PortfoliosLab logoPortfoliosLab logo
CANG vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

CANG vs. BTC-USD - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, CANG achieves a -72.07% return, which is significantly lower than BTC-USD's -27.71% return.


CANG

1D
-0.36%
1M
-10.07%
YTD
-72.07%
6M
-68.02%
1Y
-82.32%
3Y*
-10.53%
5Y*
-12.22%
10Y*

BTC-USD

1D
-5.18%
1M
-20.79%
YTD
-27.71%
6M
-32.32%
1Y
-40.02%
3Y*
32.61%
5Y*
11.41%
10Y*
60.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CANG vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
CANG
Cango Inc.
-72.07%-31.82%331.37%-22.02%35.99%-50.19%-19.72%19.71%-36.58%
BTC-USD
Bitcoin
-27.71%-6.27%120.76%155.82%-64.23%59.40%304.57%94.10%-53.46%

Correlation

The correlation between CANG and BTC-USD is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.34

Correlation (3Y)
Calculated over the trailing 3-year period

0.21

Correlation (5Y)
Calculated over the trailing 5-year period

0.18

Correlation (All Time)
Calculated using the full available price history since Jul 27, 2018

0.11

Over the past year, CANG and BTC-USD have become more correlated (0.34) than their long-term average of 0.11, meaning their price movements have been converging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

CANG vs. BTC-USD — Risk / Return Rank

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

CANG
CANG Risk / Return Rank: 55
Overall Rank
CANG Sharpe Ratio Rank: 88
Sharpe Ratio Rank
CANG Sortino Ratio Rank: 33
Sortino Ratio Rank
CANG Omega Ratio Rank: 55
Omega Ratio Rank
CANG Calmar Ratio Rank: 44
Calmar Ratio Rank
CANG Martin Ratio Rank: 44
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 3939
Overall Rank
BTC-USD Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3232
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3131
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 7171
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 5050
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CANG vs. BTC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cango Inc. (CANG) 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.


CANGBTC-USDDifference

Sharpe ratio

Return per unit of total volatility

-0.82

-0.93

+0.11

Sortino ratio

Return per unit of downside risk

-1.78

-1.31

-0.47

Omega ratio

Gain probability vs. loss probability

0.80

0.87

-0.06

Calmar ratio

Return relative to maximum drawdown

-0.93

-0.81

-0.13

Martin ratio

Return relative to average drawdown

-1.56

-1.42

-0.15

CANG vs. BTC-USD - Sharpe Ratio Comparison

The current CANG Sharpe Ratio is -0.82, which is comparable to the BTC-USD Sharpe Ratio of -0.93. The chart below compares the historical Sharpe Ratios of CANG and BTC-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


CANGBTC-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.82

-0.93

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.15

0.21

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.19

1.13

-1.32

Drawdowns

CANG vs. BTC-USD - Drawdown Comparison

The maximum CANG drawdown since its inception was -91.48%, which is greater than BTC-USD's maximum drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for CANG and BTC-USD.


Loading charts...

Drawdown Indicators


CANGBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-91.48%

-85.30%

-6.18%

Max Drawdown (1Y)

Largest decline over 1 year

-87.61%

-49.65%

-37.96%

Max Drawdown (3Y)

Largest decline over 3 years

-91.48%

-49.65%

-41.83%

Max Drawdown (5Y)

Largest decline over 5 years

-91.48%

-76.67%

-14.81%

Max Drawdown (10Y)

Largest decline over 10 years

-83.80%

Current Drawdown

Current decline from peak

-89.52%

-49.29%

-40.23%

Average Drawdown

Average peak-to-trough decline

-59.73%

-42.27%

-17.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

52.19%

33.73%

+18.46%

Volatility

CANG vs. BTC-USD - Volatility Comparison

Cango Inc. (CANG) has a higher volatility of 37.13% compared to Bitcoin (BTC-USD) at 10.81%. This indicates that CANG's price experiences larger fluctuations and is considered to be riskier than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CANGBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

37.13%

10.81%

+26.32%

Volatility (6M)

Calculated over the trailing 6-month period

88.14%

34.33%

+53.81%

Volatility (1Y)

Calculated over the trailing 1-year period

100.26%

35.60%

+64.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

82.32%

45.05%

+37.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

83.55%

56.69%

+26.86%

Frequently Asked Questions


CANG and BTC-USD have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CANG has higher volatility (37.13%) compared to BTC-USD (10.81%). In terms of maximum drawdown, CANG dropped -91.48% vs BTC-USD's -85.30%.

CANG currently has the higher Sharpe Ratio (-0.82 vs -0.93), 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.

Portfolio Optimizer

Find the right allocation for CANG and BTC-USD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer