BTC-USD vs. U
BTC-USD (Bitcoin) is a cryptocurrency, while U (Unity Software Inc.) is a stock. Over the past 5 years, BTC-USD returned 10.82%/yr vs -21.83%/yr for U. At a 0.24 correlation, their price movements are largely independent.
Performance
BTC-USD vs. U - 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 higher than U's -34.80% 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%
U
- 1D
- -1.27%
- 1M
- 2.27%
- YTD
- -34.80%
- 6M
- -41.27%
- 1Y
- 14.60%
- 3Y*
- -7.42%
- 5Y*
- -21.83%
- 10Y*
- —
BTC-USD vs. U - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
BTC-USD Bitcoin | -28.54% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 164.90% |
U Unity Software Inc. | -34.80% | 96.57% | -45.05% | 43.02% | -80.01% | -6.83% | 104.63% |
Correlation
The correlation between BTC-USD and U is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Sep 18, 2020 | 0.24 |
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Return for Risk
BTC-USD vs. U — Risk / Return Rank
BTC-USD
U
BTC-USD vs. U - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and Unity Software Inc. (U). 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 | U | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.15 | ||
| Sortino ratioReturn per unit of downside risk | -2.15 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.11 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.80 | 0.22 | -1.02 |
| Martin ratioReturn relative to average drawdown | -1.42 | 0.45 | -1.87 |
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 | U | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.95 | 0.20 | -1.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | -0.28 | +0.48 |
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 | -0.18 | +1.32 |
Drawdowns
BTC-USD vs. U - Drawdown Comparison
The maximum BTC-USD drawdown since its inception was -85.30%, smaller than the maximum U drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for BTC-USD and U.
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Drawdown Indicators
| BTC-USD | U | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.30% | -93.07% | +7.77% |
Max Drawdown (1Y)Largest decline over 1 year | -51.21% | -65.37% | +14.16% |
Max Drawdown (3Y)Largest decline over 3 years | -51.21% | -71.28% | +20.07% |
Max Drawdown (5Y)Largest decline over 5 years | -76.67% | -93.07% | +16.40% |
Max Drawdown (10Y)Largest decline over 10 years | -83.80% | — | — |
Current DrawdownCurrent decline from peak | -49.86% | -85.68% | +35.82% |
Average DrawdownAverage peak-to-trough decline | -42.32% | -69.40% | +27.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.46% | 32.71% | +1.75% |
Volatility
BTC-USD vs. U - Volatility Comparison
The current volatility for Bitcoin (BTC-USD) is 11.59%, while Unity Software Inc. (U) has a volatility of 16.23%. This indicates that BTC-USD experiences smaller price fluctuations and is considered to be less risky than U 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 | U | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.59% | 16.23% | -4.64% |
Volatility (6M)Calculated over the trailing 6-month period | 34.53% | 60.90% | -26.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.67% | 74.49% | -38.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.95% | 77.26% | -32.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.71% | 76.49% | -19.78% |
Frequently Asked Questions
BTC-USD and U have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
U has higher volatility (16.23%) compared to BTC-USD (11.59%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs U's -93.07%.
U currently has the higher Sharpe Ratio (0.20 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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