COTZX vs. BTC-USD
COTZX (Columbia Thermostat Fund) is Tactical Allocation fund managed by Columbia, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, COTZX returned 7.29%/yr vs 59.68%/yr for BTC-USD. At a 0.10 correlation, their price movements are largely independent.
Performance
COTZX vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, COTZX achieves a 2.25% return, which is significantly higher than BTC-USD's -28.54% return. Over the past 10 years, COTZX has underperformed BTC-USD with an annualized return of 7.29%, while BTC-USD has yielded a comparatively higher 59.68% annualized return.
COTZX
- 1D
- -1.09%
- 1M
- -0.49%
- YTD
- 2.25%
- 6M
- 2.63%
- 1Y
- 11.00%
- 3Y*
- 10.35%
- 5Y*
- 4.49%
- 10Y*
- 7.29%
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%
COTZX vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
COTZX Columbia Thermostat Fund | 2.25% | 15.02% | 7.98% | 11.66% | -12.92% | 6.44% | 29.61% | 15.15% | -1.17% | 3.33% |
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 COTZX and BTC-USD is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Sep 23, 2012 | 0.10 |
Over the past year, COTZX and BTC-USD have become more correlated (0.34) than their long-term average of 0.10, meaning their price movements have been converging.
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Return for Risk
COTZX vs. BTC-USD — Risk / Return Rank
COTZX
BTC-USD
COTZX vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Thermostat Fund (COTZX) 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.
| COTZX | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.13 | ||
| Sortino ratioReturn per unit of downside risk | +4.51 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 0.86 | +0.56 |
| Calmar ratioReturn relative to maximum drawdown | 2.80 | -0.80 | +3.60 |
| Martin ratioReturn relative to average drawdown | 13.13 | -1.42 | +14.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| COTZX | BTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.17 | -0.95 | +3.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.20 | +0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.99 | 0.87 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 1.13 | -0.49 |
Drawdowns
COTZX vs. BTC-USD - Drawdown Comparison
The maximum COTZX drawdown since its inception was -47.48%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for COTZX and BTC-USD.
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Drawdown Indicators
| COTZX | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.48% | -85.30% | +37.82% |
Max Drawdown (1Y)Largest decline over 1 year | -4.02% | -51.21% | +47.19% |
Max Drawdown (3Y)Largest decline over 3 years | -6.93% | -51.21% | +44.28% |
Max Drawdown (5Y)Largest decline over 5 years | -17.80% | -76.67% | +58.87% |
Max Drawdown (10Y)Largest decline over 10 years | -17.80% | -83.80% | +66.00% |
Current DrawdownCurrent decline from peak | -1.20% | -49.86% | +48.66% |
Average DrawdownAverage peak-to-trough decline | -3.47% | -42.32% | +38.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.86% | 34.46% | -33.60% |
Volatility
COTZX vs. BTC-USD - Volatility Comparison
The current volatility for Columbia Thermostat Fund (COTZX) is 1.87%, while Bitcoin (BTC-USD) has a volatility of 11.59%. This indicates that COTZX 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
| COTZX | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.87% | 11.59% | -9.72% |
Volatility (6M)Calculated over the trailing 6-month period | 4.12% | 34.53% | -30.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.19% | 35.67% | -30.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.35% | 44.95% | -37.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.40% | 56.71% | -49.31% |
Frequently Asked Questions
COTZX and BTC-USD have a correlation of 0.34, 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 (11.59%) compared to COTZX (1.87%). In terms of maximum drawdown, COTZX dropped -47.48% vs BTC-USD's -85.30%.
COTZX currently has the higher Sharpe Ratio (2.17 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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