BTC-USD vs. ZIJMY
BTC-USD (Bitcoin) is a cryptocurrency, while ZIJMY (Zijin Mining Group Co Ltd ADR) is a stock. Over the past 10 years, BTC-USD returned 57.23%/yr vs 33.32%/yr for ZIJMY. At a 0.01 correlation, their price movements are largely independent.
Performance
BTC-USD vs. ZIJMY - Performance Comparison
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Returns By Period
In the year-to-date period, BTC-USD achieves a -26.27% return, which is significantly lower than ZIJMY's -10.10% return. Over the past 10 years, BTC-USD has outperformed ZIJMY with an annualized return of 57.23%, while ZIJMY has yielded a comparatively lower 33.32% annualized return.
BTC-USD
- 1D
- 1.71%
- 1M
- -20.43%
- YTD
- -26.27%
- 6M
- -28.52%
- 1Y
- -39.20%
- 3Y*
- 36.94%
- 5Y*
- 9.74%
- 10Y*
- 57.23%
ZIJMY
- 1D
- 5.32%
- 1M
- -13.28%
- YTD
- -10.10%
- 6M
- -5.26%
- 1Y
- 59.92%
- 3Y*
- 42.92%
- 5Y*
- 22.96%
- 10Y*
- 33.32%
BTC-USD vs. ZIJMY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BTC-USD Bitcoin | -26.27% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
ZIJMY Zijin Mining Group Co Ltd ADR | -10.10% | 151.45% | 20.87% | 15.79% | 10.65% | 18.87% | 163.70% | 9.70% | 21.20% | 12.34% |
Correlation
The correlation between BTC-USD and ZIJMY 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 | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 2012 | 0.01 |
The correlation between BTC-USD and ZIJMY shifts across timeframes, from 0.01 (all time) to 0.19 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
BTC-USD vs. ZIJMY — Risk / Return Rank
BTC-USD
ZIJMY
BTC-USD vs. ZIJMY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and Zijin Mining Group Co Ltd ADR (ZIJMY). 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 | ZIJMY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.16 | ||
| Sortino ratioReturn per unit of downside risk | -2.98 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.22 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | -0.77 | 1.72 | -2.48 |
| Martin ratioReturn relative to average drawdown | -1.33 | 4.60 | -5.93 |
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Drawdowns
BTC-USD vs. ZIJMY - Drawdown Comparison
The maximum BTC-USD drawdown since its inception was -85.30%, which is greater than ZIJMY's maximum drawdown of -61.63%. Use the drawdown chart below to compare losses from any high point for BTC-USD and ZIJMY.
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Drawdown Indicators
| BTC-USD | ZIJMY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.30% | -61.63% | -23.67% |
Max Drawdown (1Y)Largest decline over 1 year | -51.21% | -35.61% | -15.60% |
Max Drawdown (3Y)Largest decline over 3 years | -51.21% | -35.61% | -15.60% |
Max Drawdown (5Y)Largest decline over 5 years | -76.67% | -43.04% | -33.63% |
Max Drawdown (10Y)Largest decline over 10 years | -83.80% | -49.32% | -34.48% |
Current DrawdownCurrent decline from peak | -48.27% | -30.20% | -18.07% |
Average DrawdownAverage peak-to-trough decline | -42.36% | -23.14% | -19.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 35.16% | 13.26% | +21.90% |
Volatility
BTC-USD vs. ZIJMY - Volatility Comparison
The current volatility for Bitcoin (BTC-USD) is 11.97%, while Zijin Mining Group Co Ltd ADR (ZIJMY) has a volatility of 16.22%. This indicates that BTC-USD experiences smaller price fluctuations and is considered to be less risky than ZIJMY 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 | ZIJMY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.97% | 16.22% | -4.25% |
Volatility (6M)Calculated over the trailing 6-month period | 34.64% | 38.95% | -4.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.59% | 49.33% | -13.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.57% | 45.05% | -0.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.61% | 46.95% | +9.66% |
Frequently Asked Questions
BTC-USD and ZIJMY 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.
ZIJMY has higher volatility (16.22%) compared to BTC-USD (11.97%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs ZIJMY's -61.63%.
ZIJMY currently has the higher Sharpe Ratio (1.25 vs -0.92), 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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