BTC-USD vs. VOO
BTC-USD (Bitcoin) is a cryptocurrency, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, BTC-USD returned 58.33%/yr vs 14.95%/yr for VOO. Their 0.13 correlation means their historical movements had little consistent relationship.
Performance
BTC-USD vs. VOO - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, BTC-USD achieves a -25.63% return, which is significantly lower than VOO's 8.95% return. Over the past 10 years, BTC-USD has outperformed VOO with an annualized return of 58.33%, while VOO has yielded a comparatively lower 14.95% annualized return.
BTC-USD
- 1D
- 1.20%
- 1M
- 8.44%
- 6M
- -24.83%
- YTD
- -25.63%
- 1Y
- -44.84%
- 3Y*
- 30.59%
- 5Y*
- 10.51%
- 10Y*
- 58.33%
- ALL TIME*
- 88.69%
VOO
- 1D
- 0.08%
- 1M
- 0.80%
- 6M
- 7.80%
- YTD
- 8.95%
- 1Y
- 17.35%
- 3Y*
- 19.06%
- 5Y*
- 12.51%
- 10Y*
- 14.95%
- ALL TIME*
- 14.72%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
BTC-USD Bitcoin | $1624.00T | $1650.48T | $2190.73T |
| $3.42B | $4.58B | $5.39B |
BTC-USD vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BTC-USD Bitcoin | -25.63% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
VOO Vanguard S&P 500 ETF | 8.95% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Correlation
The correlation between BTC-USD and VOO is 0.38, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.38 |
Correlation (3Y) Balances recent behavior with more history. | 0.28 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.32 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.19 |
Correlation (All Time) Calculated using the full available price history since Nov 10, 2012 | 0.13 |
Over the past year, BTC-USD and VOO have become more correlated (0.38) than their long-term average of 0.13, meaning their price movements have been converging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
BTC-USD vs. VOO — Risk / Return Rank
BTC-USD
VOO
BTC-USD vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.46 | ||
| Sortino ratioReturn per unit of downside risk | -3.54 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 1.26 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | -0.84 | 2.01 | -2.86 |
| Martin ratioReturn relative to average drawdown | -1.32 | 8.67 | -9.99 |
Loading charts...
Drawdowns
BTC-USD vs. VOO - Drawdown Comparison
The maximum BTC-USD drawdown since its inception was -85.30%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BTC-USD and VOO.
Loading charts...
Drawdown Indicators
| BTC-USD | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.30% | -33.99% | -51.31% |
Max Drawdown (1Y)Largest decline over 1 year | -53.08% | -8.90% | -44.18% |
Max Drawdown (3Y)Largest decline over 3 years | -53.08% | -18.69% | -34.39% |
Max Drawdown (5Y)Largest decline over 5 years | -76.67% | -24.52% | -52.15% |
Max Drawdown (10Y)Largest decline over 10 years | -83.80% | -33.99% | -49.81% |
Current DrawdownCurrent decline from peak | -47.83% | -2.45% | -45.38% |
Average DrawdownAverage peak-to-trough decline | -42.66% | -3.67% | -38.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.30% | 2.06% | +22.24% |
Volatility
BTC-USD vs. VOO - Volatility Comparison
Bitcoin (BTC-USD) has a higher volatility of 8.67% compared to Vanguard S&P 500 ETF (VOO) at 3.22%. This indicates that BTC-USD's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| BTC-USD | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.67% | 3.22% | +5.45% |
Volatility (6M)Calculated over the trailing 6-month period | 34.64% | 9.84% | +24.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.79% | 12.62% | +23.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.76% | 16.90% | +26.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.34% | 18.00% | +38.34% |
Frequently Asked Questions
BTC-USD and VOO have a correlation of 0.38, 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 (8.67%) compared to VOO (3.22%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.42 vs -1.04), 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.
Find the right allocation for BTC-USD and VOO
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer