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GBAT vs. GDLC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GBAT vs. GDLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grayscale Basic Attention Token Trust (GBAT) and Grayscale CoinDesk Crypto 5 ETF (GDLC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GBAT achieves a -63.16% return, which is significantly lower than GDLC's -34.49% return.


GBAT

1D
2.77%
1M
-27.03%
YTD
-63.16%
6M
-63.28%
1Y
-49.06%
3Y*
-32.44%
5Y*
10Y*

GDLC

1D
1.27%
1M
-17.54%
YTD
-34.49%
6M
-34.13%
1Y
-42.89%
3Y*
49.45%
5Y*
4.05%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GBAT vs. GDLC - Yearly Performance Comparison


2026 (YTD)2025202420232022
GBAT
Grayscale Basic Attention Token Trust
-63.16%-77.32%-26.98%1,029.41%-78.75%
GDLC
Grayscale CoinDesk Crypto 5 ETF
-34.49%0.45%136.98%353.26%-63.56%

Correlation

The correlation between GBAT and GDLC is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.34

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

0.31

Correlation (All Time)
Calculated using the full available price history since May 27, 2022

0.28

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Return for Risk

GBAT vs. GDLC — Risk / Return Rank

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

GBAT
GBAT Risk / Return Rank: 77
Overall Rank
GBAT Sharpe Ratio Rank: 66
Sharpe Ratio Rank
GBAT Sortino Ratio Rank: 99
Sortino Ratio Rank
GBAT Omega Ratio Rank: 99
Omega Ratio Rank
GBAT Calmar Ratio Rank: 44
Calmar Ratio Rank
GBAT Martin Ratio Rank: 55
Martin Ratio Rank

GDLC
GDLC Risk / Return Rank: 33
Overall Rank
GDLC Sharpe Ratio Rank: 33
Sharpe Ratio Rank
GDLC Sortino Ratio Rank: 33
Sortino Ratio Rank
GDLC Omega Ratio Rank: 33
Omega Ratio Rank
GDLC Calmar Ratio Rank: 33
Calmar Ratio Rank
GDLC Martin Ratio Rank: 33
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.

GBAT vs. GDLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Grayscale Basic Attention Token Trust (GBAT) and Grayscale CoinDesk Crypto 5 ETF (GDLC). 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.


GBATGDLCDifference
Sharpe ratioReturn per unit of total volatility

+0.50

Sortino ratioReturn per unit of downside risk

+1.41

Omega ratioGain probability vs. loss probability

1.02

0.86

+0.16

Calmar ratioReturn relative to maximum drawdown

-0.63

-0.75

+0.13

Martin ratioReturn relative to average drawdown

-1.04

-1.26

+0.22

GBAT vs. GDLC - Sharpe Ratio Comparison

The current GBAT Sharpe Ratio is -0.37, which is higher than the GDLC Sharpe Ratio of -0.88. The chart below compares the historical Sharpe Ratios of GBAT and GDLC, 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

GBAT vs. GDLC - Drawdown Comparison

The maximum GBAT drawdown since its inception was -98.13%, roughly equal to the maximum GDLC drawdown of -94.14%. Use the drawdown chart below to compare losses from any high point for GBAT and GDLC.


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Drawdown Indicators


GBATGDLCDifference

Max Drawdown

Largest peak-to-trough decline

-98.13%

-94.14%

-3.99%

Max Drawdown (1Y)

Largest decline over 1 year

-78.53%

-57.05%

-21.48%

Max Drawdown (3Y)

Largest decline over 3 years

-98.13%

-57.05%

-41.08%

Max Drawdown (5Y)

Largest decline over 5 years

-94.14%

Current Drawdown

Current decline from peak

-97.68%

-57.86%

-39.82%

Average Drawdown

Average peak-to-trough decline

-69.04%

-52.79%

-16.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

47.29%

34.11%

+13.18%

Volatility

GBAT vs. GDLC - Volatility Comparison

Grayscale Basic Attention Token Trust (GBAT) has a higher volatility of 31.49% compared to Grayscale CoinDesk Crypto 5 ETF (GDLC) at 14.31%. This indicates that GBAT's price experiences larger fluctuations and is considered to be riskier than GDLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GBATGDLCDifference

Volatility (1M)

Calculated over the trailing 1-month period

31.49%

14.31%

+17.18%

Volatility (6M)

Calculated over the trailing 6-month period

72.98%

36.70%

+36.28%

Volatility (1Y)

Calculated over the trailing 1-year period

132.10%

49.16%

+82.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

169.39%

73.51%

+95.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

169.39%

94.09%

+75.30%

Dividends

GBAT vs. GDLC - Dividend Comparison

Neither GBAT nor GDLC has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


GBAT and GDLC have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GBAT has higher volatility (31.49%) compared to GDLC (14.31%). In terms of maximum drawdown, GBAT dropped -98.13% vs GDLC's -94.14%.

On 3-year performance, GDLC leads with 49.45% vs -32.44% for GBAT. On volatility, GDLC has been the lower-risk option at 14.31%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, GDLC has performed better with a 49.45% return vs -32.44%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GBAT and GDLC have nearly identical dividend yields, around 0.00%.

GBAT currently has the higher Sharpe Ratio (-0.37 vs -0.88), 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

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