BTCS vs. USDT-USD

In the year-to-date period, BTCS achieves a 51.53% return, which is significantly higher than USDT-USD's -0.02% return.

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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 current BTCS Sharpe Ratio is 0.51, which is higher than the USDT-USD Sharpe Ratio of -0.18. 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.

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.

BTCS Inc. (BTCS) has a higher volatility of 32.29% compared to Tether (USDT-USD) at 0.20%. 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.