ENGI.PA vs. BTC-USD
ENGI.PA (ENGIE SA) is a stock, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, ENGI.PA returned 14.08%/yr vs 56.54%/yr for BTC-USD. At a 0.01 correlation, their price movements are largely independent.
Performance
ENGI.PA vs. BTC-USD - Performance Comparison
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Different Trading Currencies
ENGI.PA is traded in EUR, while BTC-USD is traded in USD. To make them comparable, the BTC-USD values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, ENGI.PA achieves a 28.95% return, which is significantly higher than BTC-USD's -26.39% return. Over the past 10 years, ENGI.PA has underperformed BTC-USD with an annualized return of 14.08%, while BTC-USD has yielded a comparatively higher 56.54% annualized return.
ENGI.PA
- 1D
- 0.36%
- 1M
- 0.62%
- YTD
- 28.95%
- 6M
- 33.17%
- 1Y
- 45.36%
- 3Y*
- 34.44%
- 5Y*
- 27.00%
- 10Y*
- 14.08%
BTC-USD
- 1D
- 0.00%
- 1M
- -21.07%
- YTD
- -26.39%
- 6M
- -28.70%
- 1Y
- -40.31%
- 3Y*
- 33.21%
- 5Y*
- 10.38%
- 10Y*
- 56.54%
ENGI.PA vs. BTC-USD - Yearly Performance Comparison
Correlation
The correlation between ENGI.PA and BTC-USD is -0.05, 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 | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.00 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 2012 | 0.01 |
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Return for Risk
ENGI.PA vs. BTC-USD — Risk / Return Rank
ENGI.PA
BTC-USD
ENGI.PA vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ENGIE SA (ENGI.PA) 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.
| ENGI.PA | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.23 | ||
| Sortino ratioReturn per unit of downside risk | +4.45 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 0.86 | +0.55 |
| Calmar ratioReturn relative to maximum drawdown | 3.50 | -0.80 | +4.31 |
| Martin ratioReturn relative to average drawdown | 9.32 | -1.38 | +10.70 |
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Drawdowns
ENGI.PA vs. BTC-USD - Drawdown Comparison
The maximum ENGI.PA drawdown since its inception was -60.64%, smaller than the maximum BTC-USD drawdown of -83.05%. Use the drawdown chart below to compare losses from any high point for ENGI.PA and BTC-USD.
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Drawdown Indicators
| ENGI.PA | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.64% | -83.05% | +22.41% |
Max Drawdown (1Y)Largest decline over 1 year | -13.29% | -50.24% | +36.95% |
Max Drawdown (3Y)Largest decline over 3 years | -16.76% | -50.24% | +33.48% |
Max Drawdown (5Y)Largest decline over 5 years | -30.68% | -73.60% | +42.92% |
Max Drawdown (10Y)Largest decline over 10 years | -47.75% | -82.51% | +34.76% |
Current DrawdownCurrent decline from peak | -2.14% | -48.50% | +46.36% |
Average DrawdownAverage peak-to-trough decline | -32.61% | -40.03% | +7.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.02% | 34.94% | -29.92% |
Volatility
ENGI.PA vs. BTC-USD - Volatility Comparison
The current volatility for ENGIE SA (ENGI.PA) is 5.09%, while Bitcoin (BTC-USD) has a volatility of 11.08%. This indicates that ENGI.PA experiences smaller price fluctuations and is considered to be less risky 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
| ENGI.PA | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.09% | 11.08% | -5.99% |
Volatility (6M)Calculated over the trailing 6-month period | 17.07% | 34.70% | -17.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.46% | 35.21% | -14.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.30% | 44.75% | -23.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.30% | 55.74% | -32.44% |
Frequently Asked Questions
ENGI.PA and BTC-USD have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for ENGI.PA and BTC-USD
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