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

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.

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Returns By Period

In the year-to-date period, GROW achieves a 20.92% return, which is significantly higher than BTC-USD's -28.25% return. Over the past 10 years, GROW has underperformed BTC-USD with an annualized return of 4.92%, while BTC-USD has yielded a comparatively higher 59.93% annualized return.


GROW

1D
-1.04%
1M
-8.98%
6M
-12.49%
YTD
20.92%
1Y
24.61%
3Y*
0.15%
5Y*
-10.49%
10Y*
4.92%
ALL TIME*
3.43%

BTC-USD

1D
-0.07%
1M
2.11%
6M
-20.17%
YTD
-28.25%
1Y
-44.56%
3Y*
29.12%
5Y*
9.91%
10Y*
59.93%
ALL TIME*
87.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

BTC-USD

Bitcoin
$1567.39T$1617.70T$2123.65T
$64.77K$53.14K$73.75K

GROW vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GROW
U.S. Global Investors, Inc.
20.92%2.61%-10.45%0.68%-32.67%-18.41%284.62%33.73%-71.36%191.93%
BTC-USD
Bitcoin
-28.25%-6.27%120.76%155.82%-64.23%59.40%304.57%94.10%-73.37%1,324.24%

Correlation

The correlation between GROW and BTC-USD is 0.16, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.16

Correlation (3Y)
Balances recent behavior with more history.

0.13

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.19

Correlation (10Y)
Provides a long-term view across more market conditions.

0.15

Correlation (All Time)
Calculated using the full available price history since Nov 16, 2012

0.11

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Return for Risk

GROW vs. BTC-USD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GROW
GROW Risk / Return Rank: 6262
Overall Rank
GROW Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
GROW Sortino Ratio Rank: 6161
Sortino Ratio Rank
GROW Omega Ratio Rank: 6161
Omega Ratio Rank
GROW Calmar Ratio Rank: 6262
Calmar Ratio Rank
GROW Martin Ratio Rank: 6161
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 3535
Overall Rank
BTC-USD Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 4141
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3939
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 5555
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 2626
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GROW vs. BTC-USD - Risk-Adjusted Trends 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.

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.


GROWBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+1.61

Sortino ratioReturn per unit of downside risk

+2.64

Omega ratioGain probability vs. loss probability

1.14

0.85

+0.30

Calmar ratioReturn relative to maximum drawdown

0.74

-0.84

+1.58

Martin ratioReturn relative to average drawdown

1.55

-1.29

+2.84

GROW vs. BTC-USD - Sharpe Ratio Comparison

The current GROW Sharpe Ratio is 0.57, which is higher than the BTC-USD Sharpe Ratio of -1.03. The chart below compares the historical Sharpe Ratios of GROW 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

GROW vs. BTC-USD - Drawdown Comparison

The maximum GROW drawdown since its inception was -96.74%, 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 GROW and BTC-USD.


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Drawdown Indicators


GROWBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-96.74%

-85.30%

-11.44%

Max Drawdown (1Y)

Largest decline over 1 year

-32.17%

-53.08%

+20.91%

Max Drawdown (3Y)

Largest decline over 3 years

-32.17%

-53.08%

+20.91%

Max Drawdown (5Y)

Largest decline over 5 years

-66.52%

-76.67%

+10.15%

Max Drawdown (10Y)

Largest decline over 10 years

-87.01%

-83.80%

-3.21%

Current Drawdown

Current decline from peak

-87.03%

-49.66%

-37.37%

Average Drawdown

Average peak-to-trough decline

-67.10%

-42.72%

-24.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.44%

24.84%

-9.40%

Volatility

GROW vs. BTC-USD - Volatility Comparison

The current volatility for U.S. Global Investors, Inc. (GROW) is 6.48%, while Bitcoin (BTC-USD) has a volatility of 8.58%. 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.


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Volatility by Period


GROWBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.48%

8.58%

-2.10%

Volatility (6M)

Calculated over the trailing 6-month period

31.06%

33.78%

-2.72%

Volatility (1Y)

Calculated over the trailing 1-year period

41.71%

35.90%

+5.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.61%

43.65%

-8.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

65.94%

56.25%

+9.69%

Frequently Asked Questions


GROW and BTC-USD have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BTC-USD has higher volatility (8.58%) compared to GROW (6.48%). In terms of maximum drawdown, GROW dropped -96.74% vs BTC-USD's -85.30%.

GROW currently has the higher Sharpe Ratio (0.57 vs -1.03), 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

Find the right allocation for GROW and BTC-USD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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