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

Correlation

The correlation between BTG-USD and BTC-USD is 0.22, 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.


-0.50.00.51.0
Correlation: 0.2

Performance

BTG-USD vs. BTC-USD - Performance Comparison

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

0.00%500.00%1,000.00%NovemberDecember2025FebruaryMarchApril
-99.43%
1,212.44%
BTG-USD
BTC-USD

Key characteristics

Sharpe Ratio

BTG-USD:

-0.34

BTC-USD:

1.93

Sortino Ratio

BTG-USD:

-0.48

BTC-USD:

2.55

Omega Ratio

BTG-USD:

0.94

BTC-USD:

1.26

Calmar Ratio

BTG-USD:

0.01

BTC-USD:

1.71

Martin Ratio

BTG-USD:

-1.57

BTC-USD:

8.60

Ulcer Index

BTG-USD:

63.21%

BTC-USD:

11.41%

Daily Std Dev

BTG-USD:

204.89%

BTC-USD:

42.72%

Max Drawdown

BTG-USD:

-99.93%

BTC-USD:

-93.07%

Current Drawdown

BTG-USD:

-99.80%

BTC-USD:

-11.67%

Returns By Period

In the year-to-date period, BTG-USD achieves a -90.43% return, which is significantly lower than BTC-USD's 0.35% return.


BTG-USD

YTD

-90.43%

1M

132.75%

6M

-96.14%

1Y

-97.35%

5Y*

-38.43%

10Y*

N/A

BTC-USD

YTD

0.35%

1M

13.51%

6M

34.11%

1Y

48.55%

5Y*

60.55%

10Y*

82.27%

*Annualized

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Risk-Adjusted Performance

BTG-USD vs. BTC-USD — 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 1515
Overall Rank
The Sharpe Ratio Rank of BTG-USD is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of BTG-USD is 66
Sortino Ratio Rank
The Omega Ratio Rank of BTG-USD is 33
Omega Ratio Rank
The Calmar Ratio Rank of BTG-USD is 3939
Calmar Ratio Rank
The Martin Ratio Rank of BTG-USD is 33
Martin Ratio Rank

BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 9090
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 8686
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8787
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 9393
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 9292
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. BTC-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bitcoin Gold (BTG-USD) 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 chart of Sharpe ratio for BTG-USD, currently valued at -0.34, compared to the broader market0.001.002.003.004.00
BTG-USD: -0.34
BTC-USD: 1.93
The chart of Sortino ratio for BTG-USD, currently valued at -0.48, compared to the broader market0.001.002.003.004.00
BTG-USD: -0.48
BTC-USD: 2.55
The chart of Omega ratio for BTG-USD, currently valued at 0.94, compared to the broader market1.001.101.201.301.40
BTG-USD: 0.94
BTC-USD: 1.26
The chart of Calmar ratio for BTG-USD, currently valued at 0.01, compared to the broader market1.002.003.004.00
BTG-USD: 0.01
BTC-USD: 1.71
The chart of Martin ratio for BTG-USD, currently valued at -1.57, compared to the broader market0.005.0010.0015.0020.00
BTG-USD: -1.57
BTC-USD: 8.60

The current BTG-USD Sharpe Ratio is -0.34, which is lower than the BTC-USD Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of BTG-USD 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
-0.34
1.93
BTG-USD
BTC-USD

Drawdowns

BTG-USD vs. BTC-USD - Drawdown Comparison

The maximum BTG-USD drawdown since its inception was -99.93%, 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 BTG-USD and BTC-USD. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-99.80%
-11.67%
BTG-USD
BTC-USD

Volatility

BTG-USD vs. BTC-USD - Volatility Comparison

Bitcoin Gold (BTG-USD) has a higher volatility of 82.69% compared to Bitcoin (BTC-USD) at 15.88%. This indicates that BTG-USD'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.


0.00%50.00%100.00%150.00%NovemberDecember2025FebruaryMarchApril
82.69%
15.88%
BTG-USD
BTC-USD