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GAMA.L vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

GAMA.L vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Gamma Communications plc (GAMA.L) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

GAMA.L is traded in GBp, while BTC-USD is traded in USD. To make them comparable, the BTC-USD values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, GAMA.L achieves a 4.84% return, which is significantly higher than BTC-USD's -27.31% return. Over the past 10 years, GAMA.L has underperformed BTC-USD with an annualized return of 9.28%, while BTC-USD has yielded a comparatively higher 60.90% annualized return.


GAMA.L

1D
0.47%
1M
6.12%
YTD
4.84%
6M
3.38%
1Y
-17.70%
3Y*
-5.63%
5Y*
-12.79%
10Y*
9.28%

BTC-USD

1D
-1.08%
1M
-20.99%
YTD
-27.31%
6M
-31.69%
1Y
-38.94%
3Y*
31.62%
5Y*
12.64%
10Y*
60.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GAMA.L vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GAMA.L
Gamma Communications plc
4.84%-38.48%37.47%5.50%-33.64%0.94%24.70%83.75%14.44%40.13%
BTC-USD
Bitcoin
-27.31%-12.95%125.81%140.73%-59.81%60.91%292.68%86.71%-73.15%1,284.82%

Correlation

The correlation between GAMA.L and BTC-USD is 0.07, 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

0.07

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

0.06

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

0.06

Correlation (10Y)
Calculated over the trailing 10-year period

0.01

Correlation (All Time)
Calculated using the full available price history since Oct 11, 2014

0.01

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Return for Risk

GAMA.L vs. BTC-USD — Risk / Return Rank

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

GAMA.L
GAMA.L Risk / Return Rank: 2121
Overall Rank
GAMA.L Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
GAMA.L Sortino Ratio Rank: 1717
Sortino Ratio Rank
GAMA.L Omega Ratio Rank: 1717
Omega Ratio Rank
GAMA.L Calmar Ratio Rank: 2727
Calmar Ratio Rank
GAMA.L Martin Ratio Rank: 2525
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 3030
Overall Rank
BTC-USD Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3434
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3232
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 4848
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 2121
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.

GAMA.L vs. BTC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gamma Communications plc (GAMA.L) 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.


GAMA.LBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+0.39

Sortino ratioReturn per unit of downside risk

+0.64

Omega ratioGain probability vs. loss probability

0.92

0.86

+0.06

Calmar ratioReturn relative to maximum drawdown

-0.43

-0.78

+0.35

Martin ratioReturn relative to average drawdown

-0.86

-1.39

+0.53

GAMA.L vs. BTC-USD - Sharpe Ratio Comparison

The current GAMA.L Sharpe Ratio is -0.54, which is higher than the BTC-USD Sharpe Ratio of -0.93. The chart below compares the historical Sharpe Ratios of GAMA.L 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


GAMA.LBTC-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.54

-0.93

+0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.44

0.23

-0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

0.90

-0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

1.14

-0.62

Drawdowns

GAMA.L vs. BTC-USD - Drawdown Comparison

The maximum GAMA.L drawdown since its inception was -68.18%, smaller than the maximum BTC-USD drawdown of -84.19%. Use the drawdown chart below to compare losses from any high point for GAMA.L and BTC-USD.


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Drawdown Indicators


GAMA.LBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-68.18%

-84.19%

+16.01%

Max Drawdown (1Y)

Largest decline over 1 year

-41.34%

-49.84%

+8.50%

Max Drawdown (3Y)

Largest decline over 3 years

-58.48%

-49.84%

-8.64%

Max Drawdown (5Y)

Largest decline over 5 years

-68.18%

-73.24%

+5.06%

Max Drawdown (10Y)

Largest decline over 10 years

-68.18%

-82.15%

+13.97%

Current Drawdown

Current decline from peak

-56.03%

-48.98%

-7.05%

Average Drawdown

Average peak-to-trough decline

-22.08%

-40.26%

+18.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.64%

33.59%

-12.95%

Volatility

GAMA.L vs. BTC-USD - Volatility Comparison

Gamma Communications plc (GAMA.L) has a higher volatility of 11.04% compared to Bitcoin (BTC-USD) at 10.38%. This indicates that GAMA.L'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


GAMA.LBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.04%

10.38%

+0.66%

Volatility (6M)

Calculated over the trailing 6-month period

28.19%

33.67%

-5.48%

Volatility (1Y)

Calculated over the trailing 1-year period

32.63%

34.71%

-2.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.15%

44.81%

-15.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.33%

56.04%

-25.71%

Frequently Asked Questions


GAMA.L and BTC-USD have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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