Ratio is -1.01, which is lower than the SMCI Sharpe Ratio of -0.48. The chart below compares the historical Sharpe Ratios of BTC-USD and SMCI, 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. SMCI - Drawdown Comparison

The maximum BTC-USD drawdown since its inception was -85.30%, roughly equal to the maximum SMCI drawdown of -84.84%. Use the drawdown chart below to compare losses from any high point for BTC-USD and SMCI.


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Drawdown Indicators


BTC-USDSMCIDifference

Max Drawdown

Largest peak-to-trough decline

-85.30%

-84.84%

-0.46%

Max Drawdown (1Y)

Largest decline over 1 year

-53.08%

-66.18%

+13.10%

Max Drawdown (3Y)

Largest decline over 3 years

-53.08%

-84.84%

+31.76%

Max Drawdown (5Y)

Largest decline over 5 years

-76.67%

-84.84%

+8.17%

Max Drawdown (10Y)

Largest decline over 10 years

-83.80%

-84.84%

+1.04%

Current Drawdown

Current decline from peak

-52.14%

-76.73%

+24.59%

Average Drawdown

Average peak-to-trough decline

-42.47%

-32.09%

-10.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

32.43%

40.80%

-8.37%

Volatility

BTC-USD vs. SMCI - Volatility Comparison

The current volatility for Bitcoin (BTC-USD) is 12.69%, while Super Micro Computer, Inc. (SMCI) has a volatility of 44.79%. This indicates that BTC-USD experiences smaller price fluctuations and is considered to be less risky than SMCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BTC-USDSMCIDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.69%

44.79%

-32.10%

Volatility (6M)

Calculated over the trailing 6-month period

34.87%

79.14%

-44.27%

Volatility (1Y)

Calculated over the trailing 1-year period

35.71%

86.79%

-51.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.01%

87.23%

-43.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

56.37%

71.54%

-15.17%

Frequently Asked Questions


BTC-USD and SMCI have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SMCI has higher volatility (44.79%) compared to BTC-USD (12.69%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs SMCI's -84.84%.

SMCI currently has the higher Sharpe Ratio (-0.48 vs -1.01), 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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