BTCS vs. USDT-USD
BTCS (BTCS Inc.) is a stock, while USDT-USD (Tether) is a cryptocurrency. Over the past 5 years, BTCS returned -23.20%/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 -62.53% return, which is significantly lower than USDT-USD's 0.07% return.
BTCS
- 1D
- 0.11%
- 1M
- -15.44%
- 6M
- -65.89%
- YTD
- -62.53%
- 1Y
- -84.54%
- 3Y*
- -8.13%
- 5Y*
- -23.20%
- 10Y*
- -24.99%
USDT-USD
- 1D
- 0.01%
- 1M
- 0.01%
- 6M
- -0.04%
- YTD
- 0.07%
- 1Y
- -0.14%
- 3Y*
- -0.03%
- 5Y*
- -0.02%
- 10Y*
- —
BTCS vs. USDT-USD - Yearly Performance Comparison
Correlation
The correlation between BTCS and USDT-USD is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Mar 28, 2017 | 0.08 |
Over the past year, BTCS and USDT-USD have become more correlated (0.29) than their long-term average of 0.08, meaning their price movements have been converging.
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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.
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 | USDT-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.70 | ||
| Sortino ratioReturn per unit of downside risk | -1.89 | ||
| Omega ratioGain probability vs. loss probability | 0.76 | 0.96 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | -1.00 | -0.36 | -0.64 |
| Martin ratioReturn relative to average drawdown | -1.40 | -0.70 | -0.70 |
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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 | -84.79% | -0.39% | -84.40% |
Max Drawdown (3Y)Largest decline over 3 years | -84.79% | -0.42% | -84.37% |
Max Drawdown (5Y)Largest decline over 5 years | -92.94% | -0.99% | -91.95% |
Max Drawdown (10Y)Largest decline over 10 years | -99.57% | — | — |
Current DrawdownCurrent decline from peak | -100.00% | -7.29% | -92.71% |
Average DrawdownAverage peak-to-trough decline | -97.69% | -6.94% | -90.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 60.20% | 0.11% | +60.09% |
Volatility
BTCS vs. USDT-USD - Volatility Comparison
BTCS Inc. (BTCS) has a higher volatility of 13.98% compared to Tether (USDT-USD) at 0.12%. 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 | 13.98% | 0.12% | +13.86% |
Volatility (6M)Calculated over the trailing 6-month period | 58.24% | 0.34% | +57.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 86.48% | 0.41% | +86.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 128.10% | 0.55% | +127.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 190.77% | 6.74% | +184.03% |
Frequently Asked Questions
BTCS and USDT-USD have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTCS has higher volatility (13.98%) compared to USDT-USD (0.12%). In terms of maximum drawdown, BTCS dropped -100.00% vs USDT-USD's -10.32%.
USDT-USD currently has the higher Sharpe Ratio (-0.29 vs -0.99), 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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