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

Performance

GREE vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Greenidge Generation Holdings Inc. (GREE) 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, GREE achieves a 21.62% return, which is significantly higher than BTC-USD's -28.36% return.


GREE

1D
6.51%
1M
17.65%
6M
9.76%
YTD
21.62%
1Y
18.42%
3Y*
-20.33%
5Y*
10Y*

BTC-USD

1D
1.95%
1M
-2.12%
6M
-30.32%
YTD
-28.36%
1Y
-42.82%
3Y*
26.77%
5Y*
12.18%
10Y*
57.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GREE vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
GREE
Greenidge Generation Holdings Inc.
21.62%-4.52%-76.90%132.10%-98.20%-82.23%
BTC-USD
Bitcoin
-28.36%-6.27%120.76%155.82%-64.23%2.81%

Correlation

The correlation between GREE and BTC-USD is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.38

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

0.39

Correlation (All Time)
Calculated using the full available price history since Sep 14, 2021

0.38

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Return for Risk

GREE vs. BTC-USD — Risk / Return Rank

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

GREE
GREE Risk / Return Rank: 5555
Overall Rank
GREE Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
GREE Sortino Ratio Rank: 6161
Sortino Ratio Rank
GREE Omega Ratio Rank: 5959
Omega Ratio Rank
GREE Calmar Ratio Rank: 5454
Calmar Ratio Rank
GREE Martin Ratio Rank: 5252
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 2424
Overall Rank
BTC-USD Sharpe Ratio Rank: 99
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3030
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 2929
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 4242
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 1111
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.

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

This table presents a comparison of risk-adjusted performance metrics for Greenidge Generation Holdings Inc. (GREE) 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.

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.


GREEBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+1.20

Sortino ratioReturn per unit of downside risk

+2.56

Omega ratioGain probability vs. loss probability

1.13

0.85

+0.28

Calmar ratioReturn relative to maximum drawdown

0.40

-0.81

+1.21

Martin ratioReturn relative to average drawdown

0.65

-1.35

+2.00

GREE vs. BTC-USD - Sharpe Ratio Comparison

The current GREE Sharpe Ratio is 0.21, which is higher than the BTC-USD Sharpe Ratio of -1.00. The chart below compares the historical Sharpe Ratios of GREE 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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Drawdowns

GREE vs. BTC-USD - Drawdown Comparison

The maximum GREE drawdown since its inception was -99.93%, which is greater than BTC-USD's maximum drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for GREE and BTC-USD.


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Drawdown Indicators


GREEBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-99.93%

-85.30%

-14.63%

Max Drawdown (1Y)

Largest decline over 1 year

-54.22%

-53.08%

-1.14%

Max Drawdown (3Y)

Largest decline over 3 years

-92.86%

-53.08%

-39.78%

Max Drawdown (5Y)

Largest decline over 5 years

-76.67%

Max Drawdown (10Y)

Largest decline over 10 years

-83.80%

Current Drawdown

Current decline from peak

-99.80%

-49.74%

-50.06%

Average Drawdown

Average peak-to-trough decline

-96.99%

-42.49%

-54.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

33.50%

32.68%

+0.82%

Volatility

GREE vs. BTC-USD - Volatility Comparison

Greenidge Generation Holdings Inc. (GREE) has a higher volatility of 26.13% compared to Bitcoin (BTC-USD) at 10.98%. This indicates that GREE'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


GREEBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

26.13%

10.98%

+15.15%

Volatility (6M)

Calculated over the trailing 6-month period

66.66%

35.00%

+31.66%

Volatility (1Y)

Calculated over the trailing 1-year period

106.04%

35.73%

+70.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

128.93%

44.02%

+84.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

128.93%

56.35%

+72.58%

Frequently Asked Questions


GREE and BTC-USD have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GREE has higher volatility (26.13%) compared to BTC-USD (10.98%). In terms of maximum drawdown, GREE dropped -99.93% vs BTC-USD's -85.30%.

GREE currently has the higher Sharpe Ratio (0.21 vs -1.00), 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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