DDC vs. BTC-USD

Last updated Apr 3, 2026

Compare and contrast key facts about DDC Enterprise Ltd (DDC) and Bitcoin (BTC-USD).

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.

DDC vs. BTC-USD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
DDC DDC Enterprise Ltd	-2.44%	-53.12%	-96.25%	-24.80%
BTC-USD Bitcoin	-23.70%	-6.27%	120.76%	15.45%

Returns By Period

In the year-to-date period, DDC achieves a -2.44% return, which is significantly higher than BTC-USD's -23.70% return.

DDC

• 1D: 19.76%
• 1M: -11.89%
• YTD: -2.44%
• 6M: -74.65%
• 1Y: -45.98%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BTC-USD

• 1D: -1.99%
• 1M: -2.31%
• YTD: -23.70%
• 6M: -44.66%
• 1Y: -19.07%
• 3Y*: 33.89%
• 5Y*: 3.18%
• 10Y*: 66.03%

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

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: 34
DDC Sharpe Ratio Rank: 27
DDC Sortino Ratio Rank: 46
DDC Omega Ratio Rank: 44
DDC Calmar Ratio Rank: 24
DDC Martin Ratio Rank: 27

BTC-USD

BTC-USD Risk / Return Rank: 39
BTC-USD Sharpe Ratio Rank: 66
BTC-USD Sortino Ratio Rank: 60
BTC-USD Omega Ratio Rank: 59
BTC-USD Calmar Ratio Rank: 12
BTC-USD Martin Ratio Rank: 0

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.

	DDC	BTC-USD	Difference
Sharpe ratio Return per unit of total volatility	-0.28	-0.43	+0.16
Sortino ratio Return per unit of downside risk	0.72	-0.36	+1.08
Omega ratio Gain probability vs. loss probability	1.08	0.96	+0.12
Calmar ratio Return relative to maximum drawdown	-0.47	-1.14	+0.67
Martin ratio Return relative to average drawdown	-0.69	-2.03	+1.34
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DDC vs. BTC-USD - Sharpe Ratio Comparison

The current DDC Sharpe Ratio is -0.28, which is higher than the BTC-USD Sharpe Ratio of -0.43. The chart below compares the historical Sharpe Ratios of DDC and BTC-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DDC	BTC-USD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.28	-0.43	+0.16
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.06	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.97	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.43	1.18	-1.61

Correlation

The correlation between DDC and BTC-USD is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Drawdowns

DDC vs. BTC-USD - Drawdown Comparison

The maximum DDC drawdown since its inception was -98.95%, 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	-98.95%	-85.30%	-13.65%
Max Drawdown (1Y) Largest decline over 1 year	-91.62%	-49.65%	-41.97%
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	-98.74%	-46.47%	-52.27%
Average Drawdown Average peak-to-trough decline	-87.66%	-42.00%	-45.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	61.77%	27.75%	+34.02%

Volatility

DDC vs. BTC-USD - Volatility Comparison

DDC Enterprise Ltd (DDC) has a higher volatility of 35.25% compared to Bitcoin (BTC-USD) at 13.70%. 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	35.25%	13.70%	+21.55%
Volatility (6M) Calculated over the trailing 6-month period	97.81%	35.96%	+61.85%
Volatility (1Y) Calculated over the trailing 1-year period	167.01%	36.69%	+130.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	196.52%	46.91%	+149.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	196.52%	56.71%	+139.81%