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CDDYX vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

CDDYX vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Dividend Income Fund Institutional 3 Class (CDDYX) 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, CDDYX achieves a 7.99% return, which is significantly higher than BTC-USD's -28.54% return. Over the past 10 years, CDDYX has underperformed BTC-USD with an annualized return of 12.57%, while BTC-USD has yielded a comparatively higher 59.68% annualized return.


CDDYX

1D
-0.77%
1M
1.81%
YTD
7.99%
6M
8.79%
1Y
20.03%
3Y*
16.78%
5Y*
10.64%
10Y*
12.57%

BTC-USD

1D
-1.22%
1M
-22.47%
YTD
-28.54%
6M
-31.02%
1Y
-40.89%
3Y*
33.16%
5Y*
10.82%
10Y*
59.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CDDYX vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CDDYX
Columbia Dividend Income Fund Institutional 3 Class
7.99%15.95%15.17%10.65%-4.84%26.43%7.92%28.74%-4.27%20.34%
BTC-USD
Bitcoin
-28.54%-6.27%120.76%155.82%-64.23%59.40%304.57%94.10%-73.37%1,324.24%

Correlation

The correlation between CDDYX and BTC-USD is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

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

0.20

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

0.24

Correlation (10Y)
Calculated over the trailing 10-year period

0.14

Correlation (All Time)
Calculated using the full available price history since Nov 10, 2012

0.10

The correlation between CDDYX and BTC-USD shifts across timeframes, from 0.10 (all time) to 0.28 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

CDDYX vs. BTC-USD — Risk / Return Rank

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

CDDYX
CDDYX Risk / Return Rank: 7272
Overall Rank
CDDYX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
CDDYX Sortino Ratio Rank: 6868
Sortino Ratio Rank
CDDYX Omega Ratio Rank: 6161
Omega Ratio Rank
CDDYX Calmar Ratio Rank: 8484
Calmar Ratio Rank
CDDYX Martin Ratio Rank: 8181
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 2828
Overall Rank
BTC-USD Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3333
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3333
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 4646
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 1616
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.

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

This table presents a comparison of risk-adjusted performance metrics for Columbia Dividend Income Fund Institutional 3 Class (CDDYX) 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.


CDDYXBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+3.26

Sortino ratioReturn per unit of downside risk

+4.66

Omega ratioGain probability vs. loss probability

1.41

0.86

+0.55

Calmar ratioReturn relative to maximum drawdown

3.82

-0.80

+4.62

Martin ratioReturn relative to average drawdown

14.40

-1.42

+15.82

CDDYX vs. BTC-USD - Sharpe Ratio Comparison

The current CDDYX Sharpe Ratio is 2.31, which is higher than the BTC-USD Sharpe Ratio of -0.95. The chart below compares the historical Sharpe Ratios of CDDYX 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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Sharpe Ratios by Period


CDDYXBTC-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.31

-0.95

+3.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.20

+0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

0.87

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

1.13

-0.26

Drawdowns

CDDYX vs. BTC-USD - Drawdown Comparison

The maximum CDDYX drawdown since its inception was -32.74%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for CDDYX and BTC-USD.


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Drawdown Indicators


CDDYXBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-32.74%

-85.30%

+52.56%

Max Drawdown (1Y)

Largest decline over 1 year

-5.51%

-51.21%

+45.70%

Max Drawdown (3Y)

Largest decline over 3 years

-12.99%

-51.21%

+38.22%

Max Drawdown (5Y)

Largest decline over 5 years

-16.91%

-76.67%

+59.76%

Max Drawdown (10Y)

Largest decline over 10 years

-32.74%

-83.80%

+51.06%

Current Drawdown

Current decline from peak

-0.77%

-49.86%

+49.09%

Average Drawdown

Average peak-to-trough decline

-2.77%

-42.32%

+39.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.46%

34.46%

-33.00%

Volatility

CDDYX vs. BTC-USD - Volatility Comparison

The current volatility for Columbia Dividend Income Fund Institutional 3 Class (CDDYX) is 2.56%, while Bitcoin (BTC-USD) has a volatility of 11.59%. This indicates that CDDYX experiences smaller price fluctuations and is considered to be less risky 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


CDDYXBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.56%

11.59%

-9.03%

Volatility (6M)

Calculated over the trailing 6-month period

6.83%

34.53%

-27.70%

Volatility (1Y)

Calculated over the trailing 1-year period

9.11%

35.67%

-26.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.27%

44.95%

-31.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.69%

56.71%

-41.02%

Frequently Asked Questions


CDDYX and BTC-USD have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BTC-USD has higher volatility (11.59%) compared to CDDYX (2.56%). In terms of maximum drawdown, CDDYX dropped -32.74% vs BTC-USD's -85.30%.

CDDYX currently has the higher Sharpe Ratio (2.31 vs -0.95), 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.

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