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BTCO vs. MARA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BTCO vs. MARA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Galaxy Bitcoin ETF (BTCO) and Marathon Digital Holdings, Inc. (MARA). 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 -25.40% return, which is significantly lower than MARA's 55.46% return.


BTCO

1D
-2.74%
1M
-18.43%
YTD
-25.40%
6M
-29.84%
1Y
-38.71%
3Y*
5Y*
10Y*

MARA

1D
-2.24%
1M
18.01%
YTD
55.46%
6M
11.95%
1Y
-8.94%
3Y*
11.65%
5Y*
-10.53%
10Y*
-10.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BTCO vs. MARA - Yearly Performance Comparison


2026 (YTD)20252024
BTCO
Invesco Galaxy Bitcoin ETF
-25.40%-6.58%100.54%
MARA
Marathon Digital Holdings, Inc.
55.46%-46.45%-25.13%

Correlation

The correlation between BTCO and MARA is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.67

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

0.67

The correlation between BTCO and MARA has been stable across timeframes, ranging from 0.67 to 0.67 - a consistent structural relationship.

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Return for Risk

BTCO vs. MARA — 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: 22
Omega Ratio Rank
BTCO Calmar Ratio Rank: 22
Calmar Ratio Rank
BTCO Martin Ratio Rank: 22
Martin Ratio Rank

MARA
MARA Risk / Return Rank: 3737
Overall Rank
MARA Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
MARA Sortino Ratio Rank: 3939
Sortino Ratio Rank
MARA Omega Ratio Rank: 3838
Omega Ratio Rank
MARA Calmar Ratio Rank: 3636
Calmar Ratio Rank
MARA Martin Ratio Rank: 3636
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. MARA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Galaxy Bitcoin ETF (BTCO) and Marathon Digital Holdings, Inc. (MARA). 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.


BTCOMARADifference
Sharpe ratioReturn per unit of total volatility

-0.78

Sortino ratioReturn per unit of downside risk

-1.63

Omega ratioGain probability vs. loss probability

0.86

1.05

-0.18

Calmar ratioReturn relative to maximum drawdown

-0.79

-0.13

-0.66

Martin ratioReturn relative to average drawdown

-1.36

-0.21

-1.15

BTCO vs. MARA - Sharpe Ratio Comparison

The current BTCO Sharpe Ratio is -0.89, which is lower than the MARA Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of BTCO and MARA, 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


BTCOMARADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.89

-0.12

-0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

-0.09

+0.39

Drawdowns

BTCO vs. MARA - Drawdown Comparison

The maximum BTCO drawdown since its inception was -49.33%, smaller than the maximum MARA drawdown of -99.74%. Use the drawdown chart below to compare losses from any high point for BTCO and MARA.


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Drawdown Indicators


BTCOMARADifference

Max Drawdown

Largest peak-to-trough decline

-49.33%

-99.74%

+50.41%

Max Drawdown (1Y)

Largest decline over 1 year

-49.33%

-70.53%

+21.20%

Max Drawdown (3Y)

Largest decline over 3 years

-78.34%

Max Drawdown (5Y)

Largest decline over 5 years

-95.87%

Max Drawdown (10Y)

Largest decline over 10 years

-99.20%

Current Drawdown

Current decline from peak

-48.03%

-90.98%

+42.95%

Average Drawdown

Average peak-to-trough decline

-15.95%

-78.00%

+62.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.41%

42.03%

-13.62%

Volatility

BTCO vs. MARA - Volatility Comparison

The current volatility for Invesco Galaxy Bitcoin ETF (BTCO) is 9.46%, while Marathon Digital Holdings, Inc. (MARA) has a volatility of 16.33%. This indicates that BTCO experiences smaller price fluctuations and is considered to be less risky than MARA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BTCOMARADifference

Volatility (1M)

Calculated over the trailing 1-month period

9.46%

16.33%

-6.87%

Volatility (6M)

Calculated over the trailing 6-month period

34.37%

58.00%

-23.63%

Volatility (1Y)

Calculated over the trailing 1-year period

43.56%

77.65%

-34.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.77%

105.79%

-56.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.77%

144.06%

-94.29%

Dividends

BTCO vs. MARA - Dividend Comparison

Neither BTCO nor MARA has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


BTCO and MARA have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MARA has higher volatility (16.33%) compared to BTCO (9.46%). In terms of maximum drawdown, BTCO dropped -49.33% vs MARA's -99.74%.

MARA currently has the higher Sharpe Ratio (-0.12 vs -0.89), 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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