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

Correlation

The correlation between BTCY and BTC-USD is 0.07, 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

The chart below illustrates the hypothetical performance of a $10,000 investment in Biotricity, Inc. (BTCY) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BTCY:

-0.30

BTC-USD:

1.13

Sortino Ratio

BTCY:

0.65

BTC-USD:

2.85

Omega Ratio

BTCY:

1.07

BTC-USD:

1.30

Calmar Ratio

BTCY:

-0.55

BTC-USD:

2.03

Martin Ratio

BTCY:

-0.90

BTC-USD:

9.98

Ulcer Index

BTCY:

61.37%

BTC-USD:

11.19%

Daily Std Dev

BTCY:

180.18%

BTC-USD:

41.36%

Max Drawdown

BTCY:

-99.67%

BTC-USD:

-93.18%

Current Drawdown

BTCY:

-99.12%

BTC-USD:

-5.40%

Returns By Period

In the year-to-date period, BTCY achieves a 83.64% return, which is significantly higher than BTC-USD's 13.07% return.


BTCY

YTD

83.64%

1M

18.27%

6M

97.77%

1Y

-51.62%

3Y*

-55.70%

5Y*

-43.50%

10Y*

N/A

BTC-USD

YTD

13.07%

1M

12.14%

6M

8.39%

1Y

54.53%

3Y*

49.33%

5Y*

61.22%

10Y*

85.17%

*Annualized

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Biotricity, Inc.

Bitcoin

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

BTCY vs. BTC-USD — Risk-Adjusted Performance Rank

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

BTCY
The Risk-Adjusted Performance Rank of BTCY is 3737
Overall Rank
The Sharpe Ratio Rank of BTCY is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of BTCY is 5555
Sortino Ratio Rank
The Omega Ratio Rank of BTCY is 5151
Omega Ratio Rank
The Calmar Ratio Rank of BTCY is 1515
Calmar Ratio Rank
The Martin Ratio Rank of BTCY is 2929
Martin Ratio Rank

BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 8989
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 8787
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8686
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 9393
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 9191
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.

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.


The current BTCY Sharpe Ratio is -0.30, which is lower than the BTC-USD Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of BTCY and BTC-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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Drawdowns

BTCY vs. BTC-USD - Drawdown Comparison

The maximum BTCY drawdown since its inception was -99.67%, which is greater than BTC-USD's maximum drawdown of -93.18%. Use the drawdown chart below to compare losses from any high point for BTCY and BTC-USD.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

BTCY vs. BTC-USD - Volatility Comparison

Biotricity, Inc. (BTCY) has a higher volatility of 32.37% compared to Bitcoin (BTC-USD) at 10.22%. 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.


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