BTC-USD vs. VGT
BTC-USD (Bitcoin) is a cryptocurrency, while VGT (Vanguard Information Technology ETF) is Technology Equities fund tracking the MSCI USA IMI Information Technology 25/50 Index. Over the past 10 years, BTC-USD returned 56.82%/yr vs 25.34%/yr for VGT. At a 0.13 correlation, their price movements are largely independent.
Performance
BTC-USD vs. VGT - Performance Comparison
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Returns By Period
In the year-to-date period, BTC-USD achieves a -31.78% return, which is significantly lower than VGT's 24.69% return. Over the past 10 years, BTC-USD has outperformed VGT with an annualized return of 56.82%, while VGT has yielded a comparatively lower 25.34% annualized return.
BTC-USD
- 1D
- 2.00%
- 1M
- -16.29%
- YTD
- -31.78%
- 6M
- -31.78%
- 1Y
- -43.53%
- 3Y*
- 24.93%
- 5Y*
- 12.04%
- 10Y*
- 56.82%
VGT
- 1D
- -1.92%
- 1M
- -5.50%
- YTD
- 24.69%
- 6M
- 24.69%
- 1Y
- 43.49%
- 3Y*
- 29.21%
- 5Y*
- 19.14%
- 10Y*
- 25.34%
BTC-USD vs. VGT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BTC-USD Bitcoin | -31.78% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
VGT Vanguard Information Technology ETF | 24.69% | 21.77% | 29.30% | 52.66% | -29.70% | 30.45% | 46.04% | 48.62% | 2.46% | 37.08% |
Correlation
The correlation between BTC-USD and VGT is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Oct 16, 2012 | 0.13 |
Over the past year, BTC-USD and VGT have become more correlated (0.35) than their long-term average of 0.13, meaning their price movements have been converging.
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Return for Risk
BTC-USD vs. VGT — Risk / Return Rank
BTC-USD
VGT
BTC-USD vs. VGT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and Vanguard Information Technology ETF (VGT). 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 | VGT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.92 | ||
| Sortino ratioReturn per unit of downside risk | -3.92 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 1.32 | -0.47 |
| Calmar ratioReturn relative to maximum drawdown | -0.82 | 2.66 | -3.48 |
| Martin ratioReturn relative to average drawdown | -1.39 | 7.95 | -9.34 |
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Drawdowns
BTC-USD vs. VGT - Drawdown Comparison
The maximum BTC-USD drawdown since its inception was -85.30%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for BTC-USD and VGT.
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Drawdown Indicators
| BTC-USD | VGT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.30% | -54.63% | -30.67% |
Max Drawdown (1Y)Largest decline over 1 year | -53.08% | -16.40% | -36.68% |
Max Drawdown (3Y)Largest decline over 3 years | -53.08% | -27.23% | -25.85% |
Max Drawdown (5Y)Largest decline over 5 years | -76.67% | -35.07% | -41.60% |
Max Drawdown (10Y)Largest decline over 10 years | -83.80% | -35.07% | -48.73% |
Current DrawdownCurrent decline from peak | -52.14% | -6.69% | -45.45% |
Average DrawdownAverage peak-to-trough decline | -42.47% | -7.95% | -34.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 32.43% | 5.48% | +26.95% |
Volatility
BTC-USD vs. VGT - Volatility Comparison
Bitcoin (BTC-USD) has a higher volatility of 12.69% compared to Vanguard Information Technology ETF (VGT) at 11.38%. This indicates that BTC-USD's price experiences larger fluctuations and is considered to be riskier than VGT 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 | VGT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.69% | 11.38% | +1.31% |
Volatility (6M)Calculated over the trailing 6-month period | 34.87% | 18.95% | +15.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.71% | 23.00% | +12.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.01% | 25.62% | +18.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.37% | 24.77% | +31.60% |
Frequently Asked Questions
BTC-USD and VGT have a correlation of 0.35, 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 (12.69%) compared to VGT (11.38%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs VGT's -54.63%.
VGT currently has the higher Sharpe Ratio (1.90 vs -1.01), 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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