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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 0.61, 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.


-0.50.00.51.00.6

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.

-50.00%0.00%50.00%100.00%150.00%200.00%AugustSeptemberOctoberNovemberDecember2025
-56.59%
126.35%
BTG-USD
MIOTA-USD

Key characteristics

Sharpe Ratio

BTG-USD:

-0.41

MIOTA-USD:

1.23

Sortino Ratio

BTG-USD:

-0.40

MIOTA-USD:

2.24

Omega Ratio

BTG-USD:

0.95

MIOTA-USD:

1.21

Calmar Ratio

BTG-USD:

0.01

MIOTA-USD:

0.70

Martin Ratio

BTG-USD:

-2.03

MIOTA-USD:

3.62

Ulcer Index

BTG-USD:

39.09%

MIOTA-USD:

35.63%

Daily Std Dev

BTG-USD:

141.72%

MIOTA-USD:

83.24%

Max Drawdown

BTG-USD:

-98.91%

MIOTA-USD:

-98.08%

Current Drawdown

BTG-USD:

-97.49%

MIOTA-USD:

-92.82%

Returns By Period

In the year-to-date period, BTG-USD achieves a 22.11% return, which is significantly lower than MIOTA-USD's 37.43% return.


BTG-USD

YTD

22.11%

1M

-46.26%

6M

-57.08%

1Y

-56.20%

5Y*

-1.93%

10Y*

N/A

MIOTA-USD

YTD

37.43%

1M

1.02%

6M

123.29%

1Y

55.67%

5Y*

10.01%

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 1313
Overall Rank
The Sharpe Ratio Rank of BTG-USD is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of BTG-USD is 77
Sortino Ratio Rank
The Omega Ratio Rank of BTG-USD is 44
Omega Ratio Rank
The Calmar Ratio Rank of BTG-USD is 3535
Calmar Ratio Rank
The Martin Ratio Rank of BTG-USD is 11
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 8181
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 8080
Calmar Ratio Rank
The Martin Ratio Rank of MIOTA-USD is 7878
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.


Sharpe ratio
The chart of Sharpe ratio for BTG-USD, currently valued at -0.41, compared to the broader market0.002.004.006.008.00-0.411.23
The chart of Sortino ratio for BTG-USD, currently valued at -0.40, compared to the broader market0.002.004.006.00-0.402.24
The chart of Omega ratio for BTG-USD, currently valued at 0.95, compared to the broader market1.001.201.401.600.951.21
The chart of Calmar ratio for BTG-USD, currently valued at 0.01, compared to the broader market2.004.006.008.000.010.70
The chart of Martin ratio for BTG-USD, currently valued at -2.03, compared to the broader market0.0020.0040.0060.00-2.033.62
BTG-USD
MIOTA-USD

The current BTG-USD Sharpe Ratio is -0.41, which is lower than the MIOTA-USD Sharpe Ratio of 1.23. 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-1.00-0.500.000.501.001.50AugustSeptemberOctoberNovemberDecember2025
-0.41
1.23
BTG-USD
MIOTA-USD

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.


-98.00%-96.00%-94.00%-92.00%-90.00%AugustSeptemberOctoberNovemberDecember2025
-97.49%
-92.82%
BTG-USD
MIOTA-USD

Volatility

BTG-USD vs. MIOTA-USD - Volatility Comparison

Bitcoin Gold (BTG-USD) has a higher volatility of 108.12% compared to IOTA (MIOTA-USD) at 37.90%. 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%AugustSeptemberOctoberNovemberDecember2025
108.12%
37.90%
BTG-USD
MIOTA-USD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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