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.
Performance
CEG.L vs. BTC-USD - Performance Comparison
Returns By Period
In the year-to-date period, CEG.L achieves a 17.95% return, which is significantly lower than BTC-USD's 114.23% return. Over the past 10 years, CEG.L has underperformed BTC-USD with an annualized return of -42.09%, while BTC-USD has yielded a comparatively higher 74.25% annualized return.
CEG.L
17.95%
-2.13%
-23.33%
76.92%
-63.72%
-42.09%
BTC-USD
114.23%
32.44%
26.72%
142.18%
62.35%
74.25%
Key characteristics
| CEG.L | BTC-USD | |
|---|---|---|
| Sharpe Ratio | 0.69 | 0.72 |
| Sortino Ratio | 1.94 | 1.39 |
| Omega Ratio | 1.24 | 1.13 |
| Calmar Ratio | 0.59 | 0.53 |
| Martin Ratio | 3.01 | 2.96 |
| Ulcer Index | 19.47% | 13.19% |
| Daily Std Dev | 85.49% | 44.25% |
| Max Drawdown | -99.99% | -93.07% |
| Current Drawdown | -99.97% | -0.57% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between CEG.L and BTC-USD is 0.00, 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.
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) and Bitcoin (BTC-USD) have volatilities of 17.22% and 16.83%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.