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

Correlation

The correlation between BTG-USD and VOO 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. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bitcoin Gold (BTG-USD) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-100.00%-50.00%0.00%50.00%100.00%150.00%NovemberDecember2025FebruaryMarchApril
-99.43%
141.91%
BTG-USD
VOO

Key characteristics

Sharpe Ratio

BTG-USD:

-0.34

VOO:

0.54

Sortino Ratio

BTG-USD:

-0.49

VOO:

0.88

Omega Ratio

BTG-USD:

0.94

VOO:

1.13

Calmar Ratio

BTG-USD:

0.01

VOO:

0.55

Martin Ratio

BTG-USD:

-1.57

VOO:

2.27

Ulcer Index

BTG-USD:

62.91%

VOO:

4.55%

Daily Std Dev

BTG-USD:

204.89%

VOO:

19.19%

Max Drawdown

BTG-USD:

-99.93%

VOO:

-33.99%

Current Drawdown

BTG-USD:

-99.80%

VOO:

-9.90%

Returns By Period

In the year-to-date period, BTG-USD achieves a -90.45% return, which is significantly lower than VOO's -5.74% return.


BTG-USD

YTD

-90.45%

1M

113.67%

6M

-95.88%

1Y

-97.40%

5Y*

-37.66%

10Y*

N/A

VOO

YTD

-5.74%

1M

-2.90%

6M

-4.28%

1Y

9.78%

5Y*

15.72%

10Y*

12.12%

*Annualized

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Risk-Adjusted Performance

BTG-USD vs. VOO — 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

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6565
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. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bitcoin Gold (BTG-USD) and Vanguard S&P 500 ETF (VOO). 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
VOO: 0.02
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
VOO: 0.18
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
VOO: 1.03
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
VOO: 0.00
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
VOO: 0.09

The current BTG-USD Sharpe Ratio is -0.34, which is lower than the VOO Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of BTG-USD and VOO, 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.34
0.02
BTG-USD
VOO

Drawdowns

BTG-USD vs. VOO - Drawdown Comparison

The maximum BTG-USD drawdown since its inception was -99.93%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BTG-USD and VOO. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-99.80%
-9.90%
BTG-USD
VOO

Volatility

BTG-USD vs. VOO - Volatility Comparison

Bitcoin Gold (BTG-USD) has a higher volatility of 83.46% compared to Vanguard S&P 500 ETF (VOO) at 13.86%. This indicates that BTG-USD's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%50.00%100.00%150.00%NovemberDecember2025FebruaryMarchApril
83.46%
13.86%
BTG-USD
VOO