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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.

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Returns By Period

In the year-to-date period, CANG achieves a -88.17% return, which is significantly lower than BTC-USD's -27.00% return.


CANG

1D
-1.44%
1M
-43.86%
6M
-87.42%
YTD
-88.17%
1Y
-93.15%
3Y*
-32.72%
5Y*
-24.33%
10Y*

BTC-USD

1D
0.16%
1M
-0.89%
6M
-33.12%
YTD
-27.00%
1Y
-46.45%
3Y*
28.84%
5Y*
14.98%
10Y*
57.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CANG vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
CANG
Cango Inc.
-88.17%-31.82%331.37%-22.02%35.99%-50.19%-19.72%19.71%-36.48%
BTC-USD
Bitcoin
-27.00%-6.27%120.76%155.82%-64.23%59.40%304.57%94.10%-54.74%

Correlation

The correlation between CANG and BTC-USD is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

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

0.23

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

0.19

Correlation (All Time)
Calculated using the full available price history since Jul 26, 2018

0.11

Over the past year, CANG and BTC-USD have become more correlated (0.36) than their long-term average of 0.11, meaning their price movements have been converging.

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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: 44
Overall Rank
CANG Sharpe Ratio Rank: 99
Sharpe Ratio Rank
CANG Sortino Ratio Rank: 11
Sortino Ratio Rank
CANG Omega Ratio Rank: 22
Omega Ratio Rank
CANG Calmar Ratio Rank: 11
Calmar Ratio Rank
CANG Martin Ratio Rank: 55
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 2525
Overall Rank
BTC-USD Sharpe Ratio Rank: 77
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3535
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3333
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 4444
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 55
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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CANGBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+0.24

Sortino ratioReturn per unit of downside risk

-0.78

Omega ratioGain probability vs. loss probability

0.71

0.83

-0.13

Calmar ratioReturn relative to maximum drawdown

-1.00

-0.88

-0.12

Martin ratioReturn relative to average drawdown

-1.52

-1.41

-0.12

CANG vs. BTC-USD - Sharpe Ratio Comparison

The current CANG Sharpe Ratio is -0.84, which is comparable to the BTC-USD Sharpe Ratio of -1.08. 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.


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Drawdowns

CANG vs. BTC-USD - Drawdown Comparison

The maximum CANG drawdown since its inception was -95.56%, 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.


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Drawdown Indicators


CANGBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-95.56%

-85.30%

-10.26%

Max Drawdown (1Y)

Largest decline over 1 year

-93.55%

-53.08%

-40.47%

Max Drawdown (3Y)

Largest decline over 3 years

-95.56%

-53.08%

-42.48%

Max Drawdown (5Y)

Largest decline over 5 years

-95.56%

-76.67%

-18.89%

Max Drawdown (10Y)

Largest decline over 10 years

-83.80%

Current Drawdown

Current decline from peak

-95.56%

-48.79%

-46.77%

Average Drawdown

Average peak-to-trough decline

-60.22%

-42.59%

-17.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

61.04%

29.41%

+31.63%

Volatility

CANG vs. BTC-USD - Volatility Comparison

Cango Inc. (CANG) has a higher volatility of 57.37% compared to Bitcoin (BTC-USD) at 9.63%. 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.


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Volatility by Period


CANGBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

57.37%

9.63%

+47.74%

Volatility (6M)

Calculated over the trailing 6-month period

100.25%

34.90%

+65.35%

Volatility (1Y)

Calculated over the trailing 1-year period

111.08%

35.73%

+75.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

85.50%

43.96%

+41.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

85.11%

56.33%

+28.78%

Frequently Asked Questions


CANG and BTC-USD have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CANG has higher volatility (57.37%) compared to BTC-USD (9.63%). In terms of maximum drawdown, CANG dropped -95.56% vs BTC-USD's -85.30%.

CANG currently has the higher Sharpe Ratio (-0.84 vs -1.08), 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.

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