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BTCO vs. SHOP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BTCO vs. SHOP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Galaxy Bitcoin ETF (BTCO) and Shopify Inc. (SHOP). 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 higher than SHOP's -31.18% return.


BTCO

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

SHOP

1D
1.13%
1M
0.34%
YTD
-31.18%
6M
-30.07%
1Y
-0.57%
3Y*
21.77%
5Y*
-1.84%
10Y*
44.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BTCO vs. SHOP - Yearly Performance Comparison


2026 (YTD)20252024
BTCO
Invesco Galaxy Bitcoin ETF
-27.65%-6.58%100.54%
SHOP
Shopify Inc.
-31.18%51.39%30.79%

Correlation

The correlation between BTCO and SHOP is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

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

0.33

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Return for Risk

BTCO vs. SHOP — 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

SHOP
SHOP Risk / Return Rank: 4141
Overall Rank
SHOP Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SHOP Sortino Ratio Rank: 4040
Sortino Ratio Rank
SHOP Omega Ratio Rank: 4040
Omega Ratio Rank
SHOP Calmar Ratio Rank: 4242
Calmar Ratio Rank
SHOP Martin Ratio Rank: 4141
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. SHOP - Risk-Adjusted Trends Comparison

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


BTCOSHOPDifference
Sharpe ratioReturn per unit of total volatility

-0.89

Sortino ratioReturn per unit of downside risk

-1.64

Omega ratioGain probability vs. loss probability

0.86

1.05

-0.19

Calmar ratioReturn relative to maximum drawdown

-0.76

-0.01

-0.75

Martin ratioReturn relative to average drawdown

-1.36

-0.03

-1.34

BTCO vs. SHOP - Sharpe Ratio Comparison

The current BTCO Sharpe Ratio is -0.90, which is lower than the SHOP Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of BTCO and SHOP, 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


BTCOSHOPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.90

-0.01

-0.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.69

-0.42

Drawdowns

BTCO vs. SHOP - Drawdown Comparison

The maximum BTCO drawdown since its inception was -52.05%, smaller than the maximum SHOP drawdown of -84.82%. Use the drawdown chart below to compare losses from any high point for BTCO and SHOP.


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Drawdown Indicators


BTCOSHOPDifference

Max Drawdown

Largest peak-to-trough decline

-52.05%

-84.82%

+32.77%

Max Drawdown (1Y)

Largest decline over 1 year

-52.05%

-46.71%

-5.34%

Max Drawdown (3Y)

Largest decline over 3 years

-46.71%

Max Drawdown (5Y)

Largest decline over 5 years

-84.82%

Max Drawdown (10Y)

Largest decline over 10 years

-84.82%

Current Drawdown

Current decline from peak

-49.60%

-38.12%

-11.48%

Average Drawdown

Average peak-to-trough decline

-16.12%

-28.22%

+12.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.93%

21.74%

+7.19%

Volatility

BTCO vs. SHOP - Volatility Comparison

The current volatility for Invesco Galaxy Bitcoin ETF (BTCO) is 11.78%, while Shopify Inc. (SHOP) has a volatility of 17.86%. This indicates that BTCO experiences smaller price fluctuations and is considered to be less risky than SHOP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BTCOSHOPDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.78%

17.86%

-6.08%

Volatility (6M)

Calculated over the trailing 6-month period

34.52%

43.67%

-9.15%

Volatility (1Y)

Calculated over the trailing 1-year period

44.10%

57.27%

-13.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.90%

65.57%

-15.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.90%

59.09%

-9.19%

Dividends

BTCO vs. SHOP - Dividend Comparison

Neither BTCO nor SHOP has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


BTCO and SHOP have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SHOP has higher volatility (17.86%) compared to BTCO (11.78%). In terms of maximum drawdown, BTCO dropped -52.05% vs SHOP's -84.82%.

SHOP currently has the higher Sharpe Ratio (-0.01 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.

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