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BTG-USD vs. BITO
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between BTG-USD and BITO is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

BTG-USD vs. BITO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bitcoin Gold (BTG-USD) and ProShares Bitcoin Strategy ETF (BITO). The values are adjusted to include any dividend payments, if applicable.

-60.00%-40.00%-20.00%0.00%20.00%40.00%60.00%AugustSeptemberOctoberNovemberDecember2025
-59.02%
54.97%
BTG-USD
BITO

Key characteristics

Sharpe Ratio

BTG-USD:

-0.42

BITO:

2.23

Sortino Ratio

BTG-USD:

-0.54

BITO:

2.78

Omega Ratio

BTG-USD:

0.94

BITO:

1.33

Calmar Ratio

BTG-USD:

0.01

BITO:

2.72

Martin Ratio

BTG-USD:

-2.02

BITO:

9.56

Ulcer Index

BTG-USD:

40.40%

BITO:

13.42%

Daily Std Dev

BTG-USD:

141.67%

BITO:

57.47%

Max Drawdown

BTG-USD:

-98.91%

BITO:

-77.86%

Current Drawdown

BTG-USD:

-97.69%

BITO:

-2.66%

Returns By Period

The year-to-date returns for both stocks are quite close, with BTG-USD having a 12.13% return and BITO slightly lower at 11.90%.


BTG-USD

YTD

12.13%

1M

-40.96%

6M

-59.23%

1Y

-56.22%

5Y*

-0.57%

10Y*

N/A

BITO

YTD

11.90%

1M

7.98%

6M

48.75%

1Y

135.05%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

BTG-USD vs. BITO — Risk-Adjusted Performance Rank

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

BTG-USD
The Risk-Adjusted Performance Rank of BTG-USD is 99
Overall Rank
The Sharpe Ratio Rank of BTG-USD is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of BTG-USD is 33
Sortino Ratio Rank
The Omega Ratio Rank of BTG-USD is 22
Omega Ratio Rank
The Calmar Ratio Rank of BTG-USD is 3232
Calmar Ratio Rank
The Martin Ratio Rank of BTG-USD is 11
Martin Ratio Rank

BITO
The Risk-Adjusted Performance Rank of BITO is 7575
Overall Rank
The Sharpe Ratio Rank of BITO is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of BITO is 7676
Sortino Ratio Rank
The Omega Ratio Rank of BITO is 6969
Omega Ratio Rank
The Calmar Ratio Rank of BITO is 7373
Calmar Ratio Rank
The Martin Ratio Rank of BITO is 7070
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.

BTG-USD vs. BITO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bitcoin Gold (BTG-USD) and ProShares Bitcoin Strategy ETF (BITO). 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 BTG-USD, currently valued at -0.42, compared to the broader market0.002.004.006.008.00-0.421.68
The chart of Sortino ratio for BTG-USD, currently valued at -0.54, compared to the broader market0.002.004.00-0.542.35
The chart of Omega ratio for BTG-USD, currently valued at 0.94, compared to the broader market1.001.201.401.600.941.28
The chart of Calmar ratio for BTG-USD, currently valued at 0.01, compared to the broader market2.004.006.008.000.011.48
The chart of Martin ratio for BTG-USD, currently valued at -2.02, compared to the broader market0.0020.0040.0060.00-2.028.04
BTG-USD
BITO

The current BTG-USD Sharpe Ratio is -0.42, which is lower than the BITO Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of BTG-USD and BITO, 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-1.00-0.500.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
-0.42
1.68
BTG-USD
BITO

Drawdowns

BTG-USD vs. BITO - Drawdown Comparison

The maximum BTG-USD drawdown since its inception was -98.91%, which is greater than BITO's maximum drawdown of -77.86%. Use the drawdown chart below to compare losses from any high point for BTG-USD and BITO. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-85.47%
-2.66%
BTG-USD
BITO

Volatility

BTG-USD vs. BITO - Volatility Comparison

Bitcoin Gold (BTG-USD) has a higher volatility of 105.84% compared to ProShares Bitcoin Strategy ETF (BITO) at 14.02%. This indicates that BTG-USD's price experiences larger fluctuations and is considered to be riskier than BITO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


20.00%40.00%60.00%80.00%100.00%120.00%AugustSeptemberOctoberNovemberDecember2025
105.84%
14.02%
BTG-USD
BITO
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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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