CLILF vs. BTC-USD
CLILF (CapitaLand Investment Limited) is a stock, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 3 years, CLILF returned -5.11%/yr vs 36.94%/yr for BTC-USD. At a 0.01 correlation, their price movements are largely independent.
Performance
CLILF vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, CLILF achieves a 6.49% return, which is significantly higher than BTC-USD's -26.27% return.
CLILF
- 1D
- 0.00%
- 1M
- -4.23%
- YTD
- 6.49%
- 6M
- 33.67%
- 1Y
- 15.00%
- 3Y*
- -5.11%
- 5Y*
- —
- 10Y*
- —
BTC-USD
- 1D
- 1.71%
- 1M
- -20.43%
- YTD
- -26.27%
- 6M
- -28.52%
- 1Y
- -39.20%
- 3Y*
- 36.94%
- 5Y*
- 9.74%
- 10Y*
- 57.23%
CLILF vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
CLILF CapitaLand Investment Limited | 6.49% | -3.06% | -1.09% | -23.92% | 6.00% | -1.96% |
BTC-USD Bitcoin | -26.27% | -6.27% | 120.76% | 155.82% | -64.23% | -25.71% |
Correlation
The correlation between CLILF and BTC-USD is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Oct 22, 2021 | 0.01 |
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Return for Risk
CLILF vs. BTC-USD — Risk / Return Rank
CLILF
BTC-USD
CLILF vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CapitaLand Investment Limited (CLILF) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CLILF | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.16 | ||
| Sortino ratioReturn per unit of downside risk | +2.17 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 0.87 | +0.39 |
| Calmar ratioReturn relative to maximum drawdown | 0.52 | -0.77 | +1.28 |
| Martin ratioReturn relative to average drawdown | 1.03 | -1.33 | +2.36 |
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Drawdowns
CLILF vs. BTC-USD - Drawdown Comparison
The maximum CLILF drawdown since its inception was -66.07%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for CLILF and BTC-USD.
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Drawdown Indicators
| CLILF | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.07% | -85.30% | +19.23% |
Max Drawdown (1Y)Largest decline over 1 year | -29.26% | -51.21% | +21.95% |
Max Drawdown (3Y)Largest decline over 3 years | -45.96% | -51.21% | +5.25% |
Max Drawdown (5Y)Largest decline over 5 years | — | -76.67% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -83.80% | — |
Current DrawdownCurrent decline from peak | -53.74% | -48.27% | -5.47% |
Average DrawdownAverage peak-to-trough decline | -44.07% | -42.36% | -1.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.66% | 35.16% | -20.50% |
Volatility
CLILF vs. BTC-USD - Volatility Comparison
The current volatility for CapitaLand Investment Limited (CLILF) is 10.69%, while Bitcoin (BTC-USD) has a volatility of 11.97%. This indicates that CLILF 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
| CLILF | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.69% | 11.97% | -1.28% |
Volatility (6M)Calculated over the trailing 6-month period | 54.59% | 34.64% | +19.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 62.76% | 35.59% | +27.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 79.89% | 44.57% | +35.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 79.89% | 56.61% | +23.28% |
Frequently Asked Questions
CLILF and BTC-USD have a correlation of -0.02, 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 (11.97%) compared to CLILF (10.69%). In terms of maximum drawdown, CLILF dropped -66.07% vs BTC-USD's -85.30%.
CLILF currently has the higher Sharpe Ratio (0.24 vs -0.92), 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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