GBTC vs. SAIC
GBTC (Grayscale Bitcoin Trust ETF) is Cryptocurrency fund tracking the CoinDesk Bitcoin Benchmark Rate Index, while SAIC (Science Applications International Corporation) is a stock. Over the past 10 years, GBTC returned 47.67%/yr vs 8.52%/yr for SAIC. Their 0.13 correlation means their historical movements had little consistent relationship.
Performance
GBTC vs. SAIC - Performance Comparison
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Returns By Period
In the year-to-date period, GBTC achieves a -27.27% return, which is significantly lower than SAIC's 19.45% return. Over the past 10 years, GBTC has outperformed SAIC with an annualized return of 47.67%, while SAIC has yielded a comparatively lower 8.52% annualized return.
GBTC
- 1D
- -0.94%
- 1M
- 8.32%
- 6M
- -28.79%
- YTD
- -27.27%
- 1Y
- -45.88%
- 3Y*
- 37.39%
- 5Y*
- 12.83%
- 10Y*
- 47.67%
- ALL TIME*
- 54.88%
SAIC
- 1D
- 2.14%
- 1M
- 11.95%
- 6M
- 8.81%
- YTD
- 19.45%
- 1Y
- 5.12%
- 3Y*
- 1.52%
- 5Y*
- 7.69%
- 10Y*
- 8.52%
- ALL TIME*
- 12.80%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $72.61M | $77.66M | $102.03M | |
| $49.96M | $54.61M | $59.26M |
GBTC vs. SAIC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GBTC Grayscale Bitcoin Trust ETF | -27.27% | -7.65% | 113.81% | 317.61% | -75.80% | 7.03% | 290.72% | 106.56% | -82.10% | 1,787.72% |
SAIC Science Applications International Corporation | 19.45% | -8.73% | -9.04% | 13.58% | 34.95% | -10.20% | 10.81% | 39.15% | -15.48% | -8.18% |
Correlation
The correlation between GBTC and SAIC is 0.11, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.11 |
Correlation (3Y) Balances recent behavior with more history. | 0.15 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.17 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.14 |
Correlation (All Time) Calculated using the full available price history since May 4, 2015 | 0.13 |
Fundamentals
GBTC:
$0.00
SAIC:
$7.29B
GBTC:
$0.00
SAIC:
$912.00M
GBTC:
$4.58B
SAIC:
$691.00M
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Return for Risk
GBTC vs. SAIC — Risk / Return Rank
GBTC
SAIC
GBTC vs. SAIC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Grayscale Bitcoin Trust ETF (GBTC) and Science Applications International Corporation (SAIC). 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.
| GBTC | SAIC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.19 | ||
| Sortino ratioReturn per unit of downside risk | -2.09 | ||
| Omega ratioGain probability vs. loss probability | 0.82 | 1.06 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.88 | 0.16 | -1.03 |
| Martin ratioReturn relative to average drawdown | -1.37 | 0.29 | -1.66 |
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Drawdowns
GBTC vs. SAIC - Drawdown Comparison
The maximum GBTC drawdown since its inception was -89.91%, which is greater than SAIC's maximum drawdown of -45.92%. Use the drawdown chart below to compare losses from any high point for GBTC and SAIC.
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Drawdown Indicators
| GBTC | SAIC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.91% | -45.92% | -43.99% |
Max Drawdown (1Y)Largest decline over 1 year | -53.75% | -31.34% | -22.41% |
Max Drawdown (3Y)Largest decline over 3 years | -53.75% | -45.74% | -8.01% |
Max Drawdown (5Y)Largest decline over 5 years | -85.42% | -45.74% | -39.68% |
Max Drawdown (10Y)Largest decline over 10 years | -89.91% | -45.92% | -43.99% |
Current DrawdownCurrent decline from peak | -49.49% | -20.91% | -28.58% |
Average DrawdownAverage peak-to-trough decline | -43.50% | -12.72% | -30.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.22% | 17.10% | +17.12% |
Volatility
GBTC vs. SAIC - Volatility Comparison
The current volatility for Grayscale Bitcoin Trust ETF (GBTC) is 8.89%, while Science Applications International Corporation (SAIC) has a volatility of 10.65%. This indicates that GBTC experiences smaller price fluctuations and is considered to be less risky than SAIC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GBTC | SAIC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.89% | 10.65% | -1.76% |
Volatility (6M)Calculated over the trailing 6-month period | 34.04% | 30.83% | +3.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.24% | 39.72% | +4.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 61.63% | 30.41% | +31.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 81.34% | 32.68% | +48.66% |
Dividends
GBTC vs. SAIC - Dividend Comparison
GBTC has not paid dividends to shareholders, while SAIC's dividend yield for the trailing twelve months is around 1.24%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GBTC Grayscale Bitcoin Trust ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 5.61% | 0.00% | 0.00% |
SAIC Science Applications International Corporation | 1.24% | 1.47% | 1.32% | 1.19% | 1.33% | 1.77% | 1.56% | 1.63% | 1.95% | 1.62% | 1.46% | 2.58% |
Frequently Asked Questions
GBTC and SAIC have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SAIC has higher volatility (10.65%) compared to GBTC (8.89%). In terms of maximum drawdown, GBTC dropped -89.91% vs SAIC's -45.92%.
SAIC currently has the higher Sharpe Ratio (0.13 vs -1.06), 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.
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