BTC-USD vs. VB
BTC-USD (Bitcoin) is a cryptocurrency, while VB (Vanguard Small-Cap ETF) is Small Cap Blend Equities fund tracking the CRSP US Small Cap Index. Over the past 10 years, BTC-USD returned 57.23%/yr vs 11.61%/yr for VB. At a 0.14 correlation, their price movements are largely independent.
Performance
BTC-USD vs. VB - Performance Comparison
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Returns By Period
In the year-to-date period, BTC-USD achieves a -26.27% return, which is significantly lower than VB's 15.33% return. Over the past 10 years, BTC-USD has outperformed VB with an annualized return of 57.23%, while VB has yielded a comparatively lower 11.61% annualized return.
BTC-USD
- 1D
- 1.71%
- 1M
- -20.43%
- YTD
- -26.27%
- 6M
- -28.52%
- 1Y
- -39.20%
- 3Y*
- 36.94%
- 5Y*
- 9.74%
- 10Y*
- 57.23%
VB
- 1D
- 0.70%
- 1M
- 3.26%
- YTD
- 15.33%
- 6M
- 13.69%
- 1Y
- 30.83%
- 3Y*
- 16.14%
- 5Y*
- 6.98%
- 10Y*
- 11.61%
BTC-USD vs. VB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BTC-USD Bitcoin | -26.27% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
VB Vanguard Small-Cap ETF | 15.33% | 8.87% | 14.17% | 18.22% | -17.51% | 17.57% | 19.19% | 27.34% | -9.34% | 16.26% |
Correlation
The correlation between BTC-USD and VB is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 2012 | 0.14 |
Over the past year, BTC-USD and VB have become more correlated (0.39) than their long-term average of 0.14, meaning their price movements have been converging.
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Return for Risk
BTC-USD vs. VB — Risk / Return Rank
BTC-USD
VB
BTC-USD vs. VB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and Vanguard Small-Cap ETF (VB). 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-USD | VB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.65 | ||
| Sortino ratioReturn per unit of downside risk | -3.74 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.30 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | -0.77 | 3.21 | -3.98 |
| Martin ratioReturn relative to average drawdown | -1.33 | 11.80 | -13.13 |
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Drawdowns
BTC-USD vs. VB - Drawdown Comparison
The maximum BTC-USD drawdown since its inception was -85.30%, which is greater than VB's maximum drawdown of -59.56%. Use the drawdown chart below to compare losses from any high point for BTC-USD and VB.
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Drawdown Indicators
| BTC-USD | VB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.30% | -59.56% | -25.74% |
Max Drawdown (1Y)Largest decline over 1 year | -51.21% | -8.98% | -42.23% |
Max Drawdown (3Y)Largest decline over 3 years | -51.21% | -25.36% | -25.85% |
Max Drawdown (5Y)Largest decline over 5 years | -76.67% | -28.15% | -48.52% |
Max Drawdown (10Y)Largest decline over 10 years | -83.80% | -42.05% | -41.75% |
Current DrawdownCurrent decline from peak | -48.27% | 0.00% | -48.27% |
Average DrawdownAverage peak-to-trough decline | -42.36% | -8.43% | -33.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 35.16% | 2.44% | +32.72% |
Volatility
BTC-USD vs. VB - Volatility Comparison
Bitcoin (BTC-USD) has a higher volatility of 11.97% compared to Vanguard Small-Cap ETF (VB) at 5.41%. This indicates that BTC-USD's price experiences larger fluctuations and is considered to be riskier than VB 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 | VB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.97% | 5.41% | +6.56% |
Volatility (6M)Calculated over the trailing 6-month period | 34.64% | 12.24% | +22.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.59% | 16.68% | +18.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.57% | 20.80% | +23.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.61% | 21.44% | +35.17% |
Frequently Asked Questions
BTC-USD and VB have a correlation of 0.39, 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 (11.97%) compared to VB (5.41%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs VB's -59.56%.
VB currently has the higher Sharpe Ratio (1.73 vs -0.92), 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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