BTC-USD vs. VOOG
BTC-USD (Bitcoin) is a cryptocurrency, while VOOG (Vanguard S&P 500 Growth ETF) is S&P 500 fund tracking the S&P 500 Growth Index. Over the past 10 years, BTC-USD returned 59.68%/yr vs 17.80%/yr for VOOG. At a 0.13 correlation, their price movements are largely independent.
Performance
BTC-USD vs. VOOG - 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 VOOG's 10.10% return. Over the past 10 years, BTC-USD has outperformed VOOG with an annualized return of 59.68%, while VOOG has yielded a comparatively lower 17.80% 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%
VOOG
- 1D
- 0.65%
- 1M
- -0.20%
- YTD
- 10.10%
- 6M
- 9.55%
- 1Y
- 29.06%
- 3Y*
- 26.66%
- 5Y*
- 15.20%
- 10Y*
- 17.80%
BTC-USD vs. VOOG - 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% |
VOOG Vanguard S&P 500 Growth ETF | 10.10% | 22.11% | 35.89% | 29.96% | -29.48% | 31.95% | 33.35% | 30.93% | -0.21% | 27.19% |
Correlation
The correlation between BTC-USD and VOOG is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2012 | 0.13 |
Over the past year, BTC-USD and VOOG have become more correlated (0.36) 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. VOOG — Risk / Return Rank
BTC-USD
VOOG
BTC-USD vs. VOOG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and Vanguard S&P 500 Growth ETF (VOOG). 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 | VOOG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.75 | ||
| Sortino ratioReturn per unit of downside risk | -3.77 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.31 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | -0.80 | 2.13 | -2.93 |
| Martin ratioReturn relative to average drawdown | -1.42 | 8.74 | -10.16 |
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 | VOOG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.95 | 1.79 | -2.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.72 | -0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.87 | 0.86 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.13 | 0.89 | +0.24 |
Drawdowns
BTC-USD vs. VOOG - Drawdown Comparison
The maximum BTC-USD drawdown since its inception was -85.30%, which is greater than VOOG's maximum drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for BTC-USD and VOOG.
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Drawdown Indicators
| BTC-USD | VOOG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.30% | -32.73% | -52.57% |
Max Drawdown (1Y)Largest decline over 1 year | -51.21% | -13.71% | -37.50% |
Max Drawdown (3Y)Largest decline over 3 years | -51.21% | -22.18% | -29.03% |
Max Drawdown (5Y)Largest decline over 5 years | -76.67% | -32.73% | -43.94% |
Max Drawdown (10Y)Largest decline over 10 years | -83.80% | -32.73% | -51.07% |
Current DrawdownCurrent decline from peak | -49.86% | -4.28% | -45.58% |
Average DrawdownAverage peak-to-trough decline | -42.32% | -4.97% | -37.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.46% | 3.33% | +31.13% |
Volatility
BTC-USD vs. VOOG - Volatility Comparison
Bitcoin (BTC-USD) has a higher volatility of 11.59% compared to Vanguard S&P 500 Growth ETF (VOOG) at 5.61%. This indicates that BTC-USD's price experiences larger fluctuations and is considered to be riskier than VOOG 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 | VOOG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.59% | 5.61% | +5.98% |
Volatility (6M)Calculated over the trailing 6-month period | 34.53% | 13.04% | +21.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.67% | 16.31% | +19.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.95% | 21.25% | +23.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.71% | 20.77% | +35.94% |
Frequently Asked Questions
BTC-USD and VOOG have a correlation of 0.36, 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 VOOG (5.61%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs VOOG's -32.73%.
VOOG currently has the higher Sharpe Ratio (1.79 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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