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 -64.31%/yr vs 13.98%/yr for VOO. At a 0.13 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 -55.39% return, which is significantly lower than VOO's 11.34% return.
BTG-USD
- 1D
- -0.44%
- 1M
- -47.08%
- YTD
- -55.39%
- 6M
- 0.77%
- 1Y
- -55.19%
- 3Y*
- -70.52%
- 5Y*
- -64.31%
- 10Y*
- —
VOO
- 1D
- 0.39%
- 1M
- 4.62%
- YTD
- 11.34%
- 6M
- 11.27%
- 1Y
- 28.62%
- 3Y*
- 22.68%
- 5Y*
- 13.98%
- 10Y*
- 15.55%
BTG-USD vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BTG-USD Bitcoin Gold | -55.39% | -92.37% | -56.73% | 85.84% | -70.99% | 382.62% | 56.48% | -57.33% | -94.85% | 30.01% |
VOO Vanguard S&P 500 ETF | 11.34% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 4.75% |
Correlation
The correlation between BTG-USD and VOO is -0.03, 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 | -0.03 |
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 24, 2017 | 0.13 |
The correlation between BTG-USD and VOO shifts across timeframes, from -0.03 (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.
| BTG-USD | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.50 | ||
| Sortino ratioReturn per unit of downside risk | +4.76 | ||
| Omega ratioGain probability vs. loss probability | 1.87 | 1.44 | +0.43 |
| Calmar ratioReturn relative to maximum drawdown | -0.59 | 3.23 | -3.82 |
| Martin ratioReturn relative to average drawdown | -0.76 | 15.03 | -15.79 |
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 | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.06 | 2.44 | -2.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.14 | 0.84 | -0.98 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.87 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.14 | 0.89 | -1.03 |
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 | -93.80% | -8.90% | -84.90% |
Max Drawdown (3Y)Largest decline over 3 years | -99.67% | -18.69% | -80.98% |
Max Drawdown (5Y)Largest decline over 5 years | -99.77% | -24.52% | -75.25% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.99% | — |
Current DrawdownCurrent decline from peak | -99.93% | -0.32% | -99.61% |
Average DrawdownAverage peak-to-trough decline | -93.34% | -3.69% | -89.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 64.43% | 1.91% | +62.52% |
Volatility
BTG-USD vs. VOO - Volatility Comparison
Bitcoin Gold (BTG-USD) has a higher volatility of 111.70% compared to Vanguard S&P 500 ETF (VOO) at 2.78%. 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 | 111.70% | 2.78% | +108.92% |
Volatility (6M)Calculated over the trailing 6-month period | 593.25% | 8.90% | +584.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 792.01% | 11.80% | +780.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 376.26% | 16.81% | +359.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 299.95% | 18.00% | +281.95% |
Frequently Asked Questions
BTG-USD and VOO have a correlation of -0.03, 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 (111.70%) compared to VOO (2.78%). In terms of maximum drawdown, BTG-USD dropped -99.96% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (2.44 vs -0.06), 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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