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

Performance

DXYZ vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Destiny Tech100 Inc (DXYZ) 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, DXYZ achieves a 13.29% return, which is significantly higher than BTC-USD's -29.30% return.


DXYZ

1D
-11.55%
1M
-36.45%
YTD
13.29%
6M
24.60%
1Y
-18.83%
3Y*
5Y*
10Y*

BTC-USD

1D
-1.90%
1M
-24.74%
YTD
-29.30%
6M
-33.26%
1Y
-43.91%
3Y*
33.75%
5Y*
11.01%
10Y*
58.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DXYZ vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)20252024
DXYZ
Destiny Tech100 Inc
13.29%-47.96%613.45%
BTC-USD
Bitcoin
-29.30%-6.27%33.57%

Correlation

The correlation between DXYZ and BTC-USD is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

Correlation (All Time)
Calculated using the full available price history since Mar 26, 2024

0.26

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Return for Risk

DXYZ vs. BTC-USD — Risk / Return Rank

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

DXYZ
DXYZ Risk / Return Rank: 3636
Overall Rank
DXYZ Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
DXYZ Sortino Ratio Rank: 4343
Sortino Ratio Rank
DXYZ Omega Ratio Rank: 4242
Omega Ratio Rank
DXYZ Calmar Ratio Rank: 3131
Calmar Ratio Rank
DXYZ Martin Ratio Rank: 3232
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 2222
Overall Rank
BTC-USD Sharpe Ratio Rank: 66
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3131
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 2929
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 4141
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 44
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.

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

This table presents a comparison of risk-adjusted performance metrics for Destiny Tech100 Inc (DXYZ) 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.


DXYZBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+0.84

Sortino ratioReturn per unit of downside risk

+1.95

Omega ratioGain probability vs. loss probability

1.05

0.84

+0.21

Calmar ratioReturn relative to maximum drawdown

-0.37

-0.86

+0.49

Martin ratioReturn relative to average drawdown

-0.62

-1.52

+0.90

DXYZ vs. BTC-USD - Sharpe Ratio Comparison

The current DXYZ Sharpe Ratio is -0.19, which is higher than the BTC-USD Sharpe Ratio of -1.03. The chart below compares the historical Sharpe Ratios of DXYZ 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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Sharpe Ratios by Period


DXYZBTC-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.19

-1.03

+0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

1.13

-0.57

Drawdowns

DXYZ vs. BTC-USD - Drawdown Comparison

The maximum DXYZ drawdown since its inception was -90.35%, 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 DXYZ and BTC-USD.


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Drawdown Indicators


DXYZBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-90.35%

-85.30%

-5.05%

Max Drawdown (1Y)

Largest decline over 1 year

-51.29%

-51.21%

-0.08%

Max Drawdown (3Y)

Largest decline over 3 years

-51.21%

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

-65.23%

-50.40%

-14.83%

Average Drawdown

Average peak-to-trough decline

-68.38%

-42.32%

-26.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

32.66%

34.60%

-1.94%

Volatility

DXYZ vs. BTC-USD - Volatility Comparison

Destiny Tech100 Inc (DXYZ) has a higher volatility of 58.87% compared to Bitcoin (BTC-USD) at 11.29%. This indicates that DXYZ'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


DXYZBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

58.87%

11.29%

+47.58%

Volatility (6M)

Calculated over the trailing 6-month period

81.47%

34.48%

+46.99%

Volatility (1Y)

Calculated over the trailing 1-year period

98.45%

35.69%

+62.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

164.90%

44.74%

+120.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

164.90%

56.71%

+108.19%

Frequently Asked Questions


DXYZ and BTC-USD have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DXYZ has higher volatility (58.87%) compared to BTC-USD (11.29%). In terms of maximum drawdown, DXYZ dropped -90.35% vs BTC-USD's -85.30%.

DXYZ currently has the higher Sharpe Ratio (-0.19 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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