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

Correlation

The correlation between BTG-USD and MIOTA-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. 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.

-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-99.43%
-60.51%
BTG-USD
MIOTA-USD

Key characteristics

Sharpe Ratio

BTG-USD:

-0.34

MIOTA-USD:

0.88

Sortino Ratio

BTG-USD:

-0.49

MIOTA-USD:

1.91

Omega Ratio

BTG-USD:

0.94

MIOTA-USD:

1.19

Calmar Ratio

BTG-USD:

0.01

MIOTA-USD:

0.52

Martin Ratio

BTG-USD:

-1.57

MIOTA-USD:

2.60

Ulcer Index

BTG-USD:

62.91%

MIOTA-USD:

39.50%

Daily Std Dev

BTG-USD:

204.89%

MIOTA-USD:

87.27%

Max Drawdown

BTG-USD:

-99.93%

MIOTA-USD:

-98.08%

Current Drawdown

BTG-USD:

-99.80%

MIOTA-USD:

-96.06%

Returns By Period

In the year-to-date period, BTG-USD achieves a -90.45% return, which is significantly lower than MIOTA-USD's -24.60% return.


BTG-USD

YTD

-90.45%

1M

113.67%

6M

-95.88%

1Y

-97.40%

5Y*

-37.66%

10Y*

N/A

MIOTA-USD

YTD

-24.60%

1M

7.50%

6M

94.01%

1Y

-8.54%

5Y*

3.86%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

BTG-USD vs. MIOTA-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 1212
Overall Rank
The Sharpe Ratio Rank of BTG-USD is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of BTG-USD is 22
Sortino Ratio Rank
The Omega Ratio Rank of BTG-USD is 00
Omega Ratio Rank
The Calmar Ratio Rank of BTG-USD is 3737
Calmar Ratio Rank
The Martin Ratio Rank of BTG-USD is 22
Martin Ratio Rank

MIOTA-USD
The Risk-Adjusted Performance Rank of MIOTA-USD is 8080
Overall Rank
The Sharpe Ratio Rank of MIOTA-USD is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of MIOTA-USD is 8080
Sortino Ratio Rank
The Omega Ratio Rank of MIOTA-USD is 7979
Omega Ratio Rank
The Calmar Ratio Rank of MIOTA-USD is 8181
Calmar Ratio Rank
The Martin Ratio Rank of MIOTA-USD is 8080
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. MIOTA-USD - Risk-Adjusted Performance 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.


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
MIOTA-USD: 0.88
The chart of Sortino ratio for BTG-USD, currently valued at -0.49, compared to the broader market0.001.002.003.004.00
BTG-USD: -0.49
MIOTA-USD: 1.91
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
MIOTA-USD: 1.19
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
MIOTA-USD: 0.52
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
MIOTA-USD: 2.60

The current BTG-USD Sharpe Ratio is -0.34, which is lower than the MIOTA-USD Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of BTG-USD and MIOTA-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-1.00-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
-0.34
0.88
BTG-USD
MIOTA-USD

Drawdowns

BTG-USD vs. MIOTA-USD - Drawdown Comparison

The maximum BTG-USD drawdown since its inception was -99.93%, roughly equal to the maximum MIOTA-USD drawdown of -98.08%. Use the drawdown chart below to compare losses from any high point for BTG-USD and MIOTA-USD. For additional features, visit the drawdowns tool.


-100.00%-98.00%-96.00%-94.00%-92.00%-90.00%NovemberDecember2025FebruaryMarchApril
-99.80%
-96.06%
BTG-USD
MIOTA-USD

Volatility

BTG-USD vs. MIOTA-USD - Volatility Comparison

Bitcoin Gold (BTG-USD) has a higher volatility of 83.46% compared to IOTA (MIOTA-USD) at 27.48%. 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.


20.00%40.00%60.00%80.00%100.00%120.00%140.00%NovemberDecember2025FebruaryMarchApril
83.46%
27.48%
BTG-USD
MIOTA-USD