BTC-USD vs. TMRAF
BTC-USD (Bitcoin) is a cryptocurrency, while TMRAF (Tomra Systems ASA) is a stock. Over the past 10 years, BTC-USD returned 59.68%/yr vs 13.79%/yr for TMRAF. At a 0.01 correlation, their price movements are largely independent.
Performance
BTC-USD vs. TMRAF - 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 TMRAF's -25.51% return. Over the past 10 years, BTC-USD has outperformed TMRAF with an annualized return of 59.68%, while TMRAF has yielded a comparatively lower 13.79% 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%
TMRAF
- 1D
- 0.00%
- 1M
- -1.66%
- YTD
- -25.51%
- 6M
- -19.86%
- 1Y
- -34.94%
- 3Y*
- -12.47%
- 5Y*
- -9.57%
- 10Y*
- 13.79%
BTC-USD vs. TMRAF - 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% |
TMRAF Tomra Systems ASA | -25.51% | 7.13% | 13.87% | -32.05% | -27.02% | 50.97% | 51.54% | 46.27% | 48.12% | 82.30% |
Correlation
The correlation between BTC-USD and TMRAF is -0.01, 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 | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.01 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2012 | 0.01 |
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Return for Risk
BTC-USD vs. TMRAF — Risk / Return Rank
BTC-USD
TMRAF
BTC-USD vs. TMRAF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and Tomra Systems ASA (TMRAF). 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 | TMRAF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.29 | ||
| Sortino ratioReturn per unit of downside risk | -0.63 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 0.86 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | -0.80 | -0.74 | -0.06 |
| Martin ratioReturn relative to average drawdown | -1.42 | -1.38 | -0.03 |
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 | TMRAF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.95 | -0.66 | -0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | -0.16 | +0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.87 | 0.28 | +0.60 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.13 | 0.21 | +0.92 |
Drawdowns
BTC-USD vs. TMRAF - Drawdown Comparison
The maximum BTC-USD drawdown since its inception was -85.30%, which is greater than TMRAF's maximum drawdown of -71.64%. Use the drawdown chart below to compare losses from any high point for BTC-USD and TMRAF.
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Drawdown Indicators
| BTC-USD | TMRAF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.30% | -71.64% | -13.66% |
Max Drawdown (1Y)Largest decline over 1 year | -51.21% | -47.39% | -3.82% |
Max Drawdown (3Y)Largest decline over 3 years | -51.21% | -56.94% | +5.73% |
Max Drawdown (5Y)Largest decline over 5 years | -76.67% | -71.64% | -5.03% |
Max Drawdown (10Y)Largest decline over 10 years | -83.80% | -71.64% | -12.16% |
Current DrawdownCurrent decline from peak | -49.86% | -59.61% | +9.75% |
Average DrawdownAverage peak-to-trough decline | -42.32% | -20.64% | -21.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.46% | 25.28% | +9.18% |
Volatility
BTC-USD vs. TMRAF - Volatility Comparison
The current volatility for Bitcoin (BTC-USD) is 11.59%, while Tomra Systems ASA (TMRAF) has a volatility of 19.65%. This indicates that BTC-USD experiences smaller price fluctuations and is considered to be less risky than TMRAF 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 | TMRAF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.59% | 19.65% | -8.06% |
Volatility (6M)Calculated over the trailing 6-month period | 34.53% | 40.54% | -6.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.67% | 53.41% | -17.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.95% | 58.64% | -13.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.71% | 49.89% | +6.82% |
Frequently Asked Questions
BTC-USD and TMRAF have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TMRAF has higher volatility (19.65%) compared to BTC-USD (11.59%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs TMRAF's -71.64%.
TMRAF currently has the higher Sharpe Ratio (-0.66 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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