BTC-USD vs. VIG
BTC-USD (Bitcoin) is a cryptocurrency, while VIG (Vanguard Dividend Appreciation ETF) is Dividend fund tracking the S&P U.S. Dividend Growers Index. Over the past 10 years, BTC-USD returned 59.68%/yr vs 13.05%/yr for VIG. At a 0.10 correlation, their price movements are largely independent.
Performance
BTC-USD vs. VIG - Performance Comparison
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Returns By Period
In the year-to-date period, BTC-USD achieves a -28.54% return, which is significantly lower than VIG's 6.58% return. Over the past 10 years, BTC-USD has outperformed VIG with an annualized return of 59.68%, while VIG has yielded a comparatively lower 13.05% annualized return.
BTC-USD
- 1D
- -1.22%
- 1M
- -22.47%
- YTD
- -28.54%
- 6M
- -31.02%
- 1Y
- -40.89%
- 3Y*
- 33.16%
- 5Y*
- 10.82%
- 10Y*
- 59.68%
VIG
- 1D
- 0.03%
- 1M
- 2.32%
- YTD
- 6.58%
- 6M
- 6.47%
- 1Y
- 18.31%
- 3Y*
- 16.04%
- 5Y*
- 10.62%
- 10Y*
- 13.05%
BTC-USD vs. VIG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BTC-USD Bitcoin | -28.54% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
VIG Vanguard Dividend Appreciation ETF | 6.58% | 14.17% | 16.99% | 14.51% | -9.80% | 23.76% | 15.43% | 29.62% | -2.08% | 22.22% |
Correlation
The correlation between BTC-USD and VIG is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2012 | 0.10 |
Over the past year, BTC-USD and VIG have become more correlated (0.31) than their long-term average of 0.10, meaning their price movements have been converging.
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Return for Risk
BTC-USD vs. VIG — Risk / Return Rank
BTC-USD
VIG
BTC-USD vs. VIG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and Vanguard Dividend Appreciation ETF (VIG). 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 | VIG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.78 | ||
| Sortino ratioReturn per unit of downside risk | -4.01 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.33 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | -0.80 | 2.33 | -3.12 |
| Martin ratioReturn relative to average drawdown | -1.42 | 9.37 | -10.79 |
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 | VIG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.95 | 1.82 | -2.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.75 | -0.55 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.87 | 0.82 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.13 | 0.60 | +0.54 |
Drawdowns
BTC-USD vs. VIG - Drawdown Comparison
The maximum BTC-USD drawdown since its inception was -85.30%, which is greater than VIG's maximum drawdown of -46.81%. Use the drawdown chart below to compare losses from any high point for BTC-USD and VIG.
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Drawdown Indicators
| BTC-USD | VIG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.30% | -46.81% | -38.49% |
Max Drawdown (1Y)Largest decline over 1 year | -51.21% | -7.91% | -43.30% |
Max Drawdown (3Y)Largest decline over 3 years | -51.21% | -14.95% | -36.26% |
Max Drawdown (5Y)Largest decline over 5 years | -76.67% | -20.39% | -56.28% |
Max Drawdown (10Y)Largest decline over 10 years | -83.80% | -31.72% | -52.08% |
Current DrawdownCurrent decline from peak | -49.86% | -1.34% | -48.52% |
Average DrawdownAverage peak-to-trough decline | -42.32% | -5.51% | -36.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.46% | 1.96% | +32.50% |
Volatility
BTC-USD vs. VIG - Volatility Comparison
Bitcoin (BTC-USD) has a higher volatility of 11.59% compared to Vanguard Dividend Appreciation ETF (VIG) at 2.42%. This indicates that BTC-USD's price experiences larger fluctuations and is considered to be riskier than VIG 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 | VIG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.59% | 2.42% | +9.17% |
Volatility (6M)Calculated over the trailing 6-month period | 34.53% | 7.68% | +26.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.67% | 10.10% | +25.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.95% | 14.24% | +30.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.71% | 16.06% | +40.65% |
Frequently Asked Questions
BTC-USD and VIG have a correlation of 0.31, 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 (11.59%) compared to VIG (2.42%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs VIG's -46.81%.
VIG currently has the higher Sharpe Ratio (1.82 vs -0.95), 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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