BTG-USD vs. MIOTA-USD
BTG-USD (Bitcoin Gold) and MIOTA-USD (IOTA) are both cryptocurrencies. Over the past 5 years, BTG-USD returned -67.20%/yr vs -42.33%/yr for MIOTA-USD. At a 0.45 correlation, their price movements are largely independent.
Performance
BTG-USD vs. MIOTA-USD - Performance Comparison
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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*
- —
BTG-USD vs. MIOTA-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
BTG-USD
MIOTA-USD
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-USD | MIOTA-USD | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BTG-USD | MIOTA-USD | Difference | |
|---|---|---|---|
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-USD | MIOTA-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -99.95% | -98.92% | -1.03% |
Average DrawdownAverage peak-to-trough decline | -93.34% | -89.52% | -3.82% |
Ulcer IndexDepth 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-USD | MIOTA-USD | Difference | |
|---|---|---|---|
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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