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

Performance

CRWD vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CrowdStrike Holdings, Inc. (CRWD) 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, CRWD achieves a 40.54% return, which is significantly higher than BTC-USD's -28.54% return.


CRWD

1D
-1.82%
1M
24.83%
YTD
40.54%
6M
27.87%
1Y
40.64%
3Y*
63.94%
5Y*
25.22%
10Y*

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)

CRWD vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
CRWD
CrowdStrike Holdings, Inc.
40.54%37.00%34.01%142.49%-48.58%-3.34%324.74%-14.02%
BTC-USD
Bitcoin
-28.54%-6.27%120.76%155.82%-64.23%59.40%304.57%-12.36%

Correlation

The correlation between CRWD and BTC-USD is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.27

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

0.20

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

0.24

Correlation (All Time)
Calculated using the full available price history since Jun 13, 2019

0.20

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Return for Risk

CRWD vs. BTC-USD — Risk / Return Rank

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

CRWD
CRWD Risk / Return Rank: 6666
Overall Rank
CRWD Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
CRWD Sortino Ratio Rank: 6666
Sortino Ratio Rank
CRWD Omega Ratio Rank: 6565
Omega Ratio Rank
CRWD Calmar Ratio Rank: 6464
Calmar Ratio Rank
CRWD Martin Ratio Rank: 6565
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.

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

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


CRWDBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+1.86

Sortino ratioReturn per unit of downside risk

+2.81

Omega ratioGain probability vs. loss probability

1.19

0.86

+0.32

Calmar ratioReturn relative to maximum drawdown

1.10

-0.80

+1.90

Martin ratioReturn relative to average drawdown

2.52

-1.42

+3.94

CRWD vs. BTC-USD - Sharpe Ratio Comparison

The current CRWD Sharpe Ratio is 0.91, which is higher than the BTC-USD Sharpe Ratio of -0.95. The chart below compares the historical Sharpe Ratios of CRWD 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


CRWDBTC-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

-0.95

+1.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.20

+0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

1.13

-0.39

Drawdowns

CRWD vs. BTC-USD - Drawdown Comparison

The maximum CRWD drawdown since its inception was -67.69%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for CRWD and BTC-USD.


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Drawdown Indicators


CRWDBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-67.69%

-85.30%

+17.61%

Max Drawdown (1Y)

Largest decline over 1 year

-37.18%

-51.21%

+14.03%

Max Drawdown (3Y)

Largest decline over 3 years

-44.44%

-51.21%

+6.77%

Max Drawdown (5Y)

Largest decline over 5 years

-67.69%

-76.67%

+8.98%

Max Drawdown (10Y)

Largest decline over 10 years

-83.80%

Current Drawdown

Current decline from peak

-15.77%

-49.86%

+34.09%

Average Drawdown

Average peak-to-trough decline

-23.64%

-42.32%

+18.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.18%

34.46%

-18.28%

Volatility

CRWD vs. BTC-USD - Volatility Comparison

CrowdStrike Holdings, Inc. (CRWD) has a higher volatility of 17.60% compared to Bitcoin (BTC-USD) at 11.59%. This indicates that CRWD'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


CRWDBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.60%

11.59%

+6.01%

Volatility (6M)

Calculated over the trailing 6-month period

37.02%

34.53%

+2.49%

Volatility (1Y)

Calculated over the trailing 1-year period

45.06%

35.67%

+9.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.79%

44.95%

+5.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

55.99%

56.71%

-0.72%

Frequently Asked Questions


CRWD and BTC-USD have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CRWD has higher volatility (17.60%) compared to BTC-USD (11.59%). In terms of maximum drawdown, CRWD dropped -67.69% vs BTC-USD's -85.30%.

CRWD currently has the higher Sharpe Ratio (0.91 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.

Portfolio Optimizer

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