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

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.

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Returns By Period

In the year-to-date period, DDC achieves a -79.39% return, which is significantly lower than BTC-USD's -28.25% return.


DDC

1D
-12.16%
1M
-54.63%
6M
-84.64%
YTD
-79.39%
1Y
-96.46%
3Y*
5Y*
10Y*
ALL TIME*
-89.99%

BTC-USD

1D
-0.07%
1M
2.11%
6M
-20.17%
YTD
-28.25%
1Y
-44.56%
3Y*
29.12%
5Y*
9.91%
10Y*
59.93%
ALL TIME*
87.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

BTC-USD

Bitcoin
$1567.39T$1617.70T$2123.65T
$76.99K$90.30K$99.35K

DDC vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023
DDC
DDC Enterprise Ltd
-79.39%-53.12%-96.25%-45.06%
BTC-USD
Bitcoin
-28.25%-6.27%120.76%16.94%

Correlation

The correlation between DDC and BTC-USD is 0.20, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.20

Correlation (All Time)
Calculated using the full available price history since Nov 17, 2023

0.14

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Return for Risk

DDC vs. BTC-USD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DDC
DDC Risk / Return Rank: 55
Overall Rank
DDC Sharpe Ratio Rank: 99
Sharpe Ratio Rank
DDC Sortino Ratio Rank: 00
Sortino Ratio Rank
DDC Omega Ratio Rank: 22
Omega Ratio Rank
DDC Calmar Ratio Rank: 11
Calmar Ratio Rank
DDC Martin Ratio Rank: 1111
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 3535
Overall Rank
BTC-USD Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 4141
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3939
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 5555
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 2626
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.


DDCBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+0.23

Sortino ratioReturn per unit of downside risk

-1.49

Omega ratioGain probability vs. loss probability

0.68

0.85

-0.17

Calmar ratioReturn relative to maximum drawdown

-1.00

-0.84

-0.16

Martin ratioReturn relative to average drawdown

-1.30

-1.29

-0.01

DDC vs. BTC-USD - Sharpe Ratio Comparison

The current DDC Sharpe Ratio is -0.81, which is comparable to the BTC-USD Sharpe Ratio of -1.03. 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.


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Drawdowns

DDC vs. BTC-USD - Drawdown Comparison

The maximum DDC drawdown since its inception was -99.80%, 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.


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Drawdown Indicators


DDCBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-99.80%

-85.30%

-14.50%

Max Drawdown (1Y)

Largest decline over 1 year

-96.96%

-53.08%

-43.88%

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

-99.80%

-49.66%

-50.14%

Average Drawdown

Average peak-to-trough decline

-91.71%

-42.72%

-48.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

74.14%

24.84%

+49.30%

Volatility

DDC vs. BTC-USD - Volatility Comparison

DDC Enterprise Ltd (DDC) has a higher volatility of 25.79% compared to Bitcoin (BTC-USD) at 8.58%. 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.


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Volatility by Period


DDCBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.79%

8.58%

+17.21%

Volatility (6M)

Calculated over the trailing 6-month period

79.91%

33.78%

+46.13%

Volatility (1Y)

Calculated over the trailing 1-year period

120.14%

35.90%

+84.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

187.62%

43.65%

+143.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

187.62%

56.25%

+131.37%

Frequently Asked Questions


DDC and BTC-USD have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DDC has higher volatility (25.79%) compared to BTC-USD (8.58%). In terms of maximum drawdown, DDC dropped -99.80% vs BTC-USD's -85.30%.

DDC currently has the higher Sharpe Ratio (-0.81 vs -1.03), 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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