DDC vs. BTC-USD

Last updated Jul 11, 2026

DDC (DDC Enterprise Ltd) is a stock, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past year, DDC returned -94.55% vs -45.60% for BTC-USD. At a 0.13 correlation, their price movements are largely independent.

Performance

DDC vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DDC Enterprise Ltd (DDC) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DDC achieves a -65.46% return, which is significantly lower than BTC-USD's -26.96% return.

DDC

• 1D: -5.16%
• 1M: -36.22%
• 6M: -76.40%
• YTD: -65.46%
• 1Y: -94.55%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BTC-USD

• 1D: 0.21%
• 1M: 0.58%
• 6M: -29.67%
• YTD: -26.96%
• 1Y: -45.60%
• 3Y*: 26.63%
• 5Y*: 14.32%
• 10Y*: 57.94%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DDC vs. BTC-USD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
DDC DDC Enterprise Ltd	-65.46%	-53.12%	-96.25%	-45.06%
BTC-USD Bitcoin	-26.96%	-6.27%	120.76%	16.94%

Correlation

The correlation between DDC and BTC-USD is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.21
Correlation (All Time) Calculated using the full available price history since Nov 17, 2023	0.13

Return for Risk

DDC vs. BTC-USD — Risk / Return Rank

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

DDC

DDC Risk / Return Rank: 8
DDC Sharpe Ratio Rank: 14
DDC Sortino Ratio Rank: 3
DDC Omega Ratio Rank: 5
DDC Calmar Ratio Rank: 3
DDC Martin Ratio Rank: 16

BTC-USD

BTC-USD Risk / Return Rank: 21
BTC-USD Sharpe Ratio Rank: 6
BTC-USD Sortino Ratio Rank: 29
BTC-USD Omega Ratio Rank: 27
BTC-USD Calmar Ratio Rank: 38
BTC-USD Martin Ratio Rank: 5

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.

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

This table presents a comparison of risk-adjusted performance metrics for DDC Enterprise Ltd (DDC) 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.

	DDC	BTC-USD	Difference
Sharpe ratio: Return per unit of total volatility	-0.69	-1.07	+0.38
Sortino ratio: Return per unit of downside risk	-2.04	-1.60	-0.44
Omega ratio: Gain probability vs. loss probability	0.78	0.84	-0.06
Calmar ratio: Return relative to maximum drawdown	-0.97	-0.86	-0.11
Martin ratio: Return relative to average drawdown	-1.21	-1.40	+0.19

DDC vs. BTC-USD - Sharpe Ratio Comparison

The current DDC Sharpe Ratio is -0.69, which is higher than the BTC-USD Sharpe Ratio of -1.07. The chart below compares the historical Sharpe Ratios of DDC 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.

Drawdowns

DDC vs. BTC-USD - Drawdown Comparison

The maximum DDC drawdown since its inception was -99.67%, which is greater than BTC-USD's maximum drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for DDC and BTC-USD.

Drawdown Indicators

	DDC	BTC-USD	Difference
Max Drawdown Largest peak-to-trough decline	-99.67%	-85.30%	-14.37%
Max Drawdown (1Y) Largest decline over 1 year	-96.45%	-53.08%	-43.37%
Max Drawdown (3Y) Largest decline over 3 years	—	-53.08%	—
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	-99.67%	-48.76%	-50.91%
Average Drawdown Average peak-to-trough decline	-91.53%	-42.54%	-48.99%
Ulcer Index Depth and duration of drawdowns from previous peaks	77.14%	29.22%	+47.92%

Volatility

DDC vs. BTC-USD - Volatility Comparison

DDC Enterprise Ltd (DDC) has a higher volatility of 26.98% compared to Bitcoin (BTC-USD) at 8.77%. This indicates that DDC'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.

Volatility by Period

	DDC	BTC-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	26.98%	8.77%	+18.21%
Volatility (6M) Calculated over the trailing 6-month period	82.60%	34.92%	+47.68%
Volatility (1Y) Calculated over the trailing 1-year period	136.11%	35.53%	+100.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	189.12%	43.94%	+145.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	189.12%	56.32%	+132.80%

Frequently Asked Questions

Can I hold both DDC and BTC-USD in my portfolio?

DDC and BTC-USD have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DDC or BTC-USD?

DDC has higher volatility (26.98%) compared to BTC-USD (8.77%). In terms of maximum drawdown, DDC dropped -99.67% vs BTC-USD's -85.30%.

Which has better risk-adjusted returns?

DDC currently has the higher Sharpe Ratio (-0.69 vs -1.07), 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.