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

Performance

HUT vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hut 8 Corp. Common Stock (HUT) 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, HUT achieves a 189.55% return, which is significantly higher than BTC-USD's -23.17% return.


HUT

1D
0.48%
1M
72.80%
YTD
189.55%
6M
253.03%
1Y
774.56%
3Y*
130.94%
5Y*
45.73%
10Y*

BTC-USD

1D
0.85%
1M
-14.42%
YTD
-23.17%
6M
-26.37%
1Y
-36.52%
3Y*
35.33%
5Y*
12.77%
10Y*
60.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HUT vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
HUT
Hut 8 Corp. Common Stock
189.55%124.21%53.60%213.88%-89.17%185.45%250.63%-25.02%-70.92%
BTC-USD
Bitcoin
-23.17%-6.27%120.76%155.82%-64.23%59.40%304.57%94.10%-60.32%

Correlation

The correlation between HUT and BTC-USD is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

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

0.42

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

0.48

Correlation (All Time)
Calculated using the full available price history since Mar 9, 2018

0.40

The correlation between HUT and BTC-USD shifts across timeframes, from 0.34 (1 year) to 0.48 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

HUT vs. BTC-USD — Risk / Return Rank

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

HUT
HUT Risk / Return Rank: 9898
Overall Rank
HUT Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
HUT Sortino Ratio Rank: 9696
Sortino Ratio Rank
HUT Omega Ratio Rank: 9595
Omega Ratio Rank
HUT Calmar Ratio Rank: 9999
Calmar Ratio Rank
HUT Martin Ratio Rank: 9999
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 3434
Overall Rank
BTC-USD Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3636
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3535
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 5656
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 1717
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.

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

This table presents a comparison of risk-adjusted performance metrics for Hut 8 Corp. Common Stock (HUT) 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.


HUTBTC-USDDifference

Sharpe ratio

Return per unit of total volatility

7.63

-0.85

+8.48

Sortino ratio

Return per unit of downside risk

4.44

-1.14

+5.58

Omega ratio

Gain probability vs. loss probability

1.56

0.88

+0.68

Calmar ratio

Return relative to maximum drawdown

19.97

-1.07

+21.04

Martin ratio

Return relative to average drawdown

55.12

-1.57

+56.70

HUT vs. BTC-USD - Sharpe Ratio Comparison

The current HUT Sharpe Ratio is 7.63, which is higher than the BTC-USD Sharpe Ratio of -0.85. The chart below compares the historical Sharpe Ratios of HUT 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


HUTBTC-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

7.63

-0.85

+8.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.24

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.89

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

1.14

-0.90

Drawdowns

HUT vs. BTC-USD - Drawdown Comparison

The maximum HUT drawdown since its inception was -95.04%, 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 HUT and BTC-USD.


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Drawdown Indicators


HUTBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-95.04%

-85.30%

-9.74%

Max Drawdown (1Y)

Largest decline over 1 year

-38.62%

-49.65%

+11.03%

Max Drawdown (3Y)

Largest decline over 3 years

-71.68%

-49.65%

-22.03%

Max Drawdown (5Y)

Largest decline over 5 years

-95.04%

-76.67%

-18.37%

Max Drawdown (10Y)

Largest decline over 10 years

-83.80%

Current Drawdown

Current decline from peak

0.00%

-46.10%

+46.10%

Average Drawdown

Average peak-to-trough decline

-63.78%

-42.27%

-21.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.99%

33.71%

-19.72%

Volatility

HUT vs. BTC-USD - Volatility Comparison

Hut 8 Corp. Common Stock (HUT) has a higher volatility of 35.28% compared to Bitcoin (BTC-USD) at 9.90%. This indicates that HUT'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


HUTBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

35.28%

9.90%

+25.38%

Volatility (6M)

Calculated over the trailing 6-month period

76.20%

33.98%

+42.22%

Volatility (1Y)

Calculated over the trailing 1-year period

102.48%

35.37%

+67.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

106.24%

45.01%

+61.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

114.79%

56.68%

+58.11%

Frequently Asked Questions


HUT and BTC-USD have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HUT has higher volatility (35.28%) compared to BTC-USD (9.90%). In terms of maximum drawdown, HUT dropped -95.04% vs BTC-USD's -85.30%.

HUT currently has the higher Sharpe Ratio (7.63 vs -0.85), 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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