BTCS vs. BTC-USD
BTCS (BTCS Inc.) is a stock, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, BTCS returned -26.43%/yr vs 57.99%/yr for BTC-USD. At a 0.24 correlation, their price movements are largely independent.
Performance
BTCS vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, BTCS achieves a -59.85% return, which is significantly lower than BTC-USD's -27.93% return. Over the past 10 years, BTCS has underperformed BTC-USD with an annualized return of -26.43%, while BTC-USD has yielded a comparatively higher 57.99% annualized return.
BTCS
- 1D
- -1.85%
- 1M
- -14.52%
- 6M
- -63.45%
- YTD
- -59.85%
- 1Y
- -74.30%
- 3Y*
- -3.96%
- 5Y*
- -29.17%
- 10Y*
- -26.43%
BTC-USD
- 1D
- 1.32%
- 1M
- 2.22%
- 6M
- -30.73%
- YTD
- -27.93%
- 1Y
- -43.34%
- 3Y*
- 27.51%
- 5Y*
- 13.47%
- 10Y*
- 57.99%
BTCS vs. BTC-USD - Yearly Performance Comparison
Correlation
The correlation between BTCS and BTC-USD is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Mar 5, 2014 | 0.24 |
Over the past year, BTCS and BTC-USD have become more correlated (0.50) than their long-term average of 0.24, meaning their price movements have been converging.
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Return for Risk
BTCS vs. BTC-USD — Risk / Return Rank
BTCS
BTC-USD
BTCS vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BTCS Inc. (BTCS) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BTCS | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.20 | ||
| Sortino ratioReturn per unit of downside risk | +0.03 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 0.85 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | -0.88 | -0.82 | -0.06 |
| Martin ratioReturn relative to average drawdown | -1.26 | -1.34 | +0.08 |
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Drawdowns
BTCS vs. BTC-USD - Drawdown Comparison
The maximum BTCS drawdown since its inception was -100.00%, which is greater than BTC-USD's maximum drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for BTCS and BTC-USD.
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Drawdown Indicators
| BTCS | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -100.00% | -85.30% | -14.70% |
Max Drawdown (1Y)Largest decline over 1 year | -84.46% | -53.08% | -31.38% |
Max Drawdown (3Y)Largest decline over 3 years | -84.46% | -53.08% | -31.38% |
Max Drawdown (5Y)Largest decline over 5 years | -92.94% | -76.67% | -16.27% |
Max Drawdown (10Y)Largest decline over 10 years | -99.57% | -83.80% | -15.77% |
Current DrawdownCurrent decline from peak | -100.00% | -49.44% | -50.56% |
Average DrawdownAverage peak-to-trough decline | -97.69% | -42.53% | -55.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 58.77% | 31.20% | +27.57% |
Volatility
BTCS vs. BTC-USD - Volatility Comparison
BTCS Inc. (BTCS) has a higher volatility of 17.89% compared to Bitcoin (BTC-USD) at 9.25%. This indicates that BTCS'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.
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Volatility by Period
| BTCS | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.89% | 9.25% | +8.64% |
Volatility (6M)Calculated over the trailing 6-month period | 58.34% | 34.87% | +23.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 96.05% | 35.75% | +60.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 128.48% | 43.96% | +84.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 191.72% | 56.32% | +135.40% |
Frequently Asked Questions
BTCS and BTC-USD have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTCS has higher volatility (17.89%) compared to BTC-USD (9.25%). In terms of maximum drawdown, BTCS dropped -100.00% vs BTC-USD's -85.30%.
BTCS currently has the higher Sharpe Ratio (-0.81 vs -1.01), 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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