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

Correlation

The correlation between EGLD-USD and BTC-USD is 0.34, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

EGLD-USD vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Elrond (EGLD-USD) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%1,000.00%NovemberDecember2025FebruaryMarchApril
102.40%
798.81%
EGLD-USD
BTC-USD

Key characteristics

Sharpe Ratio

EGLD-USD:

-0.45

BTC-USD:

1.95

Sortino Ratio

EGLD-USD:

-0.17

BTC-USD:

2.56

Omega Ratio

EGLD-USD:

0.98

BTC-USD:

1.26

Calmar Ratio

EGLD-USD:

0.01

BTC-USD:

1.73

Martin Ratio

EGLD-USD:

-0.98

BTC-USD:

8.72

Ulcer Index

EGLD-USD:

43.25%

BTC-USD:

11.36%

Daily Std Dev

EGLD-USD:

70.69%

BTC-USD:

42.72%

Max Drawdown

EGLD-USD:

-97.45%

BTC-USD:

-93.07%

Current Drawdown

EGLD-USD:

-96.40%

BTC-USD:

-10.76%

Returns By Period

In the year-to-date period, EGLD-USD achieves a -47.11% return, which is significantly lower than BTC-USD's 1.38% return.


EGLD-USD

YTD

-47.11%

1M

-5.81%

6M

-25.66%

1Y

-57.94%

5Y*

N/A

10Y*

N/A

BTC-USD

YTD

1.38%

1M

8.65%

6M

41.34%

1Y

48.57%

5Y*

64.83%

10Y*

82.95%

*Annualized

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Risk-Adjusted Performance

EGLD-USD vs. BTC-USD — Risk-Adjusted Performance Rank

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

EGLD-USD
The Risk-Adjusted Performance Rank of EGLD-USD is 1414
Overall Rank
The Sharpe Ratio Rank of EGLD-USD is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of EGLD-USD is 1010
Sortino Ratio Rank
The Omega Ratio Rank of EGLD-USD is 1010
Omega Ratio Rank
The Calmar Ratio Rank of EGLD-USD is 2828
Calmar Ratio Rank
The Martin Ratio Rank of EGLD-USD is 1515
Martin Ratio Rank

BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 9090
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 8585
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8787
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 9393
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 9191
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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

This table presents a comparison of risk-adjusted performance metrics for Elrond (EGLD-USD) 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.


The chart of Sharpe ratio for EGLD-USD, currently valued at -0.45, compared to the broader market0.001.002.003.004.00
EGLD-USD: -0.45
BTC-USD: 1.95
The chart of Sortino ratio for EGLD-USD, currently valued at -0.17, compared to the broader market0.001.002.003.004.00
EGLD-USD: -0.17
BTC-USD: 2.56
The chart of Omega ratio for EGLD-USD, currently valued at 0.98, compared to the broader market1.001.101.201.301.40
EGLD-USD: 0.98
BTC-USD: 1.26
The chart of Calmar ratio for EGLD-USD, currently valued at 0.01, compared to the broader market1.002.003.004.00
EGLD-USD: 0.01
BTC-USD: 1.73
The chart of Martin ratio for EGLD-USD, currently valued at -0.98, compared to the broader market0.005.0010.0015.0020.00
EGLD-USD: -0.98
BTC-USD: 8.72

The current EGLD-USD Sharpe Ratio is -0.45, which is lower than the BTC-USD Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of EGLD-USD 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.00NovemberDecember2025FebruaryMarchApril
-0.45
1.95
EGLD-USD
BTC-USD

Drawdowns

EGLD-USD vs. BTC-USD - Drawdown Comparison

The maximum EGLD-USD drawdown since its inception was -97.45%, roughly equal to the maximum BTC-USD drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for EGLD-USD and BTC-USD. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-96.40%
-10.76%
EGLD-USD
BTC-USD

Volatility

EGLD-USD vs. BTC-USD - Volatility Comparison

Elrond (EGLD-USD) has a higher volatility of 28.34% compared to Bitcoin (BTC-USD) at 16.25%. This indicates that EGLD-USD'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.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%NovemberDecember2025FebruaryMarchApril
28.34%
16.25%
EGLD-USD
BTC-USD