BTC-USD vs. VIS
BTC-USD (Bitcoin) is a cryptocurrency, while VIS (Vanguard Industrials ETF) is Industrials Equities fund tracking the MSCI US Investable Market Industrials 25/50 Index. Over the past 10 years, BTC-USD returned 59.68%/yr vs 13.91%/yr for VIS. At a 0.10 correlation, their price movements are largely independent.
Performance
BTC-USD vs. VIS - 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 VIS's 13.89% return. Over the past 10 years, BTC-USD has outperformed VIS with an annualized return of 59.68%, while VIS has yielded a comparatively lower 13.91% 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%
VIS
- 1D
- -0.31%
- 1M
- 0.03%
- YTD
- 13.89%
- 6M
- 14.16%
- 1Y
- 24.77%
- 3Y*
- 21.62%
- 5Y*
- 12.72%
- 10Y*
- 13.91%
BTC-USD vs. VIS - 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% |
VIS Vanguard Industrials ETF | 13.89% | 18.57% | 16.85% | 22.50% | -8.57% | 20.80% | 12.34% | 30.09% | -14.01% | 21.47% |
Correlation
The correlation between BTC-USD and VIS 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 | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2012 | 0.10 |
Over the past year, BTC-USD and VIS 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. VIS — Risk / Return Rank
BTC-USD
VIS
BTC-USD vs. VIS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and Vanguard Industrials ETF (VIS). 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 | VIS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.46 | ||
| Sortino ratioReturn per unit of downside risk | -3.55 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.26 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | -0.80 | 2.02 | -2.82 |
| Martin ratioReturn relative to average drawdown | -1.42 | 8.39 | -9.81 |
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 | VIS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.95 | 1.51 | -2.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.70 | -0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.87 | 0.68 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.13 | 0.52 | +0.61 |
Drawdowns
BTC-USD vs. VIS - Drawdown Comparison
The maximum BTC-USD drawdown since its inception was -85.30%, which is greater than VIS's maximum drawdown of -63.51%. Use the drawdown chart below to compare losses from any high point for BTC-USD and VIS.
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Drawdown Indicators
| BTC-USD | VIS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.30% | -63.51% | -21.79% |
Max Drawdown (1Y)Largest decline over 1 year | -51.21% | -12.29% | -38.92% |
Max Drawdown (3Y)Largest decline over 3 years | -51.21% | -20.80% | -30.41% |
Max Drawdown (5Y)Largest decline over 5 years | -76.67% | -22.96% | -53.71% |
Max Drawdown (10Y)Largest decline over 10 years | -83.80% | -42.42% | -41.38% |
Current DrawdownCurrent decline from peak | -49.86% | -1.85% | -48.01% |
Average DrawdownAverage peak-to-trough decline | -42.32% | -8.37% | -33.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.46% | 2.96% | +31.50% |
Volatility
BTC-USD vs. VIS - Volatility Comparison
Bitcoin (BTC-USD) has a higher volatility of 11.59% compared to Vanguard Industrials ETF (VIS) at 4.56%. This indicates that BTC-USD's price experiences larger fluctuations and is considered to be riskier than VIS 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 | VIS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.59% | 4.56% | +7.03% |
Volatility (6M)Calculated over the trailing 6-month period | 34.53% | 13.57% | +20.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.67% | 16.52% | +19.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.95% | 18.37% | +26.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.71% | 20.44% | +36.27% |
Frequently Asked Questions
BTC-USD and VIS 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 VIS (4.56%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs VIS's -63.51%.
VIS currently has the higher Sharpe Ratio (1.51 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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