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

BTCTW vs. ETH-USD

Last updated Feb 21, 2025

Compare and contrast key facts about BTC Digital Ltd. (BTCTW) and Ethereum (ETH-USD).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BTCTW or ETH-USD.

Correlation

The correlation between BTCTW and ETH-USD is 0.03, 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.

-0.50.00.51.00.0

Performance

BTCTW vs. ETH-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BTC Digital Ltd. (BTCTW) and Ethereum (ETH-USD). The values are adjusted to include any dividend payments, if applicable.
0.00%100.00%200.00%300.00%400.00%SeptemberOctoberNovemberDecember2025February
118.25%
4.48%
BTCTW
ETH-USD

Key characteristics

Sharpe Ratio

BTCTW:

0.07

ETH-USD:

-0.45

Sortino Ratio

BTCTW:

3.16

ETH-USD:

-0.31

Omega Ratio

BTCTW:

1.39

ETH-USD:

0.97

Calmar Ratio

BTCTW:

0.24

ETH-USD:

0.03

Martin Ratio

BTCTW:

0.41

ETH-USD:

-1.28

Ulcer Index

BTCTW:

58.79%

ETH-USD:

22.65%

Daily Std Dev

BTCTW:

363.98%

ETH-USD:

54.88%

Max Drawdown

BTCTW:

-98.78%

ETH-USD:

-93.96%

Current Drawdown

BTCTW:

-95.10%

ETH-USD:

-43.05%

Returns By Period

In the year-to-date period, BTCTW achieves a -3.03% return, which is significantly higher than ETH-USD's -17.77% return.

BTCTW

YTD

-3.03%

1M

-27.05%

6M

118.18%

1Y

79.10%

5Y*

N/A

10Y*

N/A

ETH-USD

YTD

-17.77%

1M

-17.64%

6M

4.48%

1Y

-7.74%

5Y*

59.88%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
BTCTW
The Risk-Adjusted Performance Rank of BTCTW is 6868
Overall Rank
The Sharpe Ratio Rank of BTCTW is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of BTCTW is 9292
Sortino Ratio Rank
The Omega Ratio Rank of BTCTW is 9090
Omega Ratio Rank
The Calmar Ratio Rank of BTCTW is 5757
Calmar Ratio Rank
The Martin Ratio Rank of BTCTW is 5151
Martin Ratio Rank
ETH-USD
The Risk-Adjusted Performance Rank of ETH-USD is 3232
Overall Rank
The Sharpe Ratio Rank of ETH-USD is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of ETH-USD is 2020
Sortino Ratio Rank
The Omega Ratio Rank of ETH-USD is 2020
Omega Ratio Rank
The Calmar Ratio Rank of ETH-USD is 6464
Calmar Ratio Rank
The Martin Ratio Rank of ETH-USD is 3636
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.

BTCTW vs. ETH-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BTC Digital Ltd. (BTCTW) 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 BTCTW, currently valued at 0.16, compared to the broader market-2.000.002.000.16-0.45
The chart of Sortino ratio for BTCTW, currently valued at 3.24, compared to the broader market-4.00-2.000.002.004.006.003.24-0.31
The chart of Omega ratio for BTCTW, currently valued at 1.44, compared to the broader market0.501.001.502.001.440.97
The chart of Calmar ratio for BTCTW, currently valued at 0.24, compared to the broader market0.002.004.006.000.240.03
The chart of Martin ratio for BTCTW, currently valued at 1.29, compared to the broader market-10.000.0010.0020.0030.001.29-1.28
BTCTW
ETH-USD

The current BTCTW Sharpe Ratio is 0.07, which is higher than the ETH-USD Sharpe Ratio of -0.45. The chart below compares the historical Sharpe Ratios of BTCTW 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-0.500.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.16
-0.45
BTCTW
ETH-USD

Drawdowns

BTCTW vs. ETH-USD - Drawdown Comparison

The maximum BTCTW drawdown since its inception was -98.78%, 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 BTCTW and ETH-USD. For additional features, visit the drawdowns tool.

-100.00%-80.00%-60.00%-40.00%-20.00%SeptemberOctoberNovemberDecember2025February
-95.10%
-43.05%
BTCTW
ETH-USD

Volatility

BTCTW vs. ETH-USD - Volatility Comparison

BTC Digital Ltd. (BTCTW) has a higher volatility of 52.22% compared to Ethereum (ETH-USD) at 16.43%. This indicates that BTCTW'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
52.22%
16.43%
BTCTW
ETH-USD
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Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio

DrawdownsExpected ShortfallUlcer IndexValue at RiskClose-to-Close VolatilityParkinson VolatilityGarman Klass VolatilityRogers-Satchell VolatilityYang Zhang Volatility

Asset CorrelationsPortfolio OptimizationRisk Parity OptimizationHierarchical Risk Parity (HRP) Optimization

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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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