BTG-USD vs. ^GSPC
Compare and contrast key facts about Bitcoin Gold (BTG-USD) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BTG-USD or ^GSPC.
Key characteristics
| BTG-USD | ^GSPC | |
|---|---|---|
| YTD Return | 24.56% | 25.45% |
| 1Y Return | 67.61% | 35.64% |
| 3Y Return (Ann) | -25.98% | 8.55% |
| 5Y Return (Ann) | 26.68% | 14.13% |
| Sharpe Ratio | -0.63 | 2.90 |
| Sortino Ratio | -0.77 | 3.87 |
| Omega Ratio | 0.93 | 1.54 |
| Calmar Ratio | 0.01 | 4.19 |
| Martin Ratio | -0.94 | 18.72 |
| Ulcer Index | 52.58% | 1.90% |
| Daily Std Dev | 70.30% | 12.27% |
| Max Drawdown | -98.91% | -56.78% |
| Current Drawdown | -94.07% | -0.29% |
Correlation
The correlation between BTG-USD and ^GSPC is 0.18, 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.
Performance
BTG-USD vs. ^GSPC - Performance Comparison
The year-to-date returns for both investments are quite close, with BTG-USD having a 24.56% return and ^GSPC slightly higher at 25.45%. 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. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin Gold (BTG-USD) and S&P 500 (^GSPC). 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. ^GSPC - Drawdown Comparison
The maximum BTG-USD drawdown since its inception was -98.91%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for BTG-USD and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
BTG-USD vs. ^GSPC - Volatility Comparison
Bitcoin Gold (BTG-USD) has a higher volatility of 21.16% compared to S&P 500 (^GSPC) at 3.84%. This indicates that BTG-USD's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.