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BTCS vs. USDT-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between BTCS and USDT-USD is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.1

Performance

BTCS vs. USDT-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BTCS Inc. (BTCS) and Tether (USDT-USD). The values are adjusted to include any dividend payments, if applicable.

-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-93.72%
-0.78%
BTCS
USDT-USD

Key characteristics

Sharpe Ratio

BTCS:

0.15

USDT-USD:

-0.05

Sortino Ratio

BTCS:

1.32

USDT-USD:

-0.07

Omega Ratio

BTCS:

1.15

USDT-USD:

0.99

Calmar Ratio

BTCS:

0.18

USDT-USD:

0.00

Martin Ratio

BTCS:

0.48

USDT-USD:

-0.21

Ulcer Index

BTCS:

37.78%

USDT-USD:

0.20%

Daily Std Dev

BTCS:

123.88%

USDT-USD:

0.64%

Max Drawdown

BTCS:

-100.00%

USDT-USD:

-10.32%

Current Drawdown

BTCS:

-99.99%

USDT-USD:

-7.19%

Returns By Period

In the year-to-date period, BTCS achieves a -28.74% return, which is significantly lower than USDT-USD's 0.23% return.


BTCS

YTD

-28.74%

1M

12.82%

6M

41.94%

1Y

15.03%

5Y*

-5.73%

10Y*

-54.04%

USDT-USD

YTD

0.23%

1M

0.08%

6M

0.10%

1Y

0.06%

5Y*

-0.15%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

BTCS vs. USDT-USD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BTCS
The Risk-Adjusted Performance Rank of BTCS is 6565
Overall Rank
The Sharpe Ratio Rank of BTCS is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of BTCS is 7575
Sortino Ratio Rank
The Omega Ratio Rank of BTCS is 7070
Omega Ratio Rank
The Calmar Ratio Rank of BTCS is 6262
Calmar Ratio Rank
The Martin Ratio Rank of BTCS is 5858
Martin Ratio Rank

USDT-USD
The Risk-Adjusted Performance Rank of USDT-USD is 2222
Overall Rank
The Sharpe Ratio Rank of USDT-USD is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of USDT-USD is 1616
Sortino Ratio Rank
The Omega Ratio Rank of USDT-USD is 1616
Omega Ratio Rank
The Calmar Ratio Rank of USDT-USD is 22
Calmar Ratio Rank
The Martin Ratio Rank of USDT-USD is 3737
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BTCS vs. USDT-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BTCS Inc. (BTCS) and Tether (USDT-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.


The chart of Sharpe ratio for BTCS, currently valued at 0.36, compared to the broader market-2.00-1.000.001.002.003.00
BTCS: 0.36
USDT-USD: -0.03
The chart of Sortino ratio for BTCS, currently valued at 1.82, compared to the broader market-6.00-4.00-2.000.002.004.00
BTCS: 1.82
USDT-USD: -0.04
The chart of Omega ratio for BTCS, currently valued at 1.21, compared to the broader market0.501.001.502.00
BTCS: 1.21
USDT-USD: 1.00
The chart of Calmar ratio for BTCS, currently valued at 0.21, compared to the broader market0.001.002.003.004.005.00
BTCS: 0.21
USDT-USD: 0.00
The chart of Martin ratio for BTCS, currently valued at 1.27, compared to the broader market-5.000.005.0010.0015.0020.00
BTCS: 1.27
USDT-USD: -0.13

The current BTCS Sharpe Ratio is 0.15, which is higher than the USDT-USD Sharpe Ratio of -0.05. The chart below compares the historical Sharpe Ratios of BTCS and USDT-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.36
-0.03
BTCS
USDT-USD

Drawdowns

BTCS vs. USDT-USD - Drawdown Comparison

The maximum BTCS drawdown since its inception was -100.00%, which is greater than USDT-USD's maximum drawdown of -10.32%. Use the drawdown chart below to compare losses from any high point for BTCS and USDT-USD. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-97.71%
-7.19%
BTCS
USDT-USD

Volatility

BTCS vs. USDT-USD - Volatility Comparison

BTCS Inc. (BTCS) has a higher volatility of 24.20% compared to Tether (USDT-USD) at 0.16%. This indicates that BTCS's price experiences larger fluctuations and is considered to be riskier than USDT-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%20.00%40.00%60.00%80.00%NovemberDecember2025FebruaryMarchApril
24.20%
0.16%
BTCS
USDT-USD