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 -71.49%/yr vs -7.83%/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 -15.38% return, which is significantly higher than ETH-USD's -39.68% return.
BTCT
- 1D
- -4.35%
- 1M
- -15.38%
- YTD
- -15.38%
- 6M
- -44.44%
- 1Y
- -67.16%
- 3Y*
- -34.75%
- 5Y*
- -71.49%
- 10Y*
- —
ETH-USD
- 1D
- -3.66%
- 1M
- -23.74%
- YTD
- -39.68%
- 6M
- -43.89%
- 1Y
- -31.03%
- 3Y*
- -1.81%
- 5Y*
- -7.83%
- 10Y*
- 62.38%
BTCT vs. ETH-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
BTCT BTC Digital Ltd. | -15.38% | -72.80% | -0.83% | 37.40% | -97.67% | -87.48% | -91.45% |
ETH-USD Ethereum | -39.68% | -10.91% | 46.00% | 90.84% | -67.48% | 398.30% | 454.31% |
Correlation
The correlation between BTCT and ETH-USD is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
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 Apr 1, 2020 | 0.21 |
Over the past year, BTCT and ETH-USD have become more correlated (0.47) 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.
| BTCT | ETH-USD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.88 | -0.46 | -0.41 |
Sortino ratioReturn per unit of downside risk | -1.55 | -0.31 | -1.23 |
Omega ratioGain probability vs. loss probability | 0.84 | 0.97 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | -0.90 | -0.49 | -0.41 |
Martin ratioReturn relative to average drawdown | -1.23 | -0.82 | -0.41 |
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
| BTCT | ETH-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.88 | -0.46 | -0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.38 | -0.11 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.66 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.45 | 0.76 | -1.21 |
Drawdowns
BTCT vs. ETH-USD - Drawdown Comparison
The maximum BTCT drawdown since its inception was -99.99%, 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 | -99.99% | -94.01% | -5.98% |
Max Drawdown (1Y)Largest decline over 1 year | -74.59% | -62.96% | -11.63% |
Max Drawdown (3Y)Largest decline over 3 years | -94.53% | -63.80% | -30.73% |
Max Drawdown (5Y)Largest decline over 5 years | -99.82% | -79.35% | -20.47% |
Max Drawdown (10Y)Largest decline over 10 years | — | -94.01% | — |
Current DrawdownCurrent decline from peak | -99.99% | -62.96% | -37.03% |
Average DrawdownAverage peak-to-trough decline | -94.86% | -50.87% | -43.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 54.59% | 43.64% | +10.95% |
Volatility
BTCT vs. ETH-USD - Volatility Comparison
BTC Digital Ltd. (BTCT) has a higher volatility of 12.24% compared to Ethereum (ETH-USD) at 10.96%. 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 | 12.24% | 10.96% | +1.28% |
Volatility (6M)Calculated over the trailing 6-month period | 51.97% | 45.10% | +6.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 76.92% | 55.90% | +21.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 186.36% | 59.54% | +126.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 174.16% | 77.96% | +96.20% |
Frequently Asked Questions
BTCT and ETH-USD have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTCT has higher volatility (12.24%) compared to ETH-USD (10.96%). In terms of maximum drawdown, BTCT dropped -99.99% vs ETH-USD's -94.01%.
ETH-USD currently has the higher Sharpe Ratio (-0.46 vs -0.88), 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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