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

Correlation

The correlation between BTCM and BTC-USD is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.3

Performance

BTCM vs. BTC-USD - Performance Comparison

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

0.00%5,000.00%10,000.00%NovemberDecember2025FebruaryMarchApril
-99.05%
12,046.00%
BTCM
BTC-USD

Key characteristics

Sharpe Ratio

BTCM:

-0.33

BTC-USD:

1.90

Sortino Ratio

BTCM:

0.04

BTC-USD:

2.52

Omega Ratio

BTCM:

1.00

BTC-USD:

1.26

Calmar Ratio

BTCM:

-0.29

BTC-USD:

1.68

Martin Ratio

BTCM:

-0.86

BTC-USD:

8.54

Ulcer Index

BTCM:

34.22%

BTC-USD:

11.32%

Daily Std Dev

BTCM:

83.17%

BTC-USD:

42.81%

Max Drawdown

BTCM:

-99.75%

BTC-USD:

-93.07%

Current Drawdown

BTCM:

-99.63%

BTC-USD:

-11.73%

Returns By Period

In the year-to-date period, BTCM achieves a -24.21% return, which is significantly lower than BTC-USD's 0.29% return. Over the past 10 years, BTCM has underperformed BTC-USD with an annualized return of -36.48%, while BTC-USD has yielded a comparatively higher 82.48% annualized return.


BTCM

YTD

-24.21%

1M

3.24%

6M

-24.51%

1Y

-39.75%

5Y*

-45.87%

10Y*

-36.48%

BTC-USD

YTD

0.29%

1M

7.12%

6M

37.47%

1Y

45.77%

5Y*

65.44%

10Y*

82.48%

*Annualized

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Risk-Adjusted Performance

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

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

BTCM
The Risk-Adjusted Performance Rank of BTCM is 3636
Overall Rank
The Sharpe Ratio Rank of BTCM is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of BTCM is 3939
Sortino Ratio Rank
The Omega Ratio Rank of BTCM is 3939
Omega Ratio Rank
The Calmar Ratio Rank of BTCM is 3434
Calmar Ratio Rank
The Martin Ratio Rank of BTCM is 3333
Martin Ratio Rank

BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 9191
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 8787
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8888
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 9393
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.

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

This table presents a comparison of risk-adjusted performance metrics for BIT Mining Limited (BTCM) 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 chart of Sharpe ratio for BTCM, currently valued at -0.20, compared to the broader market-2.00-1.000.001.002.003.00
BTCM: -0.20
BTC-USD: 2.02
The chart of Sortino ratio for BTCM, currently valued at 0.29, compared to the broader market-6.00-4.00-2.000.002.004.00
BTCM: 0.29
BTC-USD: 2.62
The chart of Omega ratio for BTCM, currently valued at 1.03, compared to the broader market0.501.001.502.00
BTCM: 1.03
BTC-USD: 1.27
The chart of Calmar ratio for BTCM, currently valued at -0.29, compared to the broader market0.001.002.003.004.005.00
BTCM: -0.29
BTC-USD: 1.81
The chart of Martin ratio for BTCM, currently valued at -0.49, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
BTCM: -0.49
BTC-USD: 9.04

The current BTCM Sharpe Ratio is -0.33, which is lower than the BTC-USD Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of BTCM 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 Ratio-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
-0.20
2.02
BTCM
BTC-USD

Drawdowns

BTCM vs. BTC-USD - Drawdown Comparison

The maximum BTCM drawdown since its inception was -99.75%, which is greater than BTC-USD's maximum drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for BTCM and BTC-USD. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-99.63%
-11.73%
BTCM
BTC-USD

Volatility

BTCM vs. BTC-USD - Volatility Comparison

BIT Mining Limited (BTCM) has a higher volatility of 30.74% compared to Bitcoin (BTC-USD) at 16.27%. This indicates that BTCM's price experiences larger fluctuations and is considered to be riskier than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
30.74%
16.27%
BTCM
BTC-USD