BTG-USD vs. GC=F
BTG-USD (Bitcoin Gold) is a cryptocurrency, while GC=F (Gold Futures) is an asset. At a correlation of -0.00, they often move in opposite directions.
Performance
BTG-USD vs. GC=F - Performance Comparison
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Returns By Period
BTG-USD
- 1D
- -30.55%
- 1M
- -16.98%
- 6M
- -84.94%
- YTD
- -65.06%
- 1Y
- -64.05%
- 3Y*
- -73.56%
- 5Y*
- -63.51%
- 10Y*
- —
GC=F
- 1D
- —
- 1M
- —
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BTG-USD vs. GC=F - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
BTG-USD Bitcoin Gold | -65.06% | -92.37% | -56.73% | 85.84% | -60.92% |
GC=F Gold Futures | 0.00% | 0.00% | 0.00% | 0.00% | 5.84% |
Correlation
The correlation between BTG-USD and GC=F 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 (All Time) Calculated using the full available price history since Jan 31, 2022 | -0.00 |
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Return for Risk
BTG-USD vs. GC=F — Risk / Return Rank
BTG-USD
GC=F
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
BTG-USD vs. GC=F - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin Gold (BTG-USD) and Gold Futures (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.
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-USD | GC=F | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.70 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.69 | — | — |
| Martin ratioReturn relative to average drawdown | -1.01 | — | — |
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Drawdowns
BTG-USD vs. GC=F - Drawdown Comparison
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Drawdown Indicators
| BTG-USD | GC=F | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.96% | — | — |
Max Drawdown (1Y)Largest decline over 1 year | -93.25% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -99.71% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -99.79% | — | — |
Current DrawdownCurrent decline from peak | -99.94% | — | — |
Average DrawdownAverage peak-to-trough decline | -93.39% | — | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 67.80% | — | — |
Volatility
BTG-USD vs. GC=F - Volatility Comparison
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Volatility by Period
| BTG-USD | GC=F | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 124.70% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 575.50% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 681.37% | — | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 380.15% | — | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 301.18% | — | — |
Frequently Asked Questions
BTG-USD and GC=F 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.
Find the right allocation for BTG-USD and GC=F
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