EQ vs. BTC-USD
EQ (Equillium Inc) is a stock, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 5 years, EQ returned -16.15%/yr vs 11.41%/yr for BTC-USD. At a 0.07 correlation, their price movements are largely independent.
Performance
EQ vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, EQ achieves a 80.00% return, which is significantly higher than BTC-USD's -27.71% return.
EQ
- 1D
- -9.42%
- 1M
- 34.13%
- YTD
- 80.00%
- 6M
- 224.68%
- 1Y
- 662.30%
- 3Y*
- 64.24%
- 5Y*
- -16.15%
- 10Y*
- —
BTC-USD
- 1D
- -5.18%
- 1M
- -20.79%
- YTD
- -27.71%
- 6M
- -32.32%
- 1Y
- -40.02%
- 3Y*
- 32.61%
- 5Y*
- 11.41%
- 10Y*
- 60.00%
EQ vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EQ Equillium Inc | 80.00% | 107.16% | 3.49% | -31.79% | -71.88% | -29.53% | 58.28% | -58.58% | -41.71% |
BTC-USD Bitcoin | -27.71% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -40.34% |
Correlation
The correlation between EQ 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 | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Oct 13, 2018 | 0.07 |
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Return for Risk
EQ vs. BTC-USD — Risk / Return Rank
EQ
BTC-USD
EQ vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Equillium Inc (EQ) 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.
| EQ | BTC-USD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 4.03 | -0.93 | +4.97 |
Sortino ratioReturn per unit of downside risk | 4.48 | -1.31 | +5.79 |
Omega ratioGain probability vs. loss probability | 1.52 | 0.87 | +0.66 |
Calmar ratioReturn relative to maximum drawdown | 10.65 | -0.81 | +11.45 |
Martin ratioReturn relative to average drawdown | 23.47 | -1.42 | +24.88 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EQ | BTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.03 | -0.93 | +4.97 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.14 | 0.21 | -0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.88 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.07 | 1.13 | -1.20 |
Drawdowns
EQ vs. BTC-USD - Drawdown Comparison
The maximum EQ drawdown since its inception was -98.91%, 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 EQ and BTC-USD.
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Drawdown Indicators
| EQ | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.91% | -85.30% | -13.61% |
Max Drawdown (1Y)Largest decline over 1 year | -57.79% | -49.65% | -8.14% |
Max Drawdown (3Y)Largest decline over 3 years | -90.33% | -49.65% | -40.68% |
Max Drawdown (5Y)Largest decline over 5 years | -96.20% | -76.67% | -19.53% |
Max Drawdown (10Y)Largest decline over 10 years | — | -83.80% | — |
Current DrawdownCurrent decline from peak | -89.47% | -49.29% | -40.18% |
Average DrawdownAverage peak-to-trough decline | -84.98% | -42.27% | -42.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.22% | 33.73% | -7.51% |
Volatility
EQ vs. BTC-USD - Volatility Comparison
Equillium Inc (EQ) has a higher volatility of 38.62% compared to Bitcoin (BTC-USD) at 10.81%. This indicates that EQ'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
| EQ | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 38.62% | 10.81% | +27.81% |
Volatility (6M)Calculated over the trailing 6-month period | 79.07% | 34.33% | +44.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 165.88% | 35.60% | +130.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 114.75% | 45.05% | +69.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 288.95% | 56.69% | +232.26% |
Frequently Asked Questions
EQ 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.
EQ has higher volatility (38.62%) compared to BTC-USD (10.81%). In terms of maximum drawdown, EQ dropped -98.91% vs BTC-USD's -85.30%.
EQ currently has the higher Sharpe Ratio (4.03 vs -0.93), 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.
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