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 56.82%/yr vs 15.43%/yr for VOO. At a 0.13 correlation, their price movements are largely independent.
Performance
BTC-USD vs. VOO - 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 VOO's 9.97% return. Over the past 10 years, BTC-USD has outperformed VOO with an annualized return of 56.82%, while VOO has yielded a comparatively lower 15.43% 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%
VOO
- 1D
- -0.20%
- 1M
- -1.41%
- YTD
- 9.97%
- 6M
- 9.97%
- 1Y
- 22.15%
- 3Y*
- 20.52%
- 5Y*
- 13.03%
- 10Y*
- 15.43%
BTC-USD vs. VOO - 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% |
VOO Vanguard S&P 500 ETF | 9.97% | 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 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Oct 16, 2012 | 0.13 |
Over the past year, BTC-USD and VOO have become more correlated (0.37) 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. 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 | -2.80 | ||
| Sortino ratioReturn per unit of downside risk | -3.93 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 1.32 | -0.47 |
| Calmar ratioReturn relative to maximum drawdown | -0.82 | 2.50 | -3.32 |
| Martin ratioReturn relative to average drawdown | -1.39 | 10.95 | -12.33 |
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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.
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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 | -52.14% | -1.55% | -50.59% |
Average DrawdownAverage peak-to-trough decline | -42.47% | -3.68% | -38.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 32.43% | 2.03% | +30.40% |
Volatility
BTC-USD vs. VOO - Volatility Comparison
Bitcoin (BTC-USD) has a higher volatility of 12.69% compared to Vanguard S&P 500 ETF (VOO) at 5.09%. 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.
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Volatility by Period
| BTC-USD | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.69% | 5.09% | +7.60% |
Volatility (6M)Calculated over the trailing 6-month period | 34.87% | 9.92% | +24.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.71% | 12.49% | +23.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.01% | 16.93% | +27.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.37% | 18.00% | +38.37% |
Frequently Asked Questions
BTC-USD and VOO have a correlation of 0.37, 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 VOO (5.09%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.78 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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