BTG-USD vs. MIOTA-USD
Compare and contrast key facts about Bitcoin Gold (BTG-USD) and IOTA (MIOTA-USD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BTG-USD or MIOTA-USD.
Key characteristics
BTG-USD | MIOTA-USD | |
---|---|---|
YTD Return | 31.85% | -52.85% |
1Y Return | 76.85% | -26.75% |
3Y Return (Ann) | -24.33% | -51.54% |
5Y Return (Ann) | 27.29% | -10.76% |
Sharpe Ratio | -0.46 | -0.88 |
Sortino Ratio | -0.31 | -1.48 |
Omega Ratio | 0.97 | 0.86 |
Calmar Ratio | 0.01 | 0.00 |
Martin Ratio | -0.69 | -1.23 |
Ulcer Index | 52.48% | 56.95% |
Daily Std Dev | 69.70% | 81.16% |
Max Drawdown | -98.91% | -98.08% |
Current Drawdown | -93.73% | -97.27% |
Correlation
The correlation between BTG-USD and MIOTA-USD is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
BTG-USD vs. MIOTA-USD - Performance Comparison
In the year-to-date period, BTG-USD achieves a 31.85% return, which is significantly higher than MIOTA-USD's -52.85% 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. 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.
Drawdowns
BTG-USD vs. MIOTA-USD - Drawdown Comparison
The maximum BTG-USD drawdown since its inception was -98.91%, 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.
Volatility
BTG-USD vs. MIOTA-USD - Volatility Comparison
The current volatility for Bitcoin Gold (BTG-USD) is 18.83%, while IOTA (MIOTA-USD) has a volatility of 22.29%. This indicates that BTG-USD experiences smaller price fluctuations and is considered to be less risky than MIOTA-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.