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BTG-USD vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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.


-0.50.00.51.0
Correlation: 0.2

Performance

BTG-USD vs. ^GSPC - Performance Comparison

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

-100.00%-50.00%0.00%50.00%100.00%NovemberDecember2025FebruaryMarchApril
-99.43%
113.91%
BTG-USD
^GSPC

Key characteristics

Sharpe Ratio

BTG-USD:

-0.34

^GSPC:

0.46

Sortino Ratio

BTG-USD:

-0.48

^GSPC:

0.78

Omega Ratio

BTG-USD:

0.94

^GSPC:

1.11

Calmar Ratio

BTG-USD:

0.01

^GSPC:

0.48

Martin Ratio

BTG-USD:

-1.57

^GSPC:

1.94

Ulcer Index

BTG-USD:

63.21%

^GSPC:

4.66%

Daily Std Dev

BTG-USD:

204.89%

^GSPC:

19.45%

Max Drawdown

BTG-USD:

-99.93%

^GSPC:

-56.78%

Current Drawdown

BTG-USD:

-99.80%

^GSPC:

-10.02%

Returns By Period

In the year-to-date period, BTG-USD achieves a -90.43% return, which is significantly lower than ^GSPC's -6.00% return.


BTG-USD

YTD

-90.43%

1M

132.75%

6M

-96.14%

1Y

-97.35%

5Y*

-38.43%

10Y*

N/A

^GSPC

YTD

-6.00%

1M

-0.94%

6M

-5.06%

1Y

8.41%

5Y*

13.52%

10Y*

10.15%

*Annualized

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Risk-Adjusted Performance

BTG-USD vs. ^GSPC — 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 1515
Overall Rank
The Sharpe Ratio Rank of BTG-USD is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of BTG-USD is 66
Sortino Ratio Rank
The Omega Ratio Rank of BTG-USD is 33
Omega Ratio Rank
The Calmar Ratio Rank of BTG-USD is 3939
Calmar Ratio Rank
The Martin Ratio Rank of BTG-USD is 33
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 6969
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 6363
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 6868
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 7272
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 7474
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. ^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.


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
^GSPC: -0.10
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
^GSPC: 0.01
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
^GSPC: 1.00
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
^GSPC: 0.01
The chart of Martin ratio for BTG-USD, currently valued at -1.56, compared to the broader market0.005.0010.0015.0020.00
BTG-USD: -1.56
^GSPC: -0.38

The current BTG-USD Sharpe Ratio is -0.34, which is lower than the ^GSPC Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of BTG-USD and ^GSPC, 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-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
-0.34
-0.10
BTG-USD
^GSPC

Drawdowns

BTG-USD vs. ^GSPC - Drawdown Comparison

The maximum BTG-USD drawdown since its inception was -99.93%, 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.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-99.80%
-10.02%
BTG-USD
^GSPC

Volatility

BTG-USD vs. ^GSPC - Volatility Comparison

Bitcoin Gold (BTG-USD) has a higher volatility of 82.70% compared to S&P 500 (^GSPC) at 13.99%. 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.


0.00%50.00%100.00%150.00%NovemberDecember2025FebruaryMarchApril
82.70%
13.99%
BTG-USD
^GSPC