BTCE.DE vs. BTC-USD
Compare and contrast key facts about ETC Group Physical Bitcoin (BTCE.DE) and Bitcoin (BTC-USD).
BTCE.DE is an actively managed fund by ETC Issuance. It was launched on Jun 8, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BTCE.DE or BTC-USD.
Key characteristics
| BTCE.DE | BTC-USD | |
|---|---|---|
| YTD Return | 121.24% | 114.32% |
| 1Y Return | 156.25% | 154.90% |
| 3Y Return (Ann) | 14.36% | 11.43% |
| Sharpe Ratio | 3.02 | 1.07 |
| Sortino Ratio | 3.38 | 1.78 |
| Omega Ratio | 1.42 | 1.17 |
| Calmar Ratio | 3.47 | 0.91 |
| Martin Ratio | 13.70 | 4.39 |
| Ulcer Index | 11.59% | 13.18% |
| Daily Std Dev | 52.35% | 44.55% |
| Max Drawdown | -74.62% | -93.07% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between BTCE.DE and BTC-USD is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
BTCE.DE vs. BTC-USD - Performance Comparison
In the year-to-date period, BTCE.DE achieves a 121.24% return, which is significantly higher than BTC-USD's 114.32% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
BTCE.DE vs. BTC-USD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ETC Group Physical Bitcoin (BTCE.DE) and Bitcoin (BTC-USD). 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.
Drawdowns
BTCE.DE vs. BTC-USD - Drawdown Comparison
The maximum BTCE.DE drawdown since its inception was -74.62%, smaller than the maximum BTC-USD drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for BTCE.DE and BTC-USD. For additional features, visit the drawdowns tool.
Volatility
BTCE.DE vs. BTC-USD - Volatility Comparison
ETC Group Physical Bitcoin (BTCE.DE) and Bitcoin (BTC-USD) have volatilities of 15.64% and 15.70%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.