BTC-USD vs. USDC-USD
Compare and contrast key facts about Bitcoin (BTC-USD) and USDCoin (USDC-USD).
Performance
BTC-USD vs. USDC-USD - Performance Comparison
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BTC-USD vs. USDC-USD - Yearly Performance Comparison
Returns By Period
In the year-to-date period, BTC-USD achieves a -23.54% return, which is significantly lower than USDC-USD's 0.04% return.
BTC-USD
- 1D
- 0.01%
- 1M
- -7.96%
- YTD
- -23.54%
- 6M
- -45.31%
- 1Y
- -19.57%
- 3Y*
- 33.40%
- 5Y*
- 2.82%
- 10Y*
- 65.95%
USDC-USD
- 1D
- 0.01%
- 1M
- -0.00%
- YTD
- 0.04%
- 6M
- 0.02%
- 1Y
- 0.01%
- 3Y*
- 0.01%
- 5Y*
- -0.00%
- 10Y*
- —
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Return for Risk
BTC-USD vs. USDC-USD — Risk / Return Rank
BTC-USD
USDC-USD
BTC-USD vs. USDC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and USDCoin (USDC-USD). 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 | USDC-USD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.44 | 0.06 | -0.50 |
Sortino ratioReturn per unit of downside risk | -0.38 | 0.09 | -0.47 |
Omega ratioGain probability vs. loss probability | 0.96 | 1.01 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | -1.12 | 0.58 | -1.70 |
Martin ratioReturn relative to average drawdown | -2.00 | 1.36 | -3.36 |
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 | USDC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.44 | 0.06 | -0.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | -0.00 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.97 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.19 | -0.01 | +1.19 |
Correlation
The correlation between BTC-USD and USDC-USD is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Drawdowns
BTC-USD vs. USDC-USD - Drawdown Comparison
The maximum BTC-USD drawdown since its inception was -85.30%, which is greater than USDC-USD's maximum drawdown of -6.79%. Use the drawdown chart below to compare losses from any high point for BTC-USD and USDC-USD.
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Drawdown Indicators
| BTC-USD | USDC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.30% | -6.79% | -78.51% |
Max Drawdown (1Y)Largest decline over 1 year | -49.65% | -0.06% | -49.59% |
Max Drawdown (5Y)Largest decline over 5 years | -76.67% | -3.32% | -73.35% |
Max Drawdown (10Y)Largest decline over 10 years | -83.80% | — | — |
Current DrawdownCurrent decline from peak | -46.36% | -3.61% | -42.75% |
Average DrawdownAverage peak-to-trough decline | -42.00% | -3.48% | -38.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.91% | 0.02% | +27.89% |
Volatility
BTC-USD vs. USDC-USD - Volatility Comparison
Bitcoin (BTC-USD) has a higher volatility of 12.05% compared to USDCoin (USDC-USD) at 0.05%. This indicates that BTC-USD's price experiences larger fluctuations and is considered to be riskier than USDC-USD 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 | USDC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.05% | 0.05% | +12.00% |
Volatility (6M)Calculated over the trailing 6-month period | 35.91% | 0.13% | +35.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.60% | 0.14% | +36.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.89% | 1.53% | +45.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.71% | 3.30% | +53.41% |