BTC-USD vs. WMT
BTC-USD (Bitcoin) is a cryptocurrency, while WMT (Walmart Inc.) is a stock. Over the past 10 years, BTC-USD returned 57.32%/yr vs 19.77%/yr for WMT. At a 0.04 correlation, their price movements are largely independent.
Performance
BTC-USD vs. WMT - Performance Comparison
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Returns By Period
In the year-to-date period, BTC-USD achieves a -27.32% return, which is significantly lower than WMT's 9.07% return. Over the past 10 years, BTC-USD has outperformed WMT with an annualized return of 57.32%, while WMT has yielded a comparatively lower 19.77% annualized return.
BTC-USD
- 1D
- 0.05%
- 1M
- -19.79%
- YTD
- -27.32%
- 6M
- -29.56%
- 1Y
- -39.85%
- 3Y*
- 34.86%
- 5Y*
- 10.27%
- 10Y*
- 57.32%
WMT
- 1D
- 0.45%
- 1M
- -7.93%
- YTD
- 9.07%
- 6M
- 4.13%
- 1Y
- 28.71%
- 3Y*
- 34.18%
- 5Y*
- 22.42%
- 10Y*
- 19.77%
BTC-USD vs. WMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BTC-USD Bitcoin | -27.32% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
WMT Walmart Inc. | 9.07% | 24.49% | 73.99% | 12.88% | -0.46% | 1.97% | 23.32% | 30.16% | -3.43% | 46.56% |
Correlation
The correlation between BTC-USD and WMT is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Sep 27, 2012 | 0.04 |
The correlation between BTC-USD and WMT shifts across timeframes, from -0.05 (1 year) to 0.09 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
BTC-USD vs. WMT — Risk / Return Rank
BTC-USD
WMT
BTC-USD vs. WMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and Walmart Inc. (WMT). 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 | WMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.15 | ||
| Sortino ratioReturn per unit of downside risk | -3.10 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.23 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | -0.78 | 1.83 | -2.61 |
| Martin ratioReturn relative to average drawdown | -1.36 | 5.82 | -7.18 |
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Drawdowns
BTC-USD vs. WMT - Drawdown Comparison
The maximum BTC-USD drawdown since its inception was -85.30%, which is greater than WMT's maximum drawdown of -77.14%. Use the drawdown chart below to compare losses from any high point for BTC-USD and WMT.
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Drawdown Indicators
| BTC-USD | WMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.30% | -77.14% | -8.16% |
Max Drawdown (1Y)Largest decline over 1 year | -51.21% | -15.75% | -35.46% |
Max Drawdown (3Y)Largest decline over 3 years | -51.21% | -21.93% | -29.28% |
Max Drawdown (5Y)Largest decline over 5 years | -76.67% | -25.74% | -50.93% |
Max Drawdown (10Y)Largest decline over 10 years | -83.80% | -25.74% | -58.06% |
Current DrawdownCurrent decline from peak | -49.01% | -9.81% | -39.20% |
Average DrawdownAverage peak-to-trough decline | -42.35% | -14.63% | -27.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 35.02% | 4.94% | +30.08% |
Volatility
BTC-USD vs. WMT - Volatility Comparison
Bitcoin (BTC-USD) has a higher volatility of 12.11% compared to Walmart Inc. (WMT) at 9.86%. This indicates that BTC-USD's price experiences larger fluctuations and is considered to be riskier than WMT 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 | WMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.11% | 9.86% | +2.25% |
Volatility (6M)Calculated over the trailing 6-month period | 34.59% | 18.49% | +16.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.62% | 23.67% | +11.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.71% | 21.68% | +23.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.62% | 21.73% | +34.89% |
Frequently Asked Questions
BTC-USD and WMT have a correlation of -0.05, 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 (12.11%) compared to WMT (9.86%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs WMT's -77.14%.
WMT currently has the higher Sharpe Ratio (1.22 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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