BTCT vs. ETH-USD
BTCT (BTC Digital Ltd.) is a stock, while ETH-USD (Ethereum) is a cryptocurrency. Over the past 5 years, BTCT returned -70.73%/yr vs -0.38%/yr for ETH-USD. At a 0.21 correlation, their price movements are largely independent.
Performance
BTCT vs. ETH-USD - Performance Comparison
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Returns By Period
In the year-to-date period, BTCT achieves a -32.52% return, which is significantly higher than ETH-USD's -37.17% return.
BTCT
- 1D
- 1.88%
- 1M
- -31.47%
- 6M
- -44.83%
- YTD
- -32.52%
- 1Y
- -74.72%
- 3Y*
- -40.47%
- 5Y*
- -70.73%
- 10Y*
- —
ETH-USD
- 1D
- -2.76%
- 1M
- 4.06%
- 6M
- -43.82%
- YTD
- -37.17%
- 1Y
- -44.74%
- 3Y*
- -0.83%
- 5Y*
- -0.38%
- 10Y*
- 67.00%
BTCT vs. ETH-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
BTCT BTC Digital Ltd. | -32.52% | -72.80% | -0.83% | 37.40% | -97.67% | -87.48% | -88.89% |
ETH-USD Ethereum | -37.17% | -10.91% | 46.00% | 90.84% | -67.48% | 398.30% | 457.49% |
Correlation
The correlation between BTCT and ETH-USD is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Mar 31, 2020 | 0.21 |
Over the past year, BTCT and ETH-USD have become more correlated (0.45) than their long-term average of 0.21, meaning their price movements have been converging.
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Return for Risk
BTCT vs. ETH-USD — Risk / Return Rank
BTCT
ETH-USD
BTCT vs. ETH-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BTC Digital Ltd. (BTCT) and Ethereum (ETH-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.
| BTCT | ETH-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.19 | ||
| Sortino ratioReturn per unit of downside risk | -0.82 | ||
| Omega ratioGain probability vs. loss probability | 0.81 | 0.92 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | -0.93 | -0.66 | -0.27 |
| Martin ratioReturn relative to average drawdown | -1.44 | -1.02 | -0.42 |
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Drawdowns
BTCT vs. ETH-USD - Drawdown Comparison
The maximum BTCT drawdown since its inception was -100.00%, which is greater than ETH-USD's maximum drawdown of -94.01%. Use the drawdown chart below to compare losses from any high point for BTCT and ETH-USD.
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Drawdown Indicators
| BTCT | ETH-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -100.00% | -94.01% | -5.99% |
Max Drawdown (1Y)Largest decline over 1 year | -80.15% | -67.60% | -12.55% |
Max Drawdown (3Y)Largest decline over 3 years | -96.54% | -67.60% | -28.94% |
Max Drawdown (5Y)Largest decline over 5 years | -99.88% | -79.35% | -20.53% |
Max Drawdown (10Y)Largest decline over 10 years | — | -94.01% | — |
Current DrawdownCurrent decline from peak | -99.99% | -61.42% | -38.57% |
Average DrawdownAverage peak-to-trough decline | -94.89% | -51.00% | -43.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 52.27% | 36.81% | +15.46% |
Volatility
BTCT vs. ETH-USD - Volatility Comparison
BTC Digital Ltd. (BTCT) has a higher volatility of 54.41% compared to Ethereum (ETH-USD) at 13.74%. This indicates that BTCT's price experiences larger fluctuations and is considered to be riskier than ETH-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BTCT | ETH-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 54.41% | 13.74% | +40.67% |
Volatility (6M)Calculated over the trailing 6-month period | 70.62% | 46.65% | +23.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 86.93% | 55.38% | +31.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 187.83% | 58.72% | +129.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 174.25% | 76.80% | +97.45% |
Frequently Asked Questions
BTCT and ETH-USD have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTCT has higher volatility (54.41%) compared to ETH-USD (13.74%). In terms of maximum drawdown, BTCT dropped -100.00% vs ETH-USD's -94.01%.
ETH-USD currently has the higher Sharpe Ratio (-0.68 vs -0.87), 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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