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

Performance

INFL vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Horizon Kinetics Inflation Beneficiaries ETF (INFL) 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, INFL achieves a 18.15% return, which is significantly higher than BTC-USD's -27.60% return.


INFL

1D
0.81%
1M
-0.87%
YTD
18.15%
6M
18.37%
1Y
24.99%
3Y*
22.33%
5Y*
13.31%
10Y*

BTC-USD

1D
-1.08%
1M
-21.71%
YTD
-27.60%
6M
-31.22%
1Y
-39.53%
3Y*
35.01%
5Y*
12.25%
10Y*
59.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

INFL vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
INFL
Horizon Kinetics Inflation Beneficiaries ETF
18.15%18.30%23.34%1.62%2.65%24.77%
BTC-USD
Bitcoin
-27.60%-6.27%120.76%155.82%-64.23%35.76%

Correlation

The correlation between INFL and BTC-USD is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

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

0.21

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

0.25

Correlation (All Time)
Calculated using the full available price history since Jan 13, 2021

0.25

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Return for Risk

INFL vs. BTC-USD — Risk / Return Rank

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

INFL
INFL Risk / Return Rank: 4949
Overall Rank
INFL Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
INFL Sortino Ratio Rank: 4343
Sortino Ratio Rank
INFL Omega Ratio Rank: 4646
Omega Ratio Rank
INFL Calmar Ratio Rank: 6262
Calmar Ratio Rank
INFL Martin Ratio Rank: 4949
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 3030
Overall Rank
BTC-USD Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3434
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3232
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 4848
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 2121
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.

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

This table presents a comparison of risk-adjusted performance metrics for Horizon Kinetics Inflation Beneficiaries ETF (INFL) 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.


INFLBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+2.54

Sortino ratioReturn per unit of downside risk

+3.42

Omega ratioGain probability vs. loss probability

1.29

0.87

+0.42

Calmar ratioReturn relative to maximum drawdown

3.00

-0.80

+3.80

Martin ratioReturn relative to average drawdown

8.16

-1.39

+9.56

INFL vs. BTC-USD - Sharpe Ratio Comparison

The current INFL Sharpe Ratio is 1.62, which is higher than the BTC-USD Sharpe Ratio of -0.92. The chart below compares the historical Sharpe Ratios of INFL 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


INFLBTC-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.62

-0.92

+2.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.23

+0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

0.92

1.13

-0.21

Drawdowns

INFL vs. BTC-USD - Drawdown Comparison

The maximum INFL drawdown since its inception was -21.30%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for INFL and BTC-USD.


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Drawdown Indicators


INFLBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-21.30%

-85.30%

+64.00%

Max Drawdown (1Y)

Largest decline over 1 year

-8.36%

-49.65%

+41.29%

Max Drawdown (3Y)

Largest decline over 3 years

-15.56%

-49.65%

+34.09%

Max Drawdown (5Y)

Largest decline over 5 years

-21.30%

-76.67%

+55.37%

Max Drawdown (10Y)

Largest decline over 10 years

-83.80%

Current Drawdown

Current decline from peak

-4.75%

-49.21%

+44.46%

Average Drawdown

Average peak-to-trough decline

-5.10%

-42.28%

+37.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.07%

33.87%

-30.80%

Volatility

INFL vs. BTC-USD - Volatility Comparison

The current volatility for Horizon Kinetics Inflation Beneficiaries ETF (INFL) is 3.71%, while Bitcoin (BTC-USD) has a volatility of 10.14%. This indicates that INFL 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


INFLBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.71%

10.14%

-6.43%

Volatility (6M)

Calculated over the trailing 6-month period

12.29%

34.17%

-21.88%

Volatility (1Y)

Calculated over the trailing 1-year period

15.54%

35.51%

-19.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.71%

44.98%

-27.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.64%

56.69%

-39.05%

Frequently Asked Questions


INFL and BTC-USD have a correlation of 0.20, 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 (10.14%) compared to INFL (3.71%). In terms of maximum drawdown, INFL dropped -21.30% vs BTC-USD's -85.30%.

INFL currently has the higher Sharpe Ratio (1.62 vs -0.92), 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 INFL and BTC-USD

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