BTC-USD vs. SNSXX
BTC-USD (Bitcoin) is a cryptocurrency, while SNSXX (Schwab U.S. Treasury Money Fund) is Money Market fund managed by Charles Schwab. Over the past 5 years, BTC-USD returned 11.01%/yr vs 1.38%/yr for SNSXX. At a correlation of -0.02, they often move in opposite directions.
Performance
BTC-USD vs. SNSXX - 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 SNSXX's 1.40% 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%
SNSXX
- 1D
- 0.00%
- 1M
- 0.29%
- YTD
- 1.40%
- 6M
- 1.72%
- 1Y
- 3.69%
- 3Y*
- 2.32%
- 5Y*
- 1.38%
- 10Y*
- —
BTC-USD vs. SNSXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
BTC-USD Bitcoin | -29.30% | -6.27% | 120.76% | 155.82% | -64.23% | 18.86% |
SNSXX Schwab U.S. Treasury Money Fund | 1.40% | 3.97% | 1.61% | 0.00% | 0.00% | 0.00% |
Correlation
The correlation between BTC-USD and SNSXX is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.02 |
Correlation (All Time) Calculated using the full available price history since May 25, 2021 | -0.02 |
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Return for Risk
BTC-USD vs. SNSXX — Risk / Return Rank
BTC-USD
SNSXX
BTC-USD vs. SNSXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and Schwab U.S. Treasury Money Fund (SNSXX). 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 | SNSXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.74 | ||
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 0.84 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.86 | — | — |
| Martin ratioReturn relative to average drawdown | -1.52 | — | — |
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 | SNSXX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.03 | 3.71 | -4.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 2.09 | -1.88 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.86 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.13 | 2.08 | -0.95 |
Drawdowns
BTC-USD vs. SNSXX - Drawdown Comparison
The maximum BTC-USD drawdown since its inception was -85.30%, which is greater than SNSXX's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for BTC-USD and SNSXX.
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Drawdown Indicators
| BTC-USD | SNSXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.30% | 0.00% | -85.30% |
Max Drawdown (1Y)Largest decline over 1 year | -51.21% | 0.00% | -51.21% |
Max Drawdown (3Y)Largest decline over 3 years | -51.21% | 0.00% | -51.21% |
Max Drawdown (5Y)Largest decline over 5 years | -76.67% | 0.00% | -76.67% |
Max Drawdown (10Y)Largest decline over 10 years | -83.80% | — | — |
Current DrawdownCurrent decline from peak | -50.40% | 0.00% | -50.40% |
Average DrawdownAverage peak-to-trough decline | -42.32% | 0.00% | -42.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.60% | 0.00% | +34.60% |
Volatility
BTC-USD vs. SNSXX - Volatility Comparison
Bitcoin (BTC-USD) has a higher volatility of 11.29% compared to Schwab U.S. Treasury Money Fund (SNSXX) at 0.29%. This indicates that BTC-USD's price experiences larger fluctuations and is considered to be riskier than SNSXX 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 | SNSXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.29% | 0.29% | +11.00% |
Volatility (6M)Calculated over the trailing 6-month period | 34.48% | 0.73% | +33.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.69% | 1.06% | +34.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.74% | 0.68% | +44.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.71% | 0.68% | +56.03% |
Frequently Asked Questions
BTC-USD and SNSXX have a correlation of -0.05, 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 SNSXX (0.29%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs SNSXX's 0.00%.
SNSXX currently has the higher Sharpe Ratio (3.71 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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