BTCS vs. USDT-USD
BTCS (BTCS Inc.) is a stock, while USDT-USD (Tether) is a cryptocurrency. Over the past 5 years, BTCS returned -26.43%/yr vs -0.02%/yr for USDT-USD. At a 0.08 correlation, their price movements are largely independent.
Performance
BTCS vs. USDT-USD - Performance Comparison
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Returns By Period
In the year-to-date period, BTCS achieves a -45.08% return, which is significantly lower than USDT-USD's 0.04% return.
BTCS
- 1D
- -8.23%
- 1M
- -32.87%
- YTD
- -45.08%
- 6M
- -53.07%
- 1Y
- -45.90%
- 3Y*
- 7.51%
- 5Y*
- -26.43%
- 10Y*
- -51.51%
USDT-USD
- 1D
- 0.04%
- 1M
- -0.09%
- YTD
- 0.04%
- 6M
- -0.14%
- 1Y
- -0.15%
- 3Y*
- -0.04%
- 5Y*
- -0.02%
- 10Y*
- —
BTCS vs. USDT-USD - Yearly Performance Comparison
Correlation
The correlation between BTCS and USDT-USD is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Mar 29, 2017 | 0.08 |
The correlation between BTCS and USDT-USD shifts across timeframes, from 0.08 (all time) to 0.29 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
BTCS vs. USDT-USD — Risk / Return Rank
BTCS
USDT-USD
BTCS vs. USDT-USD - Risk-Adjusted Trends 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.
| BTCS | USDT-USD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.31 | -0.31 | 0.00 |
Sortino ratioReturn per unit of downside risk | 0.33 | -0.46 | +0.79 |
Omega ratioGain probability vs. loss probability | 1.04 | 0.96 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | -0.57 | -0.50 | -0.07 |
Martin ratioReturn relative to average drawdown | -0.86 | -0.92 | +0.06 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BTCS | USDT-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.31 | -0.31 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.21 | -0.03 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.27 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.29 | -0.00 | -0.29 |
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.
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Drawdown Indicators
| BTCS | USDT-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -100.00% | -10.32% | -89.68% |
Max Drawdown (1Y)Largest decline over 1 year | -80.15% | -0.39% | -79.76% |
Max Drawdown (3Y)Largest decline over 3 years | -80.15% | -0.42% | -79.73% |
Max Drawdown (5Y)Largest decline over 5 years | -92.94% | -0.99% | -91.95% |
Max Drawdown (10Y)Largest decline over 10 years | -99.97% | — | — |
Current DrawdownCurrent decline from peak | -99.99% | -7.32% | -92.67% |
Average DrawdownAverage peak-to-trough decline | -97.06% | -6.93% | -90.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 53.13% | 0.21% | +52.92% |
Volatility
BTCS vs. USDT-USD - Volatility Comparison
BTCS Inc. (BTCS) has a higher volatility of 22.36% compared to Tether (USDT-USD) at 0.11%. 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.
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Volatility by Period
| BTCS | USDT-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.36% | 0.11% | +22.25% |
Volatility (6M)Calculated over the trailing 6-month period | 59.02% | 0.35% | +58.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 147.99% | 0.40% | +147.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 128.27% | 0.55% | +127.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 194.57% | 6.78% | +187.79% |
Frequently Asked Questions
BTCS and USDT-USD have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTCS has higher volatility (22.36%) compared to USDT-USD (0.11%). In terms of maximum drawdown, BTCS dropped -100.00% vs USDT-USD's -10.32%.
USDT-USD currently has the higher Sharpe Ratio (-0.31 vs -0.31), 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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