BTC-USD vs. USD=X
BTC-USD (Bitcoin) is a cryptocurrency, while USD=X (USD Cash) is a currency. Over the past 10 years, BTC-USD returned 59.68%/yr vs 0.00%/yr for USD=X.
Performance
BTC-USD vs. USD=X - Performance Comparison
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Returns By Period
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%
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
BTC-USD vs. USD=X - Yearly Performance Comparison
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Return for Risk
BTC-USD vs. USD=X — Risk / Return Rank
BTC-USD
USD=X
BTC-USD vs. USD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and USD Cash (USD=X). 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 | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 0.86 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.80 | — | — |
| Martin ratioReturn relative to average drawdown | -1.42 | — | — |
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 | USD=X | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.95 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | — | — |
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 | — | — |
Drawdowns
BTC-USD vs. USD=X - Drawdown Comparison
The maximum BTC-USD drawdown since its inception was -85.30%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for BTC-USD and USD=X.
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Drawdown Indicators
| BTC-USD | USD=X | 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% | 0.00% | -83.80% |
Current DrawdownCurrent decline from peak | -49.86% | 0.00% | -49.86% |
Average DrawdownAverage peak-to-trough decline | -42.32% | 0.00% | -42.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.46% | 0.00% | +34.46% |
Volatility
BTC-USD vs. USD=X - Volatility Comparison
Bitcoin (BTC-USD) has a higher volatility of 11.59% compared to USD Cash (USD=X) at 0.00%. This indicates that BTC-USD's price experiences larger fluctuations and is considered to be riskier than USD=X 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 | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.59% | 0.00% | +11.59% |
Volatility (6M)Calculated over the trailing 6-month period | 34.53% | 0.00% | +34.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.67% | 0.00% | +35.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.95% | 0.00% | +44.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.71% | 0.00% | +56.71% |
Frequently Asked Questions
BTC-USD has higher volatility (11.59%) compared to USD=X (0.00%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs USD=X's 0.00%.
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