BTG-USD vs. GC=F
Compare and contrast key facts about Bitcoin Gold (BTG-USD) and Gold (GC=F).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BTG-USD or GC=F.
Key characteristics
| BTG-USD | GC=F | |
|---|---|---|
| YTD Return | 40.57% | 24.50% |
| 1Y Return | 98.14% | 30.88% |
| 3Y Return (Ann) | -23.37% | 9.98% |
| 5Y Return (Ann) | 30.85% | 10.49% |
| Sharpe Ratio | -0.70 | 2.11 |
| Sortino Ratio | -0.95 | 2.72 |
| Omega Ratio | 0.91 | 1.39 |
| Calmar Ratio | 0.01 | 3.76 |
| Martin Ratio | -1.00 | 11.70 |
| Ulcer Index | 52.67% | 2.55% |
| Daily Std Dev | 70.36% | 14.18% |
| Max Drawdown | -98.91% | -44.36% |
| Current Drawdown | -93.31% | -7.92% |
Correlation
The correlation between BTG-USD and GC=F 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
BTG-USD vs. GC=F - Performance Comparison
In the year-to-date period, BTG-USD achieves a 40.57% return, which is significantly higher than GC=F's 24.50% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
BTG-USD vs. GC=F - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin Gold (BTG-USD) and Gold (GC=F). 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.
Drawdowns
BTG-USD vs. GC=F - Drawdown Comparison
The maximum BTG-USD drawdown since its inception was -98.91%, which is greater than GC=F's maximum drawdown of -44.36%. Use the drawdown chart below to compare losses from any high point for BTG-USD and GC=F. For additional features, visit the drawdowns tool.
Volatility
BTG-USD vs. GC=F - Volatility Comparison
Bitcoin Gold (BTG-USD) has a higher volatility of 21.48% compared to Gold (GC=F) at 5.20%. This indicates that BTG-USD's price experiences larger fluctuations and is considered to be riskier than GC=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.