BTC-USD vs. VTI
BTC-USD (Bitcoin) is a cryptocurrency, while VTI (Vanguard Total Stock Market ETF) is Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Over the past 10 years, BTC-USD returned 58.50%/yr vs 14.48%/yr for VTI. At a 0.13 correlation, their price movements are largely independent.
Performance
BTC-USD vs. VTI - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, BTC-USD achieves a -25.13% return, which is significantly lower than VTI's 9.90% return. Over the past 10 years, BTC-USD has outperformed VTI with an annualized return of 58.50%, while VTI has yielded a comparatively lower 14.48% annualized return.
BTC-USD
- 1D
- 1.28%
- 1M
- 2.00%
- 6M
- -29.23%
- YTD
- -25.13%
- 1Y
- -44.16%
- 3Y*
- 29.87%
- 5Y*
- 15.31%
- 10Y*
- 58.50%
- ALL TIME*
- 89.00%
VTI
- 1D
- -0.21%
- 1M
- -0.73%
- 6M
- 7.78%
- YTD
- 9.90%
- 1Y
- 19.88%
- 3Y*
- 19.10%
- 5Y*
- 11.79%
- 10Y*
- 14.48%
- ALL TIME*
- 9.57%
BTC-USD vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BTC-USD Bitcoin | -25.13% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
VTI Vanguard Total Stock Market ETF | 9.90% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 21.21% |
Correlation
The correlation between BTC-USD and VTI is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Nov 4, 2012 | 0.13 |
Over the past year, BTC-USD and VTI 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. VTI — Risk / Return Rank
BTC-USD
VTI
BTC-USD vs. VTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and Vanguard Total Stock Market ETF (VTI). 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 | VTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.58 | ||
| Sortino ratioReturn per unit of downside risk | -3.68 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 1.28 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | -0.83 | 2.24 | -3.07 |
| Martin ratioReturn relative to average drawdown | -1.32 | 9.77 | -11.09 |
Loading charts...
Drawdowns
BTC-USD vs. VTI - Drawdown Comparison
The maximum BTC-USD drawdown since its inception was -85.30%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for BTC-USD and VTI.
Loading charts...
Drawdown Indicators
| BTC-USD | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.30% | -55.45% | -29.85% |
Max Drawdown (1Y)Largest decline over 1 year | -53.08% | -8.92% | -44.16% |
Max Drawdown (3Y)Largest decline over 3 years | -53.08% | -19.30% | -33.78% |
Max Drawdown (5Y)Largest decline over 5 years | -76.67% | -25.36% | -51.31% |
Max Drawdown (10Y)Largest decline over 10 years | -83.80% | -35.00% | -48.80% |
Current DrawdownCurrent decline from peak | -47.48% | -1.89% | -45.59% |
Average DrawdownAverage peak-to-trough decline | -42.61% | -7.99% | -34.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.88% | 2.04% | +25.84% |
Volatility
BTC-USD vs. VTI - Volatility Comparison
Bitcoin (BTC-USD) has a higher volatility of 9.37% compared to Vanguard Total Stock Market ETF (VTI) at 3.23%. This indicates that BTC-USD's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| BTC-USD | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.37% | 3.23% | +6.14% |
Volatility (6M)Calculated over the trailing 6-month period | 34.93% | 10.18% | +24.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.76% | 12.88% | +22.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.93% | 17.49% | +26.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.33% | 18.29% | +38.04% |
Frequently Asked Questions
BTC-USD and VTI 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 (9.37%) compared to VTI (3.23%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs VTI's -55.45%.
VTI currently has the higher Sharpe Ratio (1.55 vs -1.03), 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 VTI
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