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

Correlation

The correlation between HART and BTC-USD is 0.26, 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.


-0.50.00.51.00.3

Performance

HART vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IQ Healthy Hearts ETF (HART) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%AugustSeptemberOctoberNovemberDecember2025
-0.41%
67.85%
HART
BTC-USD

Key characteristics

Sharpe Ratio

HART:

0.78

BTC-USD:

1.92

Sortino Ratio

HART:

1.11

BTC-USD:

2.65

Omega Ratio

HART:

1.15

BTC-USD:

1.26

Calmar Ratio

HART:

1.03

BTC-USD:

1.82

Martin Ratio

HART:

2.75

BTC-USD:

8.95

Ulcer Index

HART:

3.06%

BTC-USD:

10.87%

Daily Std Dev

HART:

10.76%

BTC-USD:

44.45%

Max Drawdown

HART:

-17.40%

BTC-USD:

-93.07%

Current Drawdown

HART:

-7.19%

BTC-USD:

-8.68%

Returns By Period

In the year-to-date period, HART achieves a 1.10% return, which is significantly lower than BTC-USD's 3.74% return.


HART

YTD

1.10%

1M

-2.39%

6M

0.55%

1Y

7.01%

5Y*

N/A

10Y*

N/A

BTC-USD

YTD

3.74%

1M

-4.26%

6M

67.08%

1Y

106.35%

5Y*

65.19%

10Y*

79.78%

*Annualized

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Risk-Adjusted Performance

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

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

HART
The Risk-Adjusted Performance Rank of HART is 3838
Overall Rank
The Sharpe Ratio Rank of HART is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of HART is 3535
Sortino Ratio Rank
The Omega Ratio Rank of HART is 3737
Omega Ratio Rank
The Calmar Ratio Rank of HART is 4747
Calmar Ratio Rank
The Martin Ratio Rank of HART is 3535
Martin Ratio Rank

BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 8585
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 8383
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8383
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 8787
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 8484
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.

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

This table presents a comparison of risk-adjusted performance metrics for IQ Healthy Hearts ETF (HART) 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 HART, currently valued at 0.84, compared to the broader market0.002.004.000.841.92
The chart of Sortino ratio for HART, currently valued at 1.18, compared to the broader market-2.000.002.004.006.008.0010.001.182.65
The chart of Omega ratio for HART, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.001.161.26
The chart of Calmar ratio for HART, currently valued at 0.23, compared to the broader market0.005.0010.0015.000.231.82
The chart of Martin ratio for HART, currently valued at 2.69, compared to the broader market0.0020.0040.0060.0080.00100.002.698.95
HART
BTC-USD

The current HART Sharpe Ratio is 0.78, which is lower than the BTC-USD Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of HART 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 Ratio0.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
0.84
1.92
HART
BTC-USD

Drawdowns

HART vs. BTC-USD - Drawdown Comparison

The maximum HART drawdown since its inception was -17.40%, smaller than the maximum BTC-USD drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for HART and BTC-USD. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-7.19%
-8.68%
HART
BTC-USD

Volatility

HART vs. BTC-USD - Volatility Comparison

The current volatility for IQ Healthy Hearts ETF (HART) is 3.02%, while Bitcoin (BTC-USD) has a volatility of 13.87%. This indicates that HART 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.


0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
3.02%
13.87%
HART
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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