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

Performance

BTG-USD vs. MIOTA-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bitcoin Gold (BTG-USD) and IOTA (MIOTA-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 -69.73% return, which is significantly lower than MIOTA-USD's -26.81% return.


BTG-USD

1D
-32.45%
1M
-64.54%
YTD
-69.73%
6M
-44.71%
1Y
-69.06%
3Y*
-73.49%
5Y*
-67.20%
10Y*

MIOTA-USD

1D
1.60%
1M
0.03%
YTD
-26.81%
6M
-41.79%
1Y
-66.35%
3Y*
-32.77%
5Y*
-42.33%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
BTG-USD
Bitcoin Gold
-69.73%-92.37%-56.73%85.84%-70.99%382.62%56.48%-57.33%-94.85%50.75%
MIOTA-USD
IOTA
-26.81%-76.93%15.49%76.20%-87.61%360.18%85.39%-55.09%-89.96%563.17%

Correlation

The correlation between BTG-USD and MIOTA-USD is 0.04, 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

0.04

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

0.18

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

0.31

Correlation (All Time)
Calculated using the full available price history since Nov 10, 2017

0.45

Over the past year, the correlation between BTG-USD and MIOTA-USD has dropped to 0.04 - well below their long-term average of 0.45, suggesting their price drivers have been diverging.

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Return for Risk

BTG-USD vs. MIOTA-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: 8080
Overall Rank
BTG-USD Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
BTG-USD Sortino Ratio Rank: 9999
Sortino Ratio Rank
BTG-USD Omega Ratio Rank: 9999
Omega Ratio Rank
BTG-USD Calmar Ratio Rank: 5151
Calmar Ratio Rank
BTG-USD Martin Ratio Rank: 6767
Martin Ratio Rank

MIOTA-USD
MIOTA-USD Risk / Return Rank: 1414
Overall Rank
MIOTA-USD Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
MIOTA-USD Sortino Ratio Rank: 1414
Sortino Ratio Rank
MIOTA-USD Omega Ratio Rank: 1414
Omega Ratio Rank
MIOTA-USD Calmar Ratio Rank: 99
Calmar Ratio Rank
MIOTA-USD Martin Ratio Rank: 2020
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. MIOTA-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bitcoin Gold (BTG-USD) and IOTA (MIOTA-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.


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

+0.87

Sortino ratioReturn per unit of downside risk

+9.85

Omega ratioGain probability vs. loss probability

1.85

0.82

+1.03

Calmar ratioReturn relative to maximum drawdown

-0.74

-0.96

+0.22

Martin ratioReturn relative to average drawdown

-0.95

-1.41

+0.46

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

The current BTG-USD Sharpe Ratio is -0.07, which is higher than the MIOTA-USD Sharpe Ratio of -0.95. The chart below compares the historical Sharpe Ratios of BTG-USD and MIOTA-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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Sharpe Ratios by Period


BTG-USDMIOTA-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.07

-0.95

+0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.15

-0.45

+0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.15

-0.21

+0.06

Drawdowns

BTG-USD vs. MIOTA-USD - Drawdown Comparison

The maximum BTG-USD drawdown since its inception was -99.96%, roughly equal to the maximum MIOTA-USD drawdown of -98.99%. Use the drawdown chart below to compare losses from any high point for BTG-USD and MIOTA-USD.


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Drawdown Indicators


BTG-USDMIOTA-USDDifference

Max Drawdown

Largest peak-to-trough decline

-99.96%

-98.99%

-0.97%

Max Drawdown (1Y)

Largest decline over 1 year

-93.80%

-78.31%

-15.49%

Max Drawdown (3Y)

Largest decline over 3 years

-99.67%

-86.57%

-13.10%

Max Drawdown (5Y)

Largest decline over 5 years

-99.77%

-97.29%

-2.48%

Current Drawdown

Current decline from peak

-99.95%

-98.92%

-1.03%

Average Drawdown

Average peak-to-trough decline

-93.34%

-89.52%

-3.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

64.69%

55.10%

+9.59%

Volatility

BTG-USD vs. MIOTA-USD - Volatility Comparison

Bitcoin Gold (BTG-USD) has a higher volatility of 117.63% compared to IOTA (MIOTA-USD) at 19.19%. This indicates that BTG-USD's price experiences larger fluctuations and is considered to be riskier than MIOTA-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-USDMIOTA-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

117.63%

19.19%

+98.44%

Volatility (6M)

Calculated over the trailing 6-month period

594.15%

49.49%

+544.66%

Volatility (1Y)

Calculated over the trailing 1-year period

792.69%

66.10%

+726.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

376.47%

80.43%

+296.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

300.06%

93.80%

+206.26%

Frequently Asked Questions


BTG-USD and MIOTA-USD have a correlation of 0.04, 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 (117.63%) compared to MIOTA-USD (19.19%). In terms of maximum drawdown, BTG-USD dropped -99.96% vs MIOTA-USD's -98.99%.

BTG-USD currently has the higher Sharpe Ratio (-0.07 vs -0.95), 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.

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