BTG-USD vs. VOO
BTG-USD (Bitcoin Gold) is a cryptocurrency, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 5 years, BTG-USD returned -63.51%/yr vs 13.08%/yr for VOO. At a 0.12 correlation, their price movements are largely independent.
Performance
BTG-USD vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, BTG-USD achieves a -65.06% return, which is significantly lower than VOO's 9.60% return.
BTG-USD
- 1D
- -30.55%
- 1M
- -16.98%
- 6M
- -84.94%
- YTD
- -65.06%
- 1Y
- -64.05%
- 3Y*
- -73.56%
- 5Y*
- -63.51%
- 10Y*
- —
VOO
- 1D
- -1.01%
- 1M
- 0.55%
- 6M
- 8.05%
- YTD
- 9.60%
- 1Y
- 19.76%
- 3Y*
- 19.41%
- 5Y*
- 13.08%
- 10Y*
- 15.05%
BTG-USD vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BTG-USD Bitcoin Gold | -65.06% | -92.37% | -56.73% | 85.84% | -70.99% | 382.62% | 56.48% | -57.33% | -94.85% | 55.62% |
VOO Vanguard S&P 500 ETF | 9.60% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 4.37% |
Correlation
The correlation between BTG-USD and VOO is -0.05, 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 | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Oct 23, 2017 | 0.12 |
The correlation between BTG-USD and VOO shifts across timeframes, from -0.05 (1 year) to 0.14 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
BTG-USD vs. VOO — Risk / Return Rank
BTG-USD
VOO
BTG-USD vs. VOO - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BTG-USD | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.66 | ||
| Sortino ratioReturn per unit of downside risk | +4.45 | ||
| Omega ratioGain probability vs. loss probability | 1.70 | 1.29 | +0.41 |
| Calmar ratioReturn relative to maximum drawdown | -0.69 | 2.23 | -2.92 |
| Martin ratioReturn relative to average drawdown | -1.01 | 9.71 | -10.72 |
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Drawdowns
BTG-USD vs. VOO - Drawdown Comparison
The maximum BTG-USD drawdown since its inception was -99.96%, 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.
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Drawdown Indicators
| BTG-USD | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.96% | -33.99% | -65.97% |
Max Drawdown (1Y)Largest decline over 1 year | -93.25% | -8.90% | -84.35% |
Max Drawdown (3Y)Largest decline over 3 years | -99.71% | -18.69% | -81.02% |
Max Drawdown (5Y)Largest decline over 5 years | -99.79% | -24.52% | -75.27% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.99% | — |
Current DrawdownCurrent decline from peak | -99.94% | -1.88% | -98.06% |
Average DrawdownAverage peak-to-trough decline | -93.39% | -3.67% | -89.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 67.80% | 2.04% | +65.76% |
Volatility
BTG-USD vs. VOO - Volatility Comparison
Bitcoin Gold (BTG-USD) has a higher volatility of 124.70% compared to Vanguard S&P 500 ETF (VOO) at 3.58%. 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.
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Volatility by Period
| BTG-USD | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 124.70% | 3.58% | +121.12% |
Volatility (6M)Calculated over the trailing 6-month period | 575.50% | 10.02% | +565.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 681.37% | 12.56% | +668.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 380.15% | 16.92% | +363.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 301.18% | 17.99% | +283.19% |
Frequently Asked Questions
BTG-USD and VOO have a correlation of -0.05, 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 (124.70%) compared to VOO (3.58%). In terms of maximum drawdown, BTG-USD dropped -99.96% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.58 vs -0.08), 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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