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BTCFX vs. BTC-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between BTCFX and BTC-USD is 0.40, 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

BTCFX vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bitcoin ProFund Investor (BTCFX) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

60.00%80.00%100.00%120.00%140.00%160.00%December2025FebruaryMarchAprilMay
88.61%
142.03%
BTCFX
BTC-USD

Key characteristics

Sharpe Ratio

BTCFX:

0.81

BTC-USD:

2.06

Sortino Ratio

BTCFX:

1.45

BTC-USD:

2.66

Omega Ratio

BTCFX:

1.17

BTC-USD:

1.28

Calmar Ratio

BTCFX:

1.33

BTC-USD:

1.81

Martin Ratio

BTCFX:

3.16

BTC-USD:

9.13

Ulcer Index

BTCFX:

14.03%

BTC-USD:

11.21%

Daily Std Dev

BTCFX:

54.69%

BTC-USD:

42.14%

Max Drawdown

BTCFX:

-77.89%

BTC-USD:

-93.07%

Current Drawdown

BTCFX:

-12.29%

BTC-USD:

-8.80%

Returns By Period

In the year-to-date period, BTCFX achieves a 0.92% return, which is significantly lower than BTC-USD's 3.61% return.


BTCFX

YTD

0.92%

1M

22.91%

6M

21.64%

1Y

42.41%

5Y*

N/A

10Y*

N/A

BTC-USD

YTD

3.61%

1M

22.17%

6M

27.98%

1Y

55.29%

5Y*

58.00%

10Y*

82.22%

*Annualized

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Risk-Adjusted Performance

BTCFX vs. BTC-USD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BTCFX
The Risk-Adjusted Performance Rank of BTCFX is 7474
Overall Rank
The Sharpe Ratio Rank of BTCFX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of BTCFX is 7575
Sortino Ratio Rank
The Omega Ratio Rank of BTCFX is 6969
Omega Ratio Rank
The Calmar Ratio Rank of BTCFX is 8888
Calmar Ratio Rank
The Martin Ratio Rank of BTCFX is 7070
Martin Ratio Rank

BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 9393
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 9292
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8989
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 9595
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 9292
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BTCFX vs. BTC-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bitcoin ProFund Investor (BTCFX) 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.


The current BTCFX Sharpe Ratio is 0.81, which is lower than the BTC-USD Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of BTCFX and BTC-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00December2025FebruaryMarchAprilMay
1.75
2.11
BTCFX
BTC-USD

Drawdowns

BTCFX vs. BTC-USD - Drawdown Comparison

The maximum BTCFX drawdown since its inception was -77.89%, smaller than the maximum BTC-USD drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for BTCFX and BTC-USD. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-12.29%
-8.80%
BTCFX
BTC-USD

Volatility

BTCFX vs. BTC-USD - Volatility Comparison

The current volatility for Bitcoin ProFund Investor (BTCFX) is 12.28%, while Bitcoin (BTC-USD) has a volatility of 13.66%. This indicates that BTCFX experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


8.00%10.00%12.00%14.00%16.00%18.00%20.00%December2025FebruaryMarchAprilMay
12.28%
13.66%
BTCFX
BTC-USD