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

Performance

DXYN vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Dixie Group, Inc. (DXYN) 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, DXYN achieves a -10.98% return, which is significantly higher than BTC-USD's -29.04% return. Over the past 10 years, DXYN has underperformed BTC-USD with an annualized return of -20.04%, while BTC-USD has yielded a comparatively higher 57.70% annualized return.


DXYN

1D
0.00%
1M
0.15%
6M
-17.19%
YTD
-10.98%
1Y
-19.85%
3Y*
-32.11%
5Y*
-33.75%
10Y*
-20.04%

BTC-USD

1D
-1.95%
1M
-1.55%
6M
-31.98%
YTD
-29.04%
1Y
-43.02%
3Y*
27.20%
5Y*
12.92%
10Y*
57.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DXYN vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DXYN
The Dixie Group, Inc.
-10.98%-30.96%-12.46%-4.92%-86.34%124.71%123.68%60.70%-81.57%6.94%
BTC-USD
Bitcoin
-29.04%-6.27%120.76%155.82%-64.23%59.40%304.57%94.10%-73.37%1,324.24%

Correlation

The correlation between DXYN and BTC-USD is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.03

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

0.04

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

0.06

Correlation (10Y)
Calculated over the trailing 10-year period

0.03

Correlation (All Time)
Calculated using the full available price history since Oct 23, 2012

0.02

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Return for Risk

DXYN vs. BTC-USD — Risk / Return Rank

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

DXYN
DXYN Risk / Return Rank: 3838
Overall Rank
DXYN Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
DXYN Sortino Ratio Rank: 4242
Sortino Ratio Rank
DXYN Omega Ratio Rank: 4242
Omega Ratio Rank
DXYN Calmar Ratio Rank: 3434
Calmar Ratio Rank
DXYN Martin Ratio Rank: 3434
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 2121
Overall Rank
BTC-USD Sharpe Ratio Rank: 55
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 2828
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 2424
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 3939
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 66
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.

DXYN vs. BTC-USD - Risk-Adjusted Trends 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.

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.


DXYNBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+0.79

Sortino ratioReturn per unit of downside risk

+1.82

Omega ratioGain probability vs. loss probability

1.05

0.85

+0.20

Calmar ratioReturn relative to maximum drawdown

-0.33

-0.81

+0.48

Martin ratioReturn relative to average drawdown

-0.58

-1.34

+0.76

DXYN vs. BTC-USD - Sharpe Ratio Comparison

The current DXYN Sharpe Ratio is -0.21, which is higher than the BTC-USD Sharpe Ratio of -1.00. The chart below compares the historical Sharpe Ratios of DXYN 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

DXYN vs. BTC-USD - Drawdown Comparison

The maximum DXYN drawdown since its inception was -98.45%, 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 DXYN and BTC-USD.


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Drawdown Indicators


DXYNBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-98.45%

-85.30%

-13.15%

Max Drawdown (1Y)

Largest decline over 1 year

-59.92%

-53.08%

-6.84%

Max Drawdown (3Y)

Largest decline over 3 years

-75.98%

-53.08%

-22.90%

Max Drawdown (5Y)

Largest decline over 5 years

-95.62%

-76.67%

-18.95%

Max Drawdown (10Y)

Largest decline over 10 years

-95.62%

-83.80%

-11.82%

Current Drawdown

Current decline from peak

-97.94%

-50.22%

-47.72%

Average Drawdown

Average peak-to-trough decline

-62.72%

-42.52%

-20.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

34.56%

31.08%

+3.48%

Volatility

DXYN vs. BTC-USD - Volatility Comparison

The Dixie Group, Inc. (DXYN) has a higher volatility of 36.19% compared to Bitcoin (BTC-USD) at 9.48%. 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.


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Volatility by Period


DXYNBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

36.19%

9.48%

+26.71%

Volatility (6M)

Calculated over the trailing 6-month period

75.83%

34.85%

+40.98%

Volatility (1Y)

Calculated over the trailing 1-year period

96.35%

35.75%

+60.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

92.67%

43.97%

+48.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

94.47%

56.32%

+38.15%

Frequently Asked Questions


DXYN and BTC-USD have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DXYN has higher volatility (36.19%) compared to BTC-USD (9.48%). In terms of maximum drawdown, DXYN dropped -98.45% vs BTC-USD's -85.30%.

DXYN currently has the higher Sharpe Ratio (-0.21 vs -1.00), 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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