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

Performance

EQ vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Equillium Inc (EQ) 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, EQ achieves a 85.81% return, which is significantly higher than BTC-USD's -28.58% return.


EQ

1D
-1.03%
1M
2.49%
6M
150.43%
YTD
85.81%
1Y
723.09%
3Y*
49.32%
5Y*
-12.67%
10Y*

BTC-USD

1D
-1.96%
1M
-3.01%
6M
-31.47%
YTD
-28.58%
1Y
-47.54%
3Y*
27.25%
5Y*
13.75%
10Y*
57.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EQ vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
EQ
Equillium Inc
85.81%107.16%3.49%-31.79%-71.88%-29.53%58.28%-58.58%-43.14%
BTC-USD
Bitcoin
-28.58%-6.27%120.76%155.82%-64.23%59.40%304.57%94.10%-40.02%

Correlation

The correlation between EQ and BTC-USD is 0.00, 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

0.00

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

0.09

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

0.08

Correlation (All Time)
Calculated using the full available price history since Oct 12, 2018

0.06

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Return for Risk

EQ vs. BTC-USD — Risk / Return Rank

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

EQ
EQ Risk / Return Rank: 9898
Overall Rank
EQ Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
EQ Sortino Ratio Rank: 9898
Sortino Ratio Rank
EQ Omega Ratio Rank: 9696
Omega Ratio Rank
EQ Calmar Ratio Rank: 9999
Calmar Ratio Rank
EQ Martin Ratio Rank: 9898
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 1818
Overall Rank
BTC-USD Sharpe Ratio Rank: 33
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 2626
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 2222
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 3434
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 55
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.

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.

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.


EQBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+5.56

Sortino ratioReturn per unit of downside risk

+6.36

Omega ratioGain probability vs. loss probability

1.54

0.83

+0.71

Calmar ratioReturn relative to maximum drawdown

12.63

-0.90

+13.53

Martin ratioReturn relative to average drawdown

27.98

-1.46

+29.44

EQ vs. BTC-USD - Sharpe Ratio Comparison

The current EQ Sharpe Ratio is 4.45, which is higher than the BTC-USD Sharpe Ratio of -1.11. The chart below compares the historical Sharpe Ratios of EQ 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

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


EQBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-98.91%

-85.30%

-13.61%

Max Drawdown (1Y)

Largest decline over 1 year

-57.79%

-53.08%

-4.71%

Max Drawdown (3Y)

Largest decline over 3 years

-90.33%

-53.08%

-37.25%

Max Drawdown (5Y)

Largest decline over 5 years

-95.85%

-76.67%

-19.18%

Max Drawdown (10Y)

Largest decline over 10 years

-83.80%

Current Drawdown

Current decline from peak

-89.13%

-49.89%

-39.24%

Average Drawdown

Average peak-to-trough decline

-84.99%

-42.55%

-42.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.04%

28.99%

-2.95%

Volatility

EQ vs. BTC-USD - Volatility Comparison

Equillium Inc (EQ) has a higher volatility of 20.21% compared to Bitcoin (BTC-USD) at 8.86%. 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


EQBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.21%

8.86%

+11.35%

Volatility (6M)

Calculated over the trailing 6-month period

66.68%

34.96%

+31.72%

Volatility (1Y)

Calculated over the trailing 1-year period

164.35%

35.56%

+128.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

115.01%

43.94%

+71.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

287.00%

56.32%

+230.68%

Frequently Asked Questions


EQ and BTC-USD have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EQ has higher volatility (20.21%) compared to BTC-USD (8.86%). In terms of maximum drawdown, EQ dropped -98.91% vs BTC-USD's -85.30%.

EQ currently has the higher Sharpe Ratio (4.45 vs -1.11), 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

Find the right allocation for EQ and BTC-USD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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