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 58.69%/yr vs 12.84%/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 -23.90% return, which is significantly lower than VIG's 8.70% return. Over the past 10 years, BTC-USD has outperformed VIG with an annualized return of 58.69%, while VIG has yielded a comparatively lower 12.84% annualized return.
BTC-USD
- 1D
- 2.10%
- 1M
- 5.29%
- 6M
- -24.60%
- YTD
- -23.90%
- 1Y
- -43.30%
- 3Y*
- 30.74%
- 5Y*
- 15.58%
- 10Y*
- 58.69%
- ALL TIME*
- 89.03%
VIG
- 1D
- 0.43%
- 1M
- 1.19%
- 6M
- 7.68%
- YTD
- 8.70%
- 1Y
- 16.82%
- 3Y*
- 14.67%
- 5Y*
- 10.48%
- 10Y*
- 12.84%
- ALL TIME*
- 10.19%
BTC-USD vs. VIG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BTC-USD Bitcoin | -23.90% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
VIG Vanguard Dividend Appreciation ETF | 8.70% | 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 | 0.15 |
Correlation (All Time) Calculated using the full available price history since Nov 5, 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.
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 | VIG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.69 | ||
| Sortino ratioReturn per unit of downside risk | -3.93 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 1.30 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | -0.82 | 2.14 | -2.95 |
| Martin ratioReturn relative to average drawdown | -1.30 | 8.62 | -9.92 |
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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 | -53.08% | -7.91% | -45.17% |
Max Drawdown (3Y)Largest decline over 3 years | -53.08% | -14.95% | -38.13% |
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 | -46.61% | -0.90% | -45.71% |
Average DrawdownAverage peak-to-trough decline | -42.62% | -5.48% | -37.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.11% | 1.95% | +25.16% |
Volatility
BTC-USD vs. VIG - Volatility Comparison
Bitcoin (BTC-USD) has a higher volatility of 9.38% compared to Vanguard Dividend Appreciation ETF (VIG) at 2.11%. 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 | 9.38% | 2.11% | +7.27% |
Volatility (6M)Calculated over the trailing 6-month period | 34.69% | 7.68% | +27.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.80% | 10.02% | +25.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.84% | 14.19% | +29.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.33% | 16.02% | +40.31% |
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 (9.38%) compared to VIG (2.11%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs VIG's -46.81%.
VIG currently has the higher Sharpe Ratio (1.69 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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