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 | -15.32% | 108.10% |
| 1Y Return | -19.64% | 140.96% |
| 3Y Return (Ann) | -18.39% | 10.91% |
| 5Y Return (Ann) | -3.56% | 58.81% |
| 10Y Return (Ann) | 7.15% | 72.54% |
| Sharpe Ratio | -0.63 | 1.10 |
| Sortino Ratio | -0.82 | 1.80 |
| Omega Ratio | 0.89 | 1.18 |
| Calmar Ratio | -0.31 | 0.94 |
| Martin Ratio | -1.07 | 4.49 |
| Ulcer Index | 17.40% | 13.18% |
| Daily Std Dev | 29.18% | 44.51% |
| Max Drawdown | -98.94% | -93.07% |
| Current Drawdown | -52.92% | -0.84% |
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 -15.32% return, which is significantly lower than BTC-USD's 108.10% return. Over the past 10 years, GAZP.ME has underperformed BTC-USD with an annualized return of 7.15%, while BTC-USD has yielded a comparatively higher 72.54% 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 10.57%, while Bitcoin (BTC-USD) has a volatility of 16.08%. 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.