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DXYN vs. BTC-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Key characteristics


DXYNBTC-USD
YTD Return11.48%48.83%
1Y Return-17.82%133.57%
3Y Return (Ann)-35.94%7.84%
5Y Return (Ann)4.70%50.23%
10Y Return (Ann)-22.68%63.96%
Sharpe Ratio-0.205.18
Daily Std Dev93.95%39.14%
Max Drawdown-98.54%-93.07%
Current Drawdown-97.10%-13.93%

Correlation

-0.50.00.51.00.0

The correlation between DXYN and BTC-USD is 0.02, 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.

Performance

DXYN vs. BTC-USD - Performance Comparison

In the year-to-date period, DXYN achieves a 11.48% return, which is significantly lower than BTC-USD's 48.83% return. Over the past 10 years, DXYN has underperformed BTC-USD with an annualized return of -22.68%, while BTC-USD has yielded a comparatively higher 63.96% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%50,000,000.00%100,000,000.00%150,000,000.00%December2024FebruaryMarchAprilMay
-77.57%
127,047,864.97%
DXYN
BTC-USD

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


The Dixie Group, Inc.

Bitcoin

Risk-Adjusted Performance

DXYN vs. BTC-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Dixie Group, Inc. (DXYN) 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.


DXYN
Sharpe ratio
The chart of Sharpe ratio for DXYN, currently valued at -0.01, compared to the broader market-2.00-1.000.001.002.003.00-0.01
Sortino ratio
The chart of Sortino ratio for DXYN, currently valued at 0.77, compared to the broader market-4.00-2.000.002.004.006.000.77
Omega ratio
The chart of Omega ratio for DXYN, currently valued at 1.08, compared to the broader market0.501.001.502.001.08
Calmar ratio
The chart of Calmar ratio for DXYN, currently valued at 0.01, compared to the broader market0.002.004.006.000.01
Martin ratio
The chart of Martin ratio for DXYN, currently valued at -0.04, compared to the broader market-10.000.0010.0020.0030.00-0.04
BTC-USD
Sharpe ratio
The chart of Sharpe ratio for BTC-USD, currently valued at 5.18, compared to the broader market-2.00-1.000.001.002.003.005.18
Sortino ratio
The chart of Sortino ratio for BTC-USD, currently valued at 4.58, compared to the broader market-4.00-2.000.002.004.006.004.58
Omega ratio
The chart of Omega ratio for BTC-USD, currently valued at 1.52, compared to the broader market0.501.001.502.001.52
Calmar ratio
The chart of Calmar ratio for BTC-USD, currently valued at 0.77, compared to the broader market0.002.004.006.000.77
Martin ratio
The chart of Martin ratio for BTC-USD, currently valued at 39.13, compared to the broader market-10.000.0010.0020.0030.0039.13

DXYN vs. BTC-USD - Sharpe Ratio Comparison

The current DXYN Sharpe Ratio is -0.20, which is lower than the BTC-USD Sharpe Ratio of 5.18. The chart below compares the 12-month rolling Sharpe Ratio of DXYN and BTC-USD.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.005.006.00December2024FebruaryMarchAprilMay
-0.01
5.18
DXYN
BTC-USD

Drawdowns

DXYN vs. BTC-USD - Drawdown Comparison

The maximum DXYN drawdown since its inception was -98.54%, which is greater than BTC-USD's maximum drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for DXYN and BTC-USD. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%December2024FebruaryMarchAprilMay
-95.42%
-13.93%
DXYN
BTC-USD

Volatility

DXYN vs. BTC-USD - Volatility Comparison

The Dixie Group, Inc. (DXYN) has a higher volatility of 34.74% compared to Bitcoin (BTC-USD) at 14.34%. This indicates that DXYN'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.


10.00%15.00%20.00%25.00%30.00%35.00%December2024FebruaryMarchAprilMay
34.74%
14.34%
DXYN
BTC-USD