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 -71.38%/yr vs -3.10%/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 -12.31% return, which is significantly higher than ETH-USD's -47.34% return.
BTCT
- 1D
- -5.00%
- 1M
- 0.00%
- YTD
- -12.31%
- 6M
- -33.72%
- 1Y
- -62.50%
- 3Y*
- -33.84%
- 5Y*
- -71.38%
- 10Y*
- —
ETH-USD
- 1D
- -3.54%
- 1M
- -24.55%
- YTD
- -47.34%
- 6M
- -46.17%
- 1Y
- -35.44%
- 3Y*
- -5.63%
- 5Y*
- -3.10%
- 10Y*
- 60.12%
BTCT vs. ETH-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
BTCT BTC Digital Ltd. | -12.31% | -72.80% | -0.83% | 37.40% | -97.67% | -87.48% | -88.89% |
ETH-USD Ethereum | -47.34% | -10.91% | 46.00% | 90.84% | -67.48% | 398.30% | 457.49% |
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 Mar 31, 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.
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 | -0.26 | ||
| Sortino ratioReturn per unit of downside risk | -0.81 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 0.95 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | -0.84 | -0.52 | -0.32 |
| Martin ratioReturn relative to average drawdown | -1.09 | -0.87 | -0.23 |
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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% | -67.66% | -6.93% |
Max Drawdown (3Y)Largest decline over 3 years | -94.53% | -67.66% | -26.87% |
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% | -67.66% | -32.33% |
Average DrawdownAverage peak-to-trough decline | -94.85% | -50.93% | -43.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 57.19% | 41.50% | +15.69% |
Volatility
BTCT vs. ETH-USD - Volatility Comparison
BTC Digital Ltd. (BTCT) has a higher volatility of 26.56% compared to Ethereum (ETH-USD) at 18.39%. 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 | 26.56% | 18.39% | +8.17% |
Volatility (6M)Calculated over the trailing 6-month period | 55.05% | 46.39% | +8.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 79.25% | 55.72% | +23.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 186.76% | 59.09% | +127.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 173.99% | 77.04% | +96.95% |
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 (26.56%) compared to ETH-USD (18.39%). In terms of maximum drawdown, BTCT dropped -99.99% vs ETH-USD's -94.01%.
ETH-USD currently has the higher Sharpe Ratio (-0.53 vs -0.79), 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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