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

Performance

CELH vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Celsius Holdings, Inc. (CELH) 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, CELH achieves a -38.78% return, which is significantly lower than BTC-USD's -28.54% return. Over the past 10 years, CELH has underperformed BTC-USD with an annualized return of 42.06%, while BTC-USD has yielded a comparatively higher 59.68% annualized return.


CELH

1D
-0.46%
1M
-13.29%
YTD
-38.78%
6M
-36.79%
1Y
-31.03%
3Y*
-15.49%
5Y*
2.92%
10Y*
42.06%

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)

CELH vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CELH
Celsius Holdings, Inc.
-38.78%73.65%-51.69%57.21%39.52%48.22%941.61%39.19%-33.90%114.29%
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 CELH and BTC-USD is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.10

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

0.14

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

0.19

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

0.11

Correlation (All Time)
Calculated using the full available price history since Jan 5, 2016

0.11

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Return for Risk

CELH vs. BTC-USD — Risk / Return Rank

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

CELH
CELH Risk / Return Rank: 2020
Overall Rank
CELH Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
CELH Sortino Ratio Rank: 2121
Sortino Ratio Rank
CELH Omega Ratio Rank: 2020
Omega Ratio Rank
CELH Calmar Ratio Rank: 2323
Calmar Ratio Rank
CELH Martin Ratio Rank: 2020
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.

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

This table presents a comparison of risk-adjusted performance metrics for Celsius Holdings, Inc. (CELH) 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.


CELHBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+0.40

Sortino ratioReturn per unit of downside risk

+0.86

Omega ratioGain probability vs. loss probability

0.94

0.86

+0.07

Calmar ratioReturn relative to maximum drawdown

-0.54

-0.80

+0.25

Martin ratioReturn relative to average drawdown

-1.06

-1.42

+0.36

CELH vs. BTC-USD - Sharpe Ratio Comparison

The current CELH Sharpe Ratio is -0.55, which is higher than the BTC-USD Sharpe Ratio of -0.95. The chart below compares the historical Sharpe Ratios of CELH 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


CELHBTC-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.55

-0.95

+0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.20

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.87

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

1.13

-0.49

Drawdowns

CELH vs. BTC-USD - Drawdown Comparison

The maximum CELH drawdown since its inception was -77.86%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for CELH and BTC-USD.


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Drawdown Indicators


CELHBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-77.86%

-85.30%

+7.44%

Max Drawdown (1Y)

Largest decline over 1 year

-57.22%

-51.21%

-6.01%

Max Drawdown (3Y)

Largest decline over 3 years

-77.86%

-51.21%

-26.65%

Max Drawdown (5Y)

Largest decline over 5 years

-77.86%

-76.67%

-1.19%

Max Drawdown (10Y)

Largest decline over 10 years

-77.86%

-83.80%

+5.94%

Current Drawdown

Current decline from peak

-70.87%

-49.86%

-21.01%

Average Drawdown

Average peak-to-trough decline

-27.86%

-42.32%

+14.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

29.34%

34.46%

-5.12%

Volatility

CELH vs. BTC-USD - Volatility Comparison

Celsius Holdings, Inc. (CELH) has a higher volatility of 18.92% compared to Bitcoin (BTC-USD) at 11.59%. This indicates that CELH'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


CELHBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.92%

11.59%

+7.33%

Volatility (6M)

Calculated over the trailing 6-month period

37.51%

34.53%

+2.98%

Volatility (1Y)

Calculated over the trailing 1-year period

56.59%

35.67%

+20.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

65.66%

44.95%

+20.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

68.94%

56.71%

+12.23%

Frequently Asked Questions


CELH and BTC-USD have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CELH has higher volatility (18.92%) compared to BTC-USD (11.59%). In terms of maximum drawdown, CELH dropped -77.86% vs BTC-USD's -85.30%.

CELH currently has the higher Sharpe Ratio (-0.55 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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