BTCS vs. BTC-USD
BTCS (BTCS Inc.) is a stock, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, BTCS returned -49.93%/yr vs 57.23%/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 -57.20% return, which is significantly lower than BTC-USD's -26.27% return. Over the past 10 years, BTCS has underperformed BTC-USD with an annualized return of -49.93%, while BTC-USD has yielded a comparatively higher 57.23% annualized return.
BTCS
- 1D
- -4.24%
- 1M
- -46.70%
- YTD
- -57.20%
- 6M
- -65.02%
- 1Y
- -47.34%
- 3Y*
- 1.58%
- 5Y*
- -29.38%
- 10Y*
- -49.93%
BTC-USD
- 1D
- 1.71%
- 1M
- -20.43%
- YTD
- -26.27%
- 6M
- -28.52%
- 1Y
- -39.20%
- 3Y*
- 36.94%
- 5Y*
- 9.74%
- 10Y*
- 57.23%
BTCS vs. BTC-USD - Yearly Performance Comparison
Correlation
The correlation between BTCS and BTC-USD is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
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 (0.46) 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 | +0.58 | ||
| Sortino ratioReturn per unit of downside risk | +1.52 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 0.87 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | -0.59 | -0.77 | +0.17 |
| Martin ratioReturn relative to average drawdown | -0.89 | -1.33 | +0.44 |
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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 | -82.61% | -51.21% | -31.40% |
Max Drawdown (3Y)Largest decline over 3 years | -82.61% | -51.21% | -31.40% |
Max Drawdown (5Y)Largest decline over 5 years | -92.94% | -76.67% | -16.27% |
Max Drawdown (10Y)Largest decline over 10 years | -99.92% | -83.80% | -16.12% |
Current DrawdownCurrent decline from peak | -99.99% | -48.27% | -51.72% |
Average DrawdownAverage peak-to-trough decline | -97.68% | -42.36% | -55.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 54.82% | 35.16% | +19.66% |
Volatility
BTCS vs. BTC-USD - Volatility Comparison
BTCS Inc. (BTCS) has a higher volatility of 23.21% compared to Bitcoin (BTC-USD) at 11.97%. 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 | 23.21% | 11.97% | +11.24% |
Volatility (6M)Calculated over the trailing 6-month period | 59.76% | 34.64% | +25.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 148.50% | 35.59% | +112.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 128.42% | 44.57% | +83.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 194.43% | 56.61% | +137.82% |
Frequently Asked Questions
BTCS and BTC-USD have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTCS has higher volatility (23.21%) compared to BTC-USD (11.97%). In terms of maximum drawdown, BTCS dropped -100.00% vs BTC-USD's -85.30%.
BTCS currently has the higher Sharpe Ratio (-0.33 vs -0.92), 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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