BTC-USD vs. SVARX
BTC-USD (Bitcoin) is a cryptocurrency, while SVARX (Spectrum Low Volatility Fund) is Nontraditional Bonds fund managed by Advisors Preferred. Over the past 10 years, BTC-USD returned 59.68%/yr vs 5.98%/yr for SVARX. At a 0.06 correlation, their price movements are largely independent.
Performance
BTC-USD vs. SVARX - 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 SVARX's 1.10% return. Over the past 10 years, BTC-USD has outperformed SVARX with an annualized return of 59.68%, while SVARX has yielded a comparatively lower 5.98% annualized 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%
SVARX
- 1D
- -0.50%
- 1M
- 0.04%
- YTD
- 1.10%
- 6M
- 2.04%
- 1Y
- 5.78%
- 3Y*
- 6.73%
- 5Y*
- 3.17%
- 10Y*
- 5.98%
BTC-USD vs. SVARX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BTC-USD Bitcoin | -28.54% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
SVARX Spectrum Low Volatility Fund | 1.10% | 6.22% | 2.60% | 9.67% | -4.35% | 4.10% | 19.50% | 9.42% | -0.99% | 8.25% |
Correlation
The correlation between BTC-USD and SVARX is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Dec 17, 2013 | 0.06 |
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Return for Risk
BTC-USD vs. SVARX — Risk / Return Rank
BTC-USD
SVARX
BTC-USD vs. SVARX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and Spectrum Low Volatility Fund (SVARX). 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 | SVARX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.05 | ||
| Sortino ratioReturn per unit of downside risk | -4.13 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.44 | -0.58 |
| Calmar ratioReturn relative to maximum drawdown | -0.80 | 2.22 | -3.02 |
| Martin ratioReturn relative to average drawdown | -1.42 | 5.20 | -6.62 |
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 | SVARX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.95 | 2.09 | -3.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 1.03 | -0.83 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.87 | 1.63 | -0.75 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.13 | 1.69 | -0.56 |
Drawdowns
BTC-USD vs. SVARX - Drawdown Comparison
The maximum BTC-USD drawdown since its inception was -85.30%, which is greater than SVARX's maximum drawdown of -6.48%. Use the drawdown chart below to compare losses from any high point for BTC-USD and SVARX.
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Drawdown Indicators
| BTC-USD | SVARX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.30% | -6.48% | -78.82% |
Max Drawdown (1Y)Largest decline over 1 year | -51.21% | -2.55% | -48.66% |
Max Drawdown (3Y)Largest decline over 3 years | -51.21% | -2.55% | -48.66% |
Max Drawdown (5Y)Largest decline over 5 years | -76.67% | -6.48% | -70.19% |
Max Drawdown (10Y)Largest decline over 10 years | -83.80% | -6.48% | -77.32% |
Current DrawdownCurrent decline from peak | -49.86% | -1.69% | -48.17% |
Average DrawdownAverage peak-to-trough decline | -42.32% | -1.22% | -41.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.46% | 1.09% | +33.37% |
Volatility
BTC-USD vs. SVARX - Volatility Comparison
Bitcoin (BTC-USD) has a higher volatility of 11.59% compared to Spectrum Low Volatility Fund (SVARX) at 0.79%. This indicates that BTC-USD's price experiences larger fluctuations and is considered to be riskier than SVARX 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 | SVARX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.59% | 0.79% | +10.80% |
Volatility (6M)Calculated over the trailing 6-month period | 34.53% | 2.21% | +32.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.67% | 2.71% | +32.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.95% | 3.10% | +41.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.71% | 3.68% | +53.03% |
Frequently Asked Questions
BTC-USD and SVARX have a correlation of 0.13, 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 SVARX (0.79%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs SVARX's -6.48%.
SVARX currently has the higher Sharpe Ratio (2.09 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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