BTC-USD vs. VYM
BTC-USD (Bitcoin) is a cryptocurrency, while VYM (Vanguard High Dividend Yield ETF) is Dividend fund tracking the FTSE High Dividend Yield Index. Over the past 10 years, BTC-USD returned 55.97%/yr vs 11.95%/yr for VYM. At a 0.09 correlation, their price movements are largely independent.
Performance
BTC-USD vs. VYM - Performance Comparison
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Returns By Period
In the year-to-date period, BTC-USD achieves a -25.06% return, which is significantly lower than VYM's 12.37% return. Over the past 10 years, BTC-USD has outperformed VYM with an annualized return of 55.97%, while VYM has yielded a comparatively lower 11.95% annualized return.
BTC-USD
- 1D
- 2.42%
- 1M
- -17.06%
- YTD
- -25.06%
- 6M
- -25.64%
- 1Y
- -37.83%
- 3Y*
- 36.87%
- 5Y*
- 10.30%
- 10Y*
- 55.97%
VYM
- 1D
- 0.80%
- 1M
- 2.93%
- YTD
- 12.37%
- 6M
- 11.19%
- 1Y
- 25.94%
- 3Y*
- 18.06%
- 5Y*
- 11.59%
- 10Y*
- 11.95%
BTC-USD vs. VYM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BTC-USD Bitcoin | -25.06% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
VYM Vanguard High Dividend Yield ETF | 12.37% | 15.42% | 17.60% | 6.57% | -0.43% | 26.20% | 1.15% | 24.06% | -5.92% | 16.42% |
Correlation
The correlation between BTC-USD and VYM is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Sep 29, 2012 | 0.09 |
Over the past year, BTC-USD and VYM have become more correlated (0.32) than their long-term average of 0.09, meaning their price movements have been converging.
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Return for Risk
BTC-USD vs. VYM — Risk / Return Rank
BTC-USD
VYM
BTC-USD vs. VYM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and Vanguard High Dividend Yield ETF (VYM). 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 | VYM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.25 | ||
| Sortino ratioReturn per unit of downside risk | -4.57 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.42 | -0.55 |
| Calmar ratioReturn relative to maximum drawdown | -0.74 | 3.70 | -4.44 |
| Martin ratioReturn relative to average drawdown | -1.28 | 13.81 | -15.09 |
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Drawdowns
BTC-USD vs. VYM - Drawdown Comparison
The maximum BTC-USD drawdown since its inception was -85.30%, which is greater than VYM's maximum drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for BTC-USD and VYM.
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Drawdown Indicators
| BTC-USD | VYM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.30% | -56.98% | -28.32% |
Max Drawdown (1Y)Largest decline over 1 year | -51.21% | -6.69% | -44.52% |
Max Drawdown (3Y)Largest decline over 3 years | -51.21% | -14.46% | -36.75% |
Max Drawdown (5Y)Largest decline over 5 years | -76.67% | -15.84% | -60.83% |
Max Drawdown (10Y)Largest decline over 10 years | -83.80% | -35.21% | -48.59% |
Current DrawdownCurrent decline from peak | -47.43% | -0.52% | -46.91% |
Average DrawdownAverage peak-to-trough decline | -42.37% | -7.18% | -35.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 35.28% | 1.80% | +33.48% |
Volatility
BTC-USD vs. VYM - Volatility Comparison
Bitcoin (BTC-USD) has a higher volatility of 12.10% compared to Vanguard High Dividend Yield ETF (VYM) at 3.31%. This indicates that BTC-USD's price experiences larger fluctuations and is considered to be riskier than VYM 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 | VYM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.10% | 3.31% | +8.79% |
Volatility (6M)Calculated over the trailing 6-month period | 34.64% | 7.81% | +26.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.63% | 10.47% | +25.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.55% | 13.99% | +30.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.61% | 16.35% | +40.26% |
Frequently Asked Questions
BTC-USD and VYM have a correlation of 0.32, 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 (12.10%) compared to VYM (3.31%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs VYM's -56.98%.
VYM currently has the higher Sharpe Ratio (2.37 vs -0.88), 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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