BTC-USD vs. VTV
BTC-USD (Bitcoin) is a cryptocurrency, while VTV (Vanguard Value ETF) is Large Cap Value Equities fund tracking the CRSP US Large Cap Value Index. Over the past 10 years, BTC-USD returned 59.37%/yr vs 12.30%/yr for VTV. At a 0.09 correlation, their price movements are largely independent.
Performance
BTC-USD vs. VTV - Performance Comparison
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Returns By Period
In the year-to-date period, BTC-USD achieves a -29.97% return, which is significantly lower than VTV's 11.62% return. Over the past 10 years, BTC-USD has outperformed VTV with an annualized return of 59.37%, while VTV has yielded a comparatively lower 12.30% annualized return.
BTC-USD
- 1D
- -3.97%
- 1M
- -24.76%
- YTD
- -29.97%
- 6M
- -31.42%
- 1Y
- -39.67%
- 3Y*
- 31.02%
- 5Y*
- 11.35%
- 10Y*
- 59.37%
VTV
- 1D
- -1.36%
- 1M
- 1.96%
- YTD
- 11.62%
- 6M
- 12.57%
- 1Y
- 26.41%
- 3Y*
- 18.03%
- 5Y*
- 11.11%
- 10Y*
- 12.30%
BTC-USD vs. VTV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BTC-USD Bitcoin | -29.97% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
VTV Vanguard Value ETF | 11.62% | 15.27% | 15.95% | 9.32% | -2.09% | 26.53% | 2.33% | 25.66% | -5.47% | 17.15% |
Correlation
The correlation between BTC-USD and VTV is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Sep 21, 2012 | 0.09 |
The correlation between BTC-USD and VTV shifts across timeframes, from 0.09 (all time) to 0.25 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
BTC-USD vs. VTV — Risk / Return Rank
BTC-USD
VTV
BTC-USD vs. VTV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and Vanguard Value ETF (VTV). 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 | VTV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.53 | ||
| Sortino ratioReturn per unit of downside risk | -4.99 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.47 | -0.60 |
| Calmar ratioReturn relative to maximum drawdown | -0.78 | 4.18 | -4.96 |
| Martin ratioReturn relative to average drawdown | -1.39 | 15.77 | -17.16 |
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 | VTV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.93 | 2.60 | -3.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.80 | -0.59 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.87 | 0.74 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.13 | 0.51 | +0.62 |
Drawdowns
BTC-USD vs. VTV - Drawdown Comparison
The maximum BTC-USD drawdown since its inception was -85.30%, which is greater than VTV's maximum drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for BTC-USD and VTV.
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Drawdown Indicators
| BTC-USD | VTV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.30% | -59.27% | -26.03% |
Max Drawdown (1Y)Largest decline over 1 year | -50.87% | -6.35% | -44.52% |
Max Drawdown (3Y)Largest decline over 3 years | -50.87% | -14.52% | -36.35% |
Max Drawdown (5Y)Largest decline over 5 years | -76.67% | -17.04% | -59.63% |
Max Drawdown (10Y)Largest decline over 10 years | -83.80% | -36.78% | -47.02% |
Current DrawdownCurrent decline from peak | -50.87% | -1.36% | -49.51% |
Average DrawdownAverage peak-to-trough decline | -42.29% | -7.87% | -34.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.02% | 1.68% | +32.34% |
Volatility
BTC-USD vs. VTV - Volatility Comparison
Bitcoin (BTC-USD) has a higher volatility of 10.54% compared to Vanguard Value ETF (VTV) at 2.87%. This indicates that BTC-USD's price experiences larger fluctuations and is considered to be riskier than VTV 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 | VTV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.54% | 2.87% | +7.67% |
Volatility (6M)Calculated over the trailing 6-month period | 34.26% | 7.67% | +26.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.65% | 10.21% | +25.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.98% | 13.89% | +31.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.70% | 16.67% | +40.03% |
Frequently Asked Questions
BTC-USD and VTV have a correlation of 0.25, 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 (10.54%) compared to VTV (2.87%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs VTV's -59.27%.
VTV currently has the higher Sharpe Ratio (2.60 vs -0.93), 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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