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BTCT vs. ETH-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between BTCT and ETH-USD is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

Performance

BTCT vs. ETH-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BTC Digital Ltd. (BTCT) and Ethereum (ETH-USD). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%1,000.00%SeptemberOctoberNovemberDecember2025February
160.53%
-3.79%
BTCT
ETH-USD

Key characteristics

Sharpe Ratio

BTCT:

0.06

ETH-USD:

-0.50

Sortino Ratio

BTCT:

3.57

ETH-USD:

-0.41

Omega Ratio

BTCT:

1.44

ETH-USD:

0.96

Calmar Ratio

BTCT:

0.21

ETH-USD:

0.03

Martin Ratio

BTCT:

0.41

ETH-USD:

-1.42

Ulcer Index

BTCT:

51.16%

ETH-USD:

22.75%

Daily Std Dev

BTCT:

351.97%

ETH-USD:

54.92%

Max Drawdown

BTCT:

-99.72%

ETH-USD:

-93.96%

Current Drawdown

BTCT:

-99.01%

ETH-USD:

-44.73%

Returns By Period

In the year-to-date period, BTCT achieves a -2.72% return, which is significantly higher than ETH-USD's -20.19% return.


BTCT

YTD

-2.72%

1M

-24.51%

6M

164.20%

1Y

25.68%

5Y*

N/A

10Y*

N/A

ETH-USD

YTD

-20.19%

1M

-17.92%

6M

-3.79%

1Y

-10.48%

5Y*

57.58%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

BTCT vs. ETH-USD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BTCT
The Risk-Adjusted Performance Rank of BTCT is 6969
Overall Rank
The Sharpe Ratio Rank of BTCT is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of BTCT is 9595
Sortino Ratio Rank
The Omega Ratio Rank of BTCT is 9393
Omega Ratio Rank
The Calmar Ratio Rank of BTCT is 5656
Calmar Ratio Rank
The Martin Ratio Rank of BTCT is 5252
Martin Ratio Rank

ETH-USD
The Risk-Adjusted Performance Rank of ETH-USD is 2424
Overall Rank
The Sharpe Ratio Rank of ETH-USD is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of ETH-USD is 1313
Sortino Ratio Rank
The Omega Ratio Rank of ETH-USD is 1212
Omega Ratio Rank
The Calmar Ratio Rank of ETH-USD is 5858
Calmar Ratio Rank
The Martin Ratio Rank of ETH-USD is 2020
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BTCT vs. ETH-USD - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for BTCT, currently valued at 0.48, compared to the broader market-2.000.002.000.48-0.50
The chart of Sortino ratio for BTCT, currently valued at 5.37, compared to the broader market-4.00-2.000.002.004.006.005.37-0.41
The chart of Omega ratio for BTCT, currently valued at 1.69, compared to the broader market0.501.001.502.001.690.96
The chart of Calmar ratio for BTCT, currently valued at 1.20, compared to the broader market0.002.004.006.001.200.03
The chart of Martin ratio for BTCT, currently valued at 4.55, compared to the broader market-10.000.0010.0020.0030.004.55-1.42
BTCT
ETH-USD

The current BTCT Sharpe Ratio is 0.06, which is higher than the ETH-USD Sharpe Ratio of -0.50. The chart below compares the historical Sharpe Ratios of BTCT and ETH-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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
0.48
-0.50
BTCT
ETH-USD

Drawdowns

BTCT vs. ETH-USD - Drawdown Comparison

The maximum BTCT drawdown since its inception was -99.72%, which is greater than ETH-USD's maximum drawdown of -93.96%. Use the drawdown chart below to compare losses from any high point for BTCT and ETH-USD. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%SeptemberOctoberNovemberDecember2025February
-99.01%
-44.73%
BTCT
ETH-USD

Volatility

BTCT vs. ETH-USD - Volatility Comparison

BTC Digital Ltd. (BTCT) has a higher volatility of 30.93% compared to Ethereum (ETH-USD) at 16.47%. 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.


0.00%50.00%100.00%150.00%SeptemberOctoberNovemberDecember2025February
30.93%
16.47%
BTCT
ETH-USD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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