BTCS vs. BTC-USD
BTCS (BTCS Inc.) is a stock, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, BTCS returned -26.50%/yr vs 59.55%/yr for BTC-USD. Their 0.24 correlation means their historical movements had little consistent relationship.
Performance
BTCS vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, BTCS achieves a -60.23% return, which is significantly lower than BTC-USD's -26.06% return. Over the past 10 years, BTCS has underperformed BTC-USD with an annualized return of -26.50%, while BTC-USD has yielded a comparatively higher 59.55% annualized return.
BTCS
- 1D
- 6.06%
- 1M
- -5.41%
- 6M
- -58.50%
- YTD
- -60.23%
- 1Y
- -78.02%
- 3Y*
- -3.46%
- 5Y*
- -27.96%
- 10Y*
- -26.50%
- ALL TIME*
- -55.16%
BTC-USD
- 1D
- 1.25%
- 1M
- 10.55%
- 6M
- -23.45%
- YTD
- -26.06%
- 1Y
- -45.09%
- 3Y*
- 30.32%
- 5Y*
- 9.29%
- 10Y*
- 59.55%
- ALL TIME*
- 88.38%
Liquidity Comparison
BTCS vs. BTC-USD - Yearly Performance Comparison
Correlation
The correlation between BTCS and BTC-USD is 0.51, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.51 |
Correlation (3Y) Balances recent behavior with more history. | 0.40 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.38 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.30 |
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 (0.51) 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 | +0.13 | ||
| Sortino ratioReturn per unit of downside risk | -0.25 | ||
| Omega ratioGain probability vs. loss probability | 0.81 | 0.84 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.94 | -0.85 | -0.09 |
| Martin ratioReturn relative to average drawdown | -1.33 | -1.32 | -0.02 |
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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 | -83.55% | -53.08% | -30.47% |
Max Drawdown (3Y)Largest decline over 3 years | -84.91% | -53.08% | -31.83% |
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% | -48.13% | -51.87% |
Average DrawdownAverage peak-to-trough decline | -97.70% | -42.70% | -55.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 58.51% | 24.64% | +33.87% |
Volatility
BTCS vs. BTC-USD - Volatility Comparison
BTCS Inc. (BTCS) has a higher volatility of 17.34% compared to Bitcoin (BTC-USD) at 8.58%. 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 | 17.34% | 8.58% | +8.76% |
Volatility (6M)Calculated over the trailing 6-month period | 59.02% | 34.30% | +24.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 85.84% | 35.84% | +50.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 125.42% | 43.67% | +81.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 189.82% | 56.33% | +133.49% |
Frequently Asked Questions
BTCS and BTC-USD have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTCS has higher volatility (17.34%) compared to BTC-USD (8.58%). In terms of maximum drawdown, BTCS dropped -100.00% vs BTC-USD's -85.30%.
BTCS currently has the higher Sharpe Ratio (-0.91 vs -1.05), 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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