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

Performance

CEPO vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cantor Equity Partners I, Inc (CEPO) 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, CEPO achieves a 1.73% return, which is significantly higher than BTC-USD's -27.71% return.


CEPO

1D
-0.28%
1M
-0.00%
YTD
1.73%
6M
1.83%
1Y
-13.34%
3Y*
5Y*
10Y*

BTC-USD

1D
-5.18%
1M
-20.79%
YTD
-27.71%
6M
-32.32%
1Y
-40.02%
3Y*
32.61%
5Y*
11.41%
10Y*
60.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CEPO vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)2025
CEPO
Cantor Equity Partners I, Inc
1.73%3.58%
BTC-USD
Bitcoin
-27.71%-9.74%

Correlation

The correlation between CEPO and BTC-USD is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

Correlation (All Time)
Calculated using the full available price history since Jan 8, 2025

0.12

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Return for Risk

CEPO vs. BTC-USD — Risk / Return Rank

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

CEPO
CEPO Risk / Return Rank: 2323
Overall Rank
CEPO Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
CEPO Sortino Ratio Rank: 2020
Sortino Ratio Rank
CEPO Omega Ratio Rank: 1313
Omega Ratio Rank
CEPO Calmar Ratio Rank: 2727
Calmar Ratio Rank
CEPO Martin Ratio Rank: 3232
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 3939
Overall Rank
BTC-USD Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3232
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3131
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 7171
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 5050
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.

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

This table presents a comparison of risk-adjusted performance metrics for Cantor Equity Partners I, Inc (CEPO) 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.


CEPOBTC-USDDifference

Sharpe ratio

Return per unit of total volatility

-0.41

-0.93

+0.53

Sortino ratio

Return per unit of downside risk

-0.43

-1.31

+0.88

Omega ratio

Gain probability vs. loss probability

0.89

0.87

+0.03

Calmar ratio

Return relative to maximum drawdown

-0.40

-0.81

+0.41

Martin ratio

Return relative to average drawdown

-0.45

-1.42

+0.97

CEPO vs. BTC-USD - Sharpe Ratio Comparison

The current CEPO Sharpe Ratio is -0.41, which is higher than the BTC-USD Sharpe Ratio of -0.93. The chart below compares the historical Sharpe Ratios of CEPO 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


CEPOBTC-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.41

-0.93

+0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

1.13

-1.00

Drawdowns

CEPO vs. BTC-USD - Drawdown Comparison

The maximum CEPO drawdown since its inception was -32.22%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for CEPO and BTC-USD.


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Drawdown Indicators


CEPOBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-32.22%

-85.30%

+53.08%

Max Drawdown (1Y)

Largest decline over 1 year

-32.22%

-49.65%

+17.43%

Max Drawdown (3Y)

Largest decline over 3 years

-49.65%

Max Drawdown (5Y)

Largest decline over 5 years

-76.67%

Max Drawdown (10Y)

Largest decline over 10 years

-83.80%

Current Drawdown

Current decline from peak

-30.51%

-49.29%

+18.78%

Average Drawdown

Average peak-to-trough decline

-20.05%

-42.27%

+22.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.85%

33.73%

-4.88%

Volatility

CEPO vs. BTC-USD - Volatility Comparison

The current volatility for Cantor Equity Partners I, Inc (CEPO) is 0.53%, while Bitcoin (BTC-USD) has a volatility of 10.81%. This indicates that CEPO 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


CEPOBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.53%

10.81%

-10.28%

Volatility (6M)

Calculated over the trailing 6-month period

2.42%

34.33%

-31.91%

Volatility (1Y)

Calculated over the trailing 1-year period

32.99%

35.60%

-2.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.48%

45.05%

-15.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.48%

56.69%

-27.21%

Frequently Asked Questions


CEPO and BTC-USD have a correlation of 0.12, 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 (10.81%) compared to CEPO (0.53%). In terms of maximum drawdown, CEPO dropped -32.22% vs BTC-USD's -85.30%.

CEPO currently has the higher Sharpe Ratio (-0.41 vs -0.93), 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

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