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BTG-USD vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

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.

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Returns By Period

In the year-to-date period, BTG-USD achieves a -65.06% return, which is significantly lower than BTC-USD's -27.00% return.


BTG-USD

1D
-30.55%
1M
-16.98%
6M
-84.94%
YTD
-65.06%
1Y
-64.05%
3Y*
-73.56%
5Y*
-63.51%
10Y*

BTC-USD

1D
0.16%
1M
-0.89%
6M
-33.12%
YTD
-27.00%
1Y
-46.45%
3Y*
28.84%
5Y*
14.98%
10Y*
57.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BTG-USD vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BTG-USD
Bitcoin Gold
-65.06%-92.37%-56.73%85.84%-70.99%382.62%56.48%-57.33%-94.85%55.62%
BTC-USD
Bitcoin
-27.00%-6.27%120.76%155.82%-64.23%59.40%304.57%94.10%-73.37%130.86%

Correlation

The correlation between BTG-USD and BTC-USD is 0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.00

Correlation (3Y)
Calculated over the trailing 3-year period

0.22

Correlation (5Y)
Calculated over the trailing 5-year period

0.35

Correlation (All Time)
Calculated using the full available price history since Oct 23, 2017

0.49

Over the past year, the correlation between BTG-USD and BTC-USD has dropped to 0.00 - well below their long-term average of 0.49, suggesting their price drivers have been diverging.

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Return for Risk

BTG-USD vs. BTC-USD — Risk / Return Rank

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

BTG-USD
BTG-USD Risk / Return Rank: 8787
Overall Rank
BTG-USD Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
BTG-USD Sortino Ratio Rank: 100100
Sortino Ratio Rank
BTG-USD Omega Ratio Rank: 100100
Omega Ratio Rank
BTG-USD Calmar Ratio Rank: 7575
Calmar Ratio Rank
BTG-USD Martin Ratio Rank: 7575
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 2525
Overall Rank
BTC-USD Sharpe Ratio Rank: 77
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3535
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3333
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 4444
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 55
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BTG-USD vs. BTC-USD - Risk-Adjusted Trends 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BTG-USDBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+1.00

Sortino ratioReturn per unit of downside risk

+8.29

Omega ratioGain probability vs. loss probability

1.70

0.83

+0.86

Calmar ratioReturn relative to maximum drawdown

-0.69

-0.88

+0.19

Martin ratioReturn relative to average drawdown

-1.01

-1.41

+0.39

BTG-USD vs. BTC-USD - Sharpe Ratio Comparison

The current BTG-USD Sharpe Ratio is -0.08, which is higher than the BTC-USD Sharpe Ratio of -1.08. The chart below compares the historical Sharpe Ratios of BTG-USD and BTC-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BTG-USD vs. BTC-USD - Drawdown Comparison

The maximum BTG-USD drawdown since its inception was -99.96%, which is greater than BTC-USD's maximum drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for BTG-USD and BTC-USD.


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Drawdown Indicators


BTG-USDBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-99.96%

-85.30%

-14.66%

Max Drawdown (1Y)

Largest decline over 1 year

-93.25%

-53.08%

-40.17%

Max Drawdown (3Y)

Largest decline over 3 years

-99.71%

-53.08%

-46.63%

Max Drawdown (5Y)

Largest decline over 5 years

-99.79%

-76.67%

-23.12%

Max Drawdown (10Y)

Largest decline over 10 years

-83.80%

Current Drawdown

Current decline from peak

-99.94%

-48.79%

-51.15%

Average Drawdown

Average peak-to-trough decline

-93.39%

-42.59%

-50.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

67.80%

29.41%

+38.39%

Volatility

BTG-USD vs. BTC-USD - Volatility Comparison

Bitcoin Gold (BTG-USD) has a higher volatility of 124.70% compared to Bitcoin (BTC-USD) at 9.63%. 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.


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Volatility by Period


BTG-USDBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

124.70%

9.63%

+115.07%

Volatility (6M)

Calculated over the trailing 6-month period

575.50%

34.90%

+540.60%

Volatility (1Y)

Calculated over the trailing 1-year period

681.37%

35.73%

+645.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

380.15%

43.96%

+336.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

301.18%

56.33%

+244.85%

Frequently Asked Questions


BTG-USD and BTC-USD have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BTG-USD has higher volatility (124.70%) compared to BTC-USD (9.63%). In terms of maximum drawdown, BTG-USD dropped -99.96% vs BTC-USD's -85.30%.

BTG-USD currently has the higher Sharpe Ratio (-0.08 vs -1.08), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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