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GOFPY vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

GOFPY vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Greek Org of Football Prognostics (GOFPY) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GOFPY achieves a -25.29% return, which is significantly higher than BTC-USD's -27.60% return. Over the past 10 years, GOFPY has underperformed BTC-USD with an annualized return of 18.56%, while BTC-USD has yielded a comparatively higher 59.71% annualized return.


GOFPY

1D
2.22%
1M
2.62%
YTD
-25.29%
6M
-21.75%
1Y
-20.65%
3Y*
11.22%
5Y*
10.52%
10Y*
18.56%

BTC-USD

1D
-1.08%
1M
-21.71%
YTD
-27.60%
6M
-31.22%
1Y
-39.53%
3Y*
35.01%
5Y*
12.25%
10Y*
59.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GOFPY vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GOFPY
Greek Org of Football Prognostics
-25.29%44.78%9.95%44.38%2.38%13.41%12.94%56.60%-29.40%74.38%
BTC-USD
Bitcoin
-27.60%-6.27%120.76%155.82%-64.23%59.40%304.57%94.10%-73.37%1,324.24%

Correlation

The correlation between GOFPY and BTC-USD is 0.06, 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

0.06

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

0.06

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

0.04

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

0.01

Correlation (All Time)
Calculated using the full available price history since Sep 20, 2012

0.01

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Return for Risk

GOFPY vs. BTC-USD — Risk / Return Rank

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

GOFPY
GOFPY Risk / Return Rank: 1818
Overall Rank
GOFPY Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
GOFPY Sortino Ratio Rank: 1717
Sortino Ratio Rank
GOFPY Omega Ratio Rank: 1818
Omega Ratio Rank
GOFPY Calmar Ratio Rank: 2323
Calmar Ratio Rank
GOFPY Martin Ratio Rank: 1717
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.

GOFPY vs. BTC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Greek Org of Football Prognostics (GOFPY) 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.


GOFPYBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+0.33

Sortino ratioReturn per unit of downside risk

+0.63

Omega ratioGain probability vs. loss probability

0.92

0.87

+0.05

Calmar ratioReturn relative to maximum drawdown

-0.54

-0.80

+0.26

Martin ratioReturn relative to average drawdown

-1.16

-1.39

+0.24

GOFPY vs. BTC-USD - Sharpe Ratio Comparison

The current GOFPY Sharpe Ratio is -0.59, which is higher than the BTC-USD Sharpe Ratio of -0.92. The chart below compares the historical Sharpe Ratios of GOFPY 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


GOFPYBTC-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.59

-0.92

+0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.23

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.88

-0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

1.13

-1.00

Drawdowns

GOFPY vs. BTC-USD - Drawdown Comparison

The maximum GOFPY drawdown since its inception was -79.05%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for GOFPY and BTC-USD.


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Drawdown Indicators


GOFPYBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-79.05%

-85.30%

+6.25%

Max Drawdown (1Y)

Largest decline over 1 year

-38.72%

-49.65%

+10.93%

Max Drawdown (3Y)

Largest decline over 3 years

-38.72%

-49.65%

+10.93%

Max Drawdown (5Y)

Largest decline over 5 years

-38.72%

-76.67%

+37.95%

Max Drawdown (10Y)

Largest decline over 10 years

-54.70%

-83.80%

+29.10%

Current Drawdown

Current decline from peak

-29.74%

-49.21%

+19.47%

Average Drawdown

Average peak-to-trough decline

-24.50%

-42.28%

+17.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.87%

33.87%

-16.00%

Volatility

GOFPY vs. BTC-USD - Volatility Comparison

Greek Org of Football Prognostics (GOFPY) has a higher volatility of 12.36% compared to Bitcoin (BTC-USD) at 10.14%. This indicates that GOFPY'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


GOFPYBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.36%

10.14%

+2.22%

Volatility (6M)

Calculated over the trailing 6-month period

30.59%

34.17%

-3.58%

Volatility (1Y)

Calculated over the trailing 1-year period

35.09%

35.51%

-0.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.66%

44.98%

-6.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.53%

56.69%

-16.16%

Frequently Asked Questions


GOFPY and BTC-USD have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GOFPY has higher volatility (12.36%) compared to BTC-USD (10.14%). In terms of maximum drawdown, GOFPY dropped -79.05% vs BTC-USD's -85.30%.

GOFPY currently has the higher Sharpe Ratio (-0.59 vs -0.92), 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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