GAZP.ME vs. BTC-USD
Compare and contrast key facts about Public Joint Stock Company Gazprom (GAZP.ME) and Bitcoin (BTC-USD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GAZP.ME or BTC-USD.
Key characteristics
GAZP.ME | BTC-USD | |
---|---|---|
YTD Return | -1.40% | 39.89% |
1Y Return | -8.69% | 103.83% |
3Y Return (Ann) | 0.43% | 1.01% |
5Y Return (Ann) | 10.56% | 58.79% |
10Y Return (Ann) | 11.31% | 63.49% |
Sharpe Ratio | -0.58 | 4.45 |
Daily Std Dev | 14.34% | 38.74% |
Max Drawdown | -98.94% | -93.07% |
Current Drawdown | -42.15% | -19.10% |
Correlation
The correlation between GAZP.ME and BTC-USD is 0.04, 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.
Performance
GAZP.ME vs. BTC-USD - Performance Comparison
In the year-to-date period, GAZP.ME achieves a -1.40% return, which is significantly lower than BTC-USD's 39.89% return. Over the past 10 years, GAZP.ME has underperformed BTC-USD with an annualized return of 11.31%, while BTC-USD has yielded a comparatively higher 63.49% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
GAZP.ME vs. BTC-USD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Public Joint Stock Company Gazprom (GAZP.ME) 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.
Drawdowns
GAZP.ME vs. BTC-USD - Drawdown Comparison
The maximum GAZP.ME drawdown since its inception was -98.94%, which is greater than BTC-USD's maximum drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for GAZP.ME and BTC-USD. For additional features, visit the drawdowns tool.
Volatility
GAZP.ME vs. BTC-USD - Volatility Comparison
The current volatility for Public Joint Stock Company Gazprom (GAZP.ME) is 4.50%, while Bitcoin (BTC-USD) has a volatility of 14.71%. This indicates that GAZP.ME 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.