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GROW vs. BTC-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between GROW and BTC-USD is 0.09, 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.


-0.50.00.51.00.1

Performance

GROW vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in U.S. Global Investors, Inc. (GROW) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%SeptemberOctoberNovemberDecember2025February
-2.76%
62.85%
GROW
BTC-USD

Key characteristics

Sharpe Ratio

GROW:

-0.19

BTC-USD:

1.54

Sortino Ratio

GROW:

-0.15

BTC-USD:

2.25

Omega Ratio

GROW:

0.98

BTC-USD:

1.22

Calmar Ratio

GROW:

-0.04

BTC-USD:

1.29

Martin Ratio

GROW:

-0.33

BTC-USD:

8.77

Ulcer Index

GROW:

11.37%

BTC-USD:

8.58%

Daily Std Dev

GROW:

19.41%

BTC-USD:

43.78%

Max Drawdown

GROW:

-96.76%

BTC-USD:

-93.07%

Current Drawdown

GROW:

-89.64%

BTC-USD:

-7.36%

Returns By Period

Over the past 10 years, GROW has underperformed BTC-USD with an annualized return of -1.15%, while BTC-USD has yielded a comparatively higher 82.58% annualized return.


GROW

YTD

0.00%

1M

-0.10%

6M

-2.76%

1Y

-5.21%

5Y*

14.87%

10Y*

-1.15%

BTC-USD

YTD

5.25%

1M

-7.36%

6M

62.85%

1Y

89.69%

5Y*

59.04%

10Y*

82.58%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

GROW vs. BTC-USD — Risk-Adjusted Performance Rank

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

GROW
The Risk-Adjusted Performance Rank of GROW is 3535
Overall Rank
The Sharpe Ratio Rank of GROW is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of GROW is 2929
Sortino Ratio Rank
The Omega Ratio Rank of GROW is 2929
Omega Ratio Rank
The Calmar Ratio Rank of GROW is 4343
Calmar Ratio Rank
The Martin Ratio Rank of GROW is 4040
Martin Ratio Rank

BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 8888
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 8686
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8686
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 8888
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 9292
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GROW vs. BTC-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for U.S. Global Investors, Inc. (GROW) 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.


Sharpe ratio
The chart of Sharpe ratio for GROW, currently valued at -0.27, compared to the broader market-2.000.002.00-0.271.54
The chart of Sortino ratio for GROW, currently valued at -0.27, compared to the broader market-4.00-2.000.002.004.006.00-0.272.25
The chart of Omega ratio for GROW, currently valued at 0.97, compared to the broader market0.501.001.502.000.971.22
The chart of Calmar ratio for GROW, currently valued at -0.04, compared to the broader market0.002.004.006.00-0.041.29
The chart of Martin ratio for GROW, currently valued at -0.75, compared to the broader market-10.000.0010.0020.0030.00-0.758.77
GROW
BTC-USD

The current GROW Sharpe Ratio is -0.19, which is lower than the BTC-USD Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of GROW and BTC-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.00SeptemberOctoberNovemberDecember2025February
-0.27
1.54
GROW
BTC-USD

Drawdowns

GROW vs. BTC-USD - Drawdown Comparison

The maximum GROW drawdown since its inception was -96.76%, roughly equal to the maximum BTC-USD drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for GROW and BTC-USD. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-77.32%
-7.36%
GROW
BTC-USD

Volatility

GROW vs. BTC-USD - Volatility Comparison

The current volatility for U.S. Global Investors, Inc. (GROW) is 3.65%, while Bitcoin (BTC-USD) has a volatility of 9.03%. This indicates that GROW 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.


5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
3.65%
9.03%
GROW
BTC-USD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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