PortfoliosLab logoPortfoliosLab logo
BTC-USD vs. UNH
Performance
Return for Risk
Drawdowns
Volatility

Performance

BTC-USD vs. UNH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bitcoin (BTC-USD) and UnitedHealth Group Incorporated (UNH). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, BTC-USD achieves a -27.32% return, which is significantly lower than UNH's 24.71% return. Over the past 10 years, BTC-USD has outperformed UNH with an annualized return of 57.32%, while UNH has yielded a comparatively lower 13.32% annualized return.


BTC-USD

1D
0.05%
1M
-19.79%
YTD
-27.32%
6M
-29.56%
1Y
-39.85%
3Y*
34.86%
5Y*
10.27%
10Y*
57.32%

UNH

1D
0.73%
1M
1.83%
YTD
24.71%
6M
20.44%
1Y
31.88%
3Y*
-4.10%
5Y*
2.27%
10Y*
13.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BTC-USD vs. UNH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BTC-USD
Bitcoin
-27.32%-6.27%120.76%155.82%-64.23%59.40%304.57%94.10%-73.37%1,324.24%
UNH
UnitedHealth Group Incorporated
24.71%-33.14%-2.41%0.80%6.94%45.20%21.25%20.00%14.52%39.83%

Correlation

The correlation between BTC-USD and UNH 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

0.04

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

0.09

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

0.06

Correlation (All Time)
Calculated using the full available price history since Sep 27, 2012

0.04

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

BTC-USD vs. UNH — 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: 3737
Overall Rank
BTC-USD Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3939
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3737
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 5656
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 3232
Martin Ratio Rank

UNH
UNH Risk / Return Rank: 6666
Overall Rank
UNH Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
UNH Sortino Ratio Rank: 6262
Sortino Ratio Rank
UNH Omega Ratio Rank: 6767
Omega Ratio Rank
UNH Calmar Ratio Rank: 6565
Calmar Ratio Rank
UNH Martin Ratio Rank: 6565
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. UNH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and UnitedHealth Group Incorporated (UNH). 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-USDUNHDifference
Sharpe ratioReturn per unit of total volatility

-1.73

Sortino ratioReturn per unit of downside risk

-2.56

Omega ratioGain probability vs. loss probability

0.87

1.19

-0.32

Calmar ratioReturn relative to maximum drawdown

-0.78

1.11

-1.88

Martin ratioReturn relative to average drawdown

-1.36

2.43

-3.79

BTC-USD vs. UNH - Sharpe Ratio Comparison

The current BTC-USD Sharpe Ratio is -0.93, which is lower than the UNH Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of BTC-USD and UNH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

BTC-USD vs. UNH - Drawdown Comparison

The maximum BTC-USD drawdown since its inception was -85.30%, which is greater than UNH's maximum drawdown of -74.37%. Use the drawdown chart below to compare losses from any high point for BTC-USD and UNH.


Loading charts...

Drawdown Indicators


BTC-USDUNHDifference

Max Drawdown

Largest peak-to-trough decline

-85.30%

-74.37%

-10.93%

Max Drawdown (1Y)

Largest decline over 1 year

-51.21%

-28.96%

-22.25%

Max Drawdown (3Y)

Largest decline over 3 years

-51.21%

-61.39%

+10.18%

Max Drawdown (5Y)

Largest decline over 5 years

-76.67%

-61.39%

-15.28%

Max Drawdown (10Y)

Largest decline over 10 years

-83.80%

-61.39%

-22.41%

Current Drawdown

Current decline from peak

-49.01%

-32.27%

-16.74%

Average Drawdown

Average peak-to-trough decline

-42.35%

-14.77%

-27.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

35.02%

13.19%

+21.83%

Volatility

BTC-USD vs. UNH - Volatility Comparison

Bitcoin (BTC-USD) has a higher volatility of 12.11% compared to UnitedHealth Group Incorporated (UNH) at 7.60%. This indicates that BTC-USD's price experiences larger fluctuations and is considered to be riskier than UNH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


BTC-USDUNHDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.11%

7.60%

+4.51%

Volatility (6M)

Calculated over the trailing 6-month period

34.59%

30.86%

+3.73%

Volatility (1Y)

Calculated over the trailing 1-year period

35.62%

40.10%

-4.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.71%

31.87%

+12.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

56.62%

30.18%

+26.44%

Frequently Asked Questions


BTC-USD and UNH 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 (12.11%) compared to UNH (7.60%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs UNH's -74.37%.

UNH currently has the higher Sharpe Ratio (0.80 vs -0.93), 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.

Portfolio Optimizer

Find the right allocation for BTC-USD and UNH

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer