CEG.L vs. BTC-USD
Compare and contrast key facts about Challenger Energy Group plc (CEG.L) and Bitcoin (BTC-USD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CEG.L or BTC-USD.
Key characteristics
| CEG.L | BTC-USD | |
|---|---|---|
| YTD Return | 58.16% | 47.49% |
| 1Y Return | 55.00% | 125.08% |
| 3Y Return (Ann) | -65.03% | 1.94% |
| 5Y Return (Ann) | -61.38% | 58.75% |
| 10Y Return (Ann) | -40.88% | 63.58% |
| Sharpe Ratio | 0.56 | 4.39 |
| Daily Std Dev | 98.43% | 39.00% |
| Max Drawdown | -99.99% | -93.07% |
| Current Drawdown | -99.96% | -14.71% |
Correlation
The correlation between CEG.L and BTC-USD is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
CEG.L vs. BTC-USD - Performance Comparison
In the year-to-date period, CEG.L achieves a 58.16% return, which is significantly higher than BTC-USD's 47.49% return. Over the past 10 years, CEG.L has underperformed BTC-USD with an annualized return of -40.88%, while BTC-USD has yielded a comparatively higher 63.58% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CEG.L vs. BTC-USD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Challenger Energy Group plc (CEG.L) 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.
Drawdowns
CEG.L vs. BTC-USD - Drawdown Comparison
The maximum CEG.L drawdown since its inception was -99.99%, which is greater than BTC-USD's maximum drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for CEG.L and BTC-USD. For additional features, visit the drawdowns tool.
Volatility
CEG.L vs. BTC-USD - Volatility Comparison
Challenger Energy Group plc (CEG.L) has a higher volatility of 18.77% compared to Bitcoin (BTC-USD) at 15.57%. This indicates that CEG.L'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.