BTC-USD vs. VBR
BTC-USD (Bitcoin) is a cryptocurrency, while VBR (Vanguard Small-Cap Value ETF) is Small Cap Value Equities fund tracking the CRSP US Small Cap Value Index. Over the past 10 years, BTC-USD returned 57.32%/yr vs 10.99%/yr for VBR. At a 0.12 correlation, their price movements are largely independent.
Performance
BTC-USD vs. VBR - Performance Comparison
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Returns By Period
In the year-to-date period, BTC-USD achieves a -27.32% return, which is significantly lower than VBR's 14.60% return. Over the past 10 years, BTC-USD has outperformed VBR with an annualized return of 57.32%, while VBR has yielded a comparatively lower 10.99% 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%
VBR
- 1D
- 0.87%
- 1M
- 4.91%
- YTD
- 14.60%
- 6M
- 12.92%
- 1Y
- 27.94%
- 3Y*
- 16.09%
- 5Y*
- 8.36%
- 10Y*
- 10.99%
BTC-USD vs. VBR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BTC-USD Bitcoin | -27.32% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
VBR Vanguard Small-Cap Value ETF | 14.60% | 9.09% | 12.40% | 16.00% | -9.38% | 28.08% | 5.90% | 22.78% | -12.28% | 11.81% |
Correlation
The correlation between BTC-USD and VBR is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Sep 27, 2012 | 0.12 |
Over the past year, BTC-USD and VBR have become more correlated (0.32) than their long-term average of 0.12, meaning their price movements have been converging.
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Return for Risk
BTC-USD vs. VBR — Risk / Return Rank
BTC-USD
VBR
BTC-USD vs. VBR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and Vanguard Small-Cap Value ETF (VBR). 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 | VBR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.76 | ||
| Sortino ratioReturn per unit of downside risk | -3.98 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.31 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | -0.78 | 3.17 | -3.95 |
| Martin ratioReturn relative to average drawdown | -1.36 | 11.22 | -12.58 |
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Drawdowns
BTC-USD vs. VBR - Drawdown Comparison
The maximum BTC-USD drawdown since its inception was -85.30%, which is greater than VBR's maximum drawdown of -61.98%. Use the drawdown chart below to compare losses from any high point for BTC-USD and VBR.
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Drawdown Indicators
| BTC-USD | VBR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.30% | -61.98% | -23.32% |
Max Drawdown (1Y)Largest decline over 1 year | -51.21% | -8.85% | -42.36% |
Max Drawdown (3Y)Largest decline over 3 years | -51.21% | -24.19% | -27.02% |
Max Drawdown (5Y)Largest decline over 5 years | -76.67% | -24.19% | -52.48% |
Max Drawdown (10Y)Largest decline over 10 years | -83.80% | -45.28% | -38.52% |
Current DrawdownCurrent decline from peak | -49.01% | 0.00% | -49.01% |
Average DrawdownAverage peak-to-trough decline | -42.35% | -8.26% | -34.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 35.02% | 2.50% | +32.52% |
Volatility
BTC-USD vs. VBR - Volatility Comparison
Bitcoin (BTC-USD) has a higher volatility of 12.11% compared to Vanguard Small-Cap Value ETF (VBR) at 4.43%. This indicates that BTC-USD's price experiences larger fluctuations and is considered to be riskier than VBR 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 | VBR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.11% | 4.43% | +7.68% |
Volatility (6M)Calculated over the trailing 6-month period | 34.59% | 10.65% | +23.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.62% | 15.36% | +20.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.71% | 19.79% | +24.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.62% | 21.74% | +34.88% |
Frequently Asked Questions
BTC-USD and VBR have a correlation of 0.32, 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 VBR (4.43%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs VBR's -61.98%.
VBR currently has the higher Sharpe Ratio (1.83 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.
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