BTC-USD vs. VRT
BTC-USD (Bitcoin) is a cryptocurrency, while VRT (Vertiv Holdings Co.) is a stock. Over the past 5 years, BTC-USD returned 13.47%/yr vs 64.05%/yr for VRT. At a 0.16 correlation, their price movements are largely independent.
Performance
BTC-USD vs. VRT - Performance Comparison
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Returns By Period
In the year-to-date period, BTC-USD achieves a -27.93% return, which is significantly lower than VRT's 100.03% return.
BTC-USD
- 1D
- 1.32%
- 1M
- 2.22%
- 6M
- -30.73%
- YTD
- -27.93%
- 1Y
- -43.34%
- 3Y*
- 27.51%
- 5Y*
- 13.47%
- 10Y*
- 57.99%
VRT
- 1D
- 1.92%
- 1M
- 11.90%
- 6M
- 101.56%
- YTD
- 100.03%
- 1Y
- 152.61%
- 3Y*
- 133.97%
- 5Y*
- 64.05%
- 10Y*
- —
BTC-USD vs. VRT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
BTC-USD Bitcoin | -27.93% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -55.07% |
VRT Vertiv Holdings Co. | 100.03% | 42.80% | 136.82% | 251.81% | -45.25% | 33.80% | 69.36% | 12.55% | 1.03% |
Correlation
The correlation between BTC-USD and VRT is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Jul 30, 2018 | 0.16 |
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Return for Risk
BTC-USD vs. VRT — Risk / Return Rank
BTC-USD
VRT
BTC-USD vs. VRT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and Vertiv Holdings Co. (VRT). 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 | VRT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.50 | ||
| Sortino ratioReturn per unit of downside risk | -4.46 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 1.37 | -0.52 |
| Calmar ratioReturn relative to maximum drawdown | -0.82 | 6.06 | -6.88 |
| Martin ratioReturn relative to average drawdown | -1.34 | 15.08 | -16.42 |
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Drawdowns
BTC-USD vs. VRT - Drawdown Comparison
The maximum BTC-USD drawdown since its inception was -85.30%, which is greater than VRT's maximum drawdown of -71.24%. Use the drawdown chart below to compare losses from any high point for BTC-USD and VRT.
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Drawdown Indicators
| BTC-USD | VRT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.30% | -71.24% | -14.06% |
Max Drawdown (1Y)Largest decline over 1 year | -53.08% | -25.32% | -27.76% |
Max Drawdown (3Y)Largest decline over 3 years | -53.08% | -61.28% | +8.20% |
Max Drawdown (5Y)Largest decline over 5 years | -76.67% | -71.24% | -5.43% |
Max Drawdown (10Y)Largest decline over 10 years | -83.80% | — | — |
Current DrawdownCurrent decline from peak | -49.44% | -13.89% | -35.55% |
Average DrawdownAverage peak-to-trough decline | -42.53% | -16.22% | -26.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 31.20% | 10.17% | +21.03% |
Volatility
BTC-USD vs. VRT - Volatility Comparison
The current volatility for Bitcoin (BTC-USD) is 9.25%, while Vertiv Holdings Co. (VRT) has a volatility of 25.01%. This indicates that BTC-USD experiences smaller price fluctuations and is considered to be less risky than VRT 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 | VRT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.25% | 25.01% | -15.76% |
Volatility (6M)Calculated over the trailing 6-month period | 34.87% | 48.64% | -13.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.75% | 61.74% | -25.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.96% | 62.73% | -18.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.32% | 54.99% | +1.33% |
Frequently Asked Questions
BTC-USD and VRT have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VRT has higher volatility (25.01%) compared to BTC-USD (9.25%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs VRT's -71.24%.
VRT currently has the higher Sharpe Ratio (2.49 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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