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CN vs. GBTC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CN and GBTC is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

CN vs. GBTC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI All China Equity ETF (CN) and Grayscale Bitcoin Trust (BTC) (GBTC). The values are adjusted to include any dividend payments, if applicable.

0.00%5,000.00%10,000.00%15,000.00%20,000.00%NovemberDecember2025FebruaryMarchApril
-32.75%
15,917.33%
CN
GBTC

Key characteristics

Returns By Period


CN

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

GBTC

YTD

-0.14%

1M

6.02%

6M

36.08%

1Y

29.91%

5Y*

54.15%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

CN vs. GBTC — Risk-Adjusted Performance Rank

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

CN
The Risk-Adjusted Performance Rank of CN is 1313
Overall Rank
The Sharpe Ratio Rank of CN is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of CN is 2020
Sortino Ratio Rank
The Omega Ratio Rank of CN is 2424
Omega Ratio Rank
The Calmar Ratio Rank of CN is 66
Calmar Ratio Rank
The Martin Ratio Rank of CN is 88
Martin Ratio Rank

GBTC
The Risk-Adjusted Performance Rank of GBTC is 7070
Overall Rank
The Sharpe Ratio Rank of GBTC is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of GBTC is 6767
Sortino Ratio Rank
The Omega Ratio Rank of GBTC is 6363
Omega Ratio Rank
The Calmar Ratio Rank of GBTC is 7979
Calmar Ratio Rank
The Martin Ratio Rank of GBTC is 7070
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CN vs. GBTC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI All China Equity ETF (CN) and Grayscale Bitcoin Trust (BTC) (GBTC). 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.


The chart of Calmar ratio for CN, currently valued at 0.00, compared to the broader market0.002.004.006.008.0010.0012.00
CN: 0.00
GBTC: 0.71


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
1.05
0.44
CN
GBTC

Dividends

CN vs. GBTC - Dividend Comparison

Neither CN nor GBTC has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
CN
Xtrackers MSCI All China Equity ETF
0.00%100.13%4.04%0.21%2.00%0.78%4.18%2.09%0.81%9.12%4.03%1.15%
GBTC
Grayscale Bitcoin Trust (BTC)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.23%0.00%0.00%0.00%

Drawdowns

CN vs. GBTC - Drawdown Comparison


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-52.77%
-12.74%
CN
GBTC

Volatility

CN vs. GBTC - Volatility Comparison

The current volatility for Xtrackers MSCI All China Equity ETF (CN) is 0.00%, while Grayscale Bitcoin Trust (BTC) (GBTC) has a volatility of 16.51%. This indicates that CN experiences smaller price fluctuations and is considered to be less risky than GBTC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril0
16.51%
CN
GBTC