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BTGD vs. BTC-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between BTGD and BTC-USD is 0.35, 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

BTGD vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in STKD Bitcoin & Gold ETF (BTGD) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

BTGD:

56.26%

BTC-USD:

41.34%

Max Drawdown

BTGD:

-24.83%

BTC-USD:

-93.18%

Current Drawdown

BTGD:

-4.79%

BTC-USD:

-3.47%

Returns By Period

In the year-to-date period, BTGD achieves a 35.58% return, which is significantly higher than BTC-USD's 15.38% return.


BTGD

YTD

35.58%

1M

10.04%

6M

27.60%

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

BTC-USD

YTD

15.38%

1M

14.34%

6M

12.70%

1Y

59.52%

3Y*

54.12%

5Y*

62.76%

10Y*

84.95%

*Annualized

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STKD Bitcoin & Gold ETF

Bitcoin

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

BTGD vs. BTC-USD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BTGD

BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 9090
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 8888
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8686
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 9494
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 9191
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.

BTGD vs. BTC-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for STKD Bitcoin & Gold ETF (BTGD) and Bitcoin (BTC-USD). 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.



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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Drawdowns

BTGD vs. BTC-USD - Drawdown Comparison

The maximum BTGD drawdown since its inception was -24.83%, smaller than the maximum BTC-USD drawdown of -93.18%. Use the drawdown chart below to compare losses from any high point for BTGD and BTC-USD.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

BTGD vs. BTC-USD - Volatility Comparison


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