BTC-USD vs. VFV.TO
BTC-USD (Bitcoin) is a cryptocurrency, while VFV.TO (Vanguard S&P 500 Index ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, BTC-USD returned 56.48%/yr vs 15.41%/yr for VFV.TO. At a 0.09 correlation, their price movements are largely independent.
Performance
BTC-USD vs. VFV.TO - Performance Comparison
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Different Trading Currencies
BTC-USD is traded in USD, while VFV.TO is traded in CAD. To make them comparable, the VFV.TO values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, BTC-USD achieves a -24.33% return, which is significantly lower than VFV.TO's 10.76% return. Over the past 10 years, BTC-USD has outperformed VFV.TO with an annualized return of 56.48%, while VFV.TO has yielded a comparatively lower 15.41% annualized return.
BTC-USD
- 1D
- 0.77%
- 1M
- -15.23%
- YTD
- -24.33%
- 6M
- -23.38%
- 1Y
- -37.30%
- 3Y*
- 35.99%
- 5Y*
- 11.54%
- 10Y*
- 56.48%
VFV.TO
- 1D
- 1.74%
- 1M
- 1.99%
- YTD
- 10.76%
- 6M
- 11.36%
- 1Y
- 27.90%
- 3Y*
- 21.03%
- 5Y*
- 13.51%
- 10Y*
- 15.41%
BTC-USD vs. VFV.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BTC-USD Bitcoin | -24.33% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
VFV.TO Vanguard S&P 500 Index ETF | 10.82% | 17.55% | 24.68% | 26.24% | -17.79% | 27.57% | 18.42% | 30.52% | -5.03% | 21.94% |
Correlation
The correlation between BTC-USD and VFV.TO 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 | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Nov 8, 2012 | 0.09 |
Over the past year, BTC-USD and VFV.TO have become more correlated (0.32) than their long-term average of 0.09, meaning their price movements have been converging.
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Return for Risk
BTC-USD vs. VFV.TO — Risk / Return Rank
BTC-USD
VFV.TO
BTC-USD vs. VFV.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and Vanguard S&P 500 Index ETF (VFV.TO). 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 | VFV.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.05 | ||
| Sortino ratioReturn per unit of downside risk | -4.11 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.40 | -0.52 |
| Calmar ratioReturn relative to maximum drawdown | -0.73 | 3.10 | -3.83 |
| Martin ratioReturn relative to average drawdown | -1.26 | 13.42 | -14.68 |
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Drawdowns
BTC-USD vs. VFV.TO - Drawdown Comparison
The maximum BTC-USD drawdown since its inception was -85.30%, which is greater than VFV.TO's maximum drawdown of -33.56%. Use the drawdown chart below to compare losses from any high point for BTC-USD and VFV.TO.
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Drawdown Indicators
| BTC-USD | VFV.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.30% | -33.56% | -51.74% |
Max Drawdown (1Y)Largest decline over 1 year | -51.21% | -9.04% | -42.17% |
Max Drawdown (3Y)Largest decline over 3 years | -51.21% | -18.94% | -32.27% |
Max Drawdown (5Y)Largest decline over 5 years | -76.67% | -24.33% | -52.34% |
Max Drawdown (10Y)Largest decline over 10 years | -83.80% | -33.56% | -50.24% |
Current DrawdownCurrent decline from peak | -46.91% | -0.68% | -46.23% |
Average DrawdownAverage peak-to-trough decline | -42.38% | -3.85% | -38.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.75% | 2.08% | +32.67% |
Volatility
BTC-USD vs. VFV.TO - Volatility Comparison
Bitcoin (BTC-USD) has a higher volatility of 12.14% compared to Vanguard S&P 500 Index ETF (VFV.TO) at 4.76%. This indicates that BTC-USD's price experiences larger fluctuations and is considered to be riskier than VFV.TO 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 | VFV.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.14% | 4.76% | +7.38% |
Volatility (6M)Calculated over the trailing 6-month period | 34.59% | 9.86% | +24.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.62% | 12.90% | +22.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.55% | 16.12% | +28.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.55% | 17.75% | +38.80% |
Frequently Asked Questions
BTC-USD and VFV.TO 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.
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