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BTCO vs. ABNB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BTCO vs. ABNB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Galaxy Bitcoin ETF (BTCO) and Airbnb, Inc. (ABNB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BTCO achieves a -27.65% return, which is significantly lower than ABNB's -0.95% return.


BTCO

1D
5.10%
1M
-20.91%
YTD
-27.65%
6M
-30.32%
1Y
-39.40%
3Y*
5Y*
10Y*

ABNB

1D
0.67%
1M
-4.99%
YTD
-0.95%
6M
10.18%
1Y
-4.42%
3Y*
4.48%
5Y*
-1.48%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BTCO vs. ABNB - Yearly Performance Comparison


2026 (YTD)20252024
BTCO
Invesco Galaxy Bitcoin ETF
-27.65%-6.58%100.54%
ABNB
Airbnb, Inc.
-0.95%3.28%-5.77%

Correlation

The correlation between BTCO and ABNB is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.17

Correlation (All Time)
Calculated using the full available price history since Jan 12, 2024

0.25

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Return for Risk

BTCO vs. ABNB — Risk / Return Rank

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

BTCO
BTCO Risk / Return Rank: 22
Overall Rank
BTCO Sharpe Ratio Rank: 22
Sharpe Ratio Rank
BTCO Sortino Ratio Rank: 22
Sortino Ratio Rank
BTCO Omega Ratio Rank: 33
Omega Ratio Rank
BTCO Calmar Ratio Rank: 33
Calmar Ratio Rank
BTCO Martin Ratio Rank: 22
Martin Ratio Rank

ABNB
ABNB Risk / Return Rank: 3333
Overall Rank
ABNB Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
ABNB Sortino Ratio Rank: 3131
Sortino Ratio Rank
ABNB Omega Ratio Rank: 3131
Omega Ratio Rank
ABNB Calmar Ratio Rank: 3636
Calmar Ratio Rank
ABNB Martin Ratio Rank: 3434
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BTCO vs. ABNB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Galaxy Bitcoin ETF (BTCO) and Airbnb, Inc. (ABNB). 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.


BTCOABNBDifference
Sharpe ratioReturn per unit of total volatility

-0.74

Sortino ratioReturn per unit of downside risk

-1.23

Omega ratioGain probability vs. loss probability

0.86

1.00

-0.14

Calmar ratioReturn relative to maximum drawdown

-0.76

-0.21

-0.55

Martin ratioReturn relative to average drawdown

-1.36

-0.44

-0.92

BTCO vs. ABNB - Sharpe Ratio Comparison

The current BTCO Sharpe Ratio is -0.90, which is lower than the ABNB Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of BTCO and ABNB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BTCOABNBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.90

-0.15

-0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

-0.03

+0.30

Drawdowns

BTCO vs. ABNB - Drawdown Comparison

The maximum BTCO drawdown since its inception was -52.05%, smaller than the maximum ABNB drawdown of -61.96%. Use the drawdown chart below to compare losses from any high point for BTCO and ABNB.


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Drawdown Indicators


BTCOABNBDifference

Max Drawdown

Largest peak-to-trough decline

-52.05%

-61.96%

+9.91%

Max Drawdown (1Y)

Largest decline over 1 year

-52.05%

-21.54%

-30.51%

Max Drawdown (3Y)

Largest decline over 3 years

-37.16%

Max Drawdown (5Y)

Largest decline over 5 years

-60.19%

Current Drawdown

Current decline from peak

-49.60%

-38.00%

-11.60%

Average Drawdown

Average peak-to-trough decline

-16.12%

-36.14%

+20.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.93%

10.03%

+18.90%

Volatility

BTCO vs. ABNB - Volatility Comparison

Invesco Galaxy Bitcoin ETF (BTCO) has a higher volatility of 11.78% compared to Airbnb, Inc. (ABNB) at 7.87%. This indicates that BTCO's price experiences larger fluctuations and is considered to be riskier than ABNB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BTCOABNBDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.78%

7.87%

+3.91%

Volatility (6M)

Calculated over the trailing 6-month period

34.52%

22.48%

+12.04%

Volatility (1Y)

Calculated over the trailing 1-year period

44.10%

28.94%

+15.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.90%

43.76%

+6.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.90%

45.99%

+3.91%

Dividends

BTCO vs. ABNB - Dividend Comparison

Neither BTCO nor ABNB has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


BTCO and ABNB have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BTCO has higher volatility (11.78%) compared to ABNB (7.87%). In terms of maximum drawdown, BTCO dropped -52.05% vs ABNB's -61.96%.

ABNB currently has the higher Sharpe Ratio (-0.15 vs -0.90), 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.

Portfolio Optimizer

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