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BTCY vs. BTC-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Key characteristics


BTCYBTC-USD
YTD Return13.04%52.56%
1Y Return-58.32%126.87%
3Y Return (Ann)-53.00%6.05%
5Y Return (Ann)-24.30%65.03%
Sharpe Ratio-0.595.17
Daily Std Dev103.17%38.60%
Max Drawdown-98.77%-93.07%
Current Drawdown-97.84%-11.77%

Correlation

-0.50.00.51.00.0

The correlation between BTCY and BTC-USD is 0.04, 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.

Performance

BTCY vs. BTC-USD - Performance Comparison

In the year-to-date period, BTCY achieves a 13.04% return, which is significantly lower than BTC-USD's 52.56% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-50.00%0.00%50.00%100.00%NovemberDecember2024FebruaryMarchApril
-6.41%
90.16%
BTCY
BTC-USD

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Biotricity, Inc.

Bitcoin

Risk-Adjusted Performance

BTCY vs. BTC-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Biotricity, Inc. (BTCY) and Bitcoin (BTC-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.


BTCY
Sharpe ratio
The chart of Sharpe ratio for BTCY, currently valued at -0.48, compared to the broader market-2.00-1.000.001.002.003.004.00-0.48
Sortino ratio
The chart of Sortino ratio for BTCY, currently valued at -0.23, compared to the broader market-4.00-2.000.002.004.006.00-0.23
Omega ratio
The chart of Omega ratio for BTCY, currently valued at 0.97, compared to the broader market0.501.001.500.97
Calmar ratio
The chart of Calmar ratio for BTCY, currently valued at 0.00, compared to the broader market0.002.004.006.000.00
Martin ratio
The chart of Martin ratio for BTCY, currently valued at -1.22, compared to the broader market0.0010.0020.0030.00-1.22
BTC-USD
Sharpe ratio
The chart of Sharpe ratio for BTC-USD, currently valued at 5.17, compared to the broader market-2.00-1.000.001.002.003.004.005.17
Sortino ratio
The chart of Sortino ratio for BTC-USD, currently valued at 4.62, compared to the broader market-4.00-2.000.002.004.006.004.62
Omega ratio
The chart of Omega ratio for BTC-USD, currently valued at 1.54, compared to the broader market0.501.001.501.54
Calmar ratio
The chart of Calmar ratio for BTC-USD, currently valued at 0.28, compared to the broader market0.002.004.006.000.28
Martin ratio
The chart of Martin ratio for BTC-USD, currently valued at 45.65, compared to the broader market0.0010.0020.0030.0045.65

BTCY vs. BTC-USD - Sharpe Ratio Comparison

The current BTCY Sharpe Ratio is -0.59, which is lower than the BTC-USD Sharpe Ratio of 5.17. The chart below compares the 12-month rolling Sharpe Ratio of BTCY and BTC-USD.


Rolling 12-month Sharpe Ratio-2.000.002.004.006.00NovemberDecember2024FebruaryMarchApril
-0.48
5.17
BTCY
BTC-USD

Drawdowns

BTCY vs. BTC-USD - Drawdown Comparison

The maximum BTCY drawdown since its inception was -98.77%, which is greater than BTC-USD's maximum drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for BTCY and BTC-USD. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2024FebruaryMarchApril
-97.84%
-11.77%
BTCY
BTC-USD

Volatility

BTCY vs. BTC-USD - Volatility Comparison

Biotricity, Inc. (BTCY) has a higher volatility of 34.64% compared to Bitcoin (BTC-USD) at 15.04%. This indicates that BTCY's price experiences larger fluctuations and is considered to be riskier than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%NovemberDecember2024FebruaryMarchApril
34.64%
15.04%
BTCY
BTC-USD