BTC-USD vs. VPU
BTC-USD (Bitcoin) is a cryptocurrency, while VPU (Vanguard Utilities ETF) is Utilities Equities fund tracking the MSCI US Investable Market Utilities 25/50 Index. Over the past 10 years, BTC-USD returned 59.68%/yr vs 8.85%/yr for VPU. At a 0.04 correlation, their price movements are largely independent.
Performance
BTC-USD vs. VPU - 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 VPU's 2.68% return. Over the past 10 years, BTC-USD has outperformed VPU with an annualized return of 59.68%, while VPU has yielded a comparatively lower 8.85% 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%
VPU
- 1D
- -1.87%
- 1M
- -2.65%
- YTD
- 2.68%
- 6M
- 3.11%
- 1Y
- 10.68%
- 3Y*
- 12.74%
- 5Y*
- 8.91%
- 10Y*
- 8.85%
BTC-USD vs. VPU - 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% |
VPU Vanguard Utilities ETF | 2.68% | 16.46% | 23.04% | -7.45% | 1.06% | 17.40% | -0.74% | 24.89% | 4.38% | 12.44% |
Correlation
The correlation between BTC-USD and VPU is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2012 | 0.04 |
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Return for Risk
BTC-USD vs. VPU — Risk / Return Rank
BTC-USD
VPU
BTC-USD vs. VPU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and Vanguard Utilities ETF (VPU). 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 | VPU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.70 | ||
| Sortino ratioReturn per unit of downside risk | -2.45 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.14 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.80 | 1.20 | -2.00 |
| Martin ratioReturn relative to average drawdown | -1.42 | 2.66 | -4.08 |
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 | VPU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.95 | 0.75 | -1.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.52 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.87 | 0.46 | +0.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.13 | 0.53 | +0.60 |
Drawdowns
BTC-USD vs. VPU - Drawdown Comparison
The maximum BTC-USD drawdown since its inception was -85.30%, which is greater than VPU's maximum drawdown of -46.31%. Use the drawdown chart below to compare losses from any high point for BTC-USD and VPU.
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Drawdown Indicators
| BTC-USD | VPU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.30% | -46.31% | -38.99% |
Max Drawdown (1Y)Largest decline over 1 year | -51.21% | -8.90% | -42.31% |
Max Drawdown (3Y)Largest decline over 3 years | -51.21% | -17.34% | -33.87% |
Max Drawdown (5Y)Largest decline over 5 years | -76.67% | -25.15% | -51.52% |
Max Drawdown (10Y)Largest decline over 10 years | -83.80% | -36.42% | -47.38% |
Current DrawdownCurrent decline from peak | -49.86% | -7.71% | -42.15% |
Average DrawdownAverage peak-to-trough decline | -42.32% | -7.78% | -34.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.46% | 4.02% | +30.44% |
Volatility
BTC-USD vs. VPU - Volatility Comparison
Bitcoin (BTC-USD) has a higher volatility of 11.59% compared to Vanguard Utilities ETF (VPU) at 5.56%. This indicates that BTC-USD's price experiences larger fluctuations and is considered to be riskier than VPU 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 | VPU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.59% | 5.56% | +6.03% |
Volatility (6M)Calculated over the trailing 6-month period | 34.53% | 11.53% | +23.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.67% | 14.38% | +21.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.95% | 17.07% | +27.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.71% | 19.14% | +37.57% |
Frequently Asked Questions
BTC-USD and VPU have a correlation of 0.13, 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 VPU (5.56%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs VPU's -46.31%.
VPU currently has the higher Sharpe Ratio (0.75 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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