PortfoliosLab logoPortfoliosLab logo
IREN vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

IREN vs. BTC-USD - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, IREN achieves a -2.57% return, which is significantly higher than BTC-USD's -27.75% return.


IREN

1D
-3.82%
1M
-5.20%
6M
-31.52%
YTD
-2.57%
1Y
138.96%
3Y*
80.67%
5Y*
10Y*
ALL TIME*
5.99%

BTC-USD

1D
0.72%
1M
1.12%
6M
-17.79%
YTD
-27.75%
1Y
-43.83%
3Y*
29.40%
5Y*
10.61%
10Y*
59.66%
ALL TIME*
87.16%
*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
$1569.44T$1598.63T$2087.37T
$2.07B$1.84B$2.53B

IREN vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IREN
IREN Limited
-2.57%284.62%37.34%472.00%-92.27%-42.25%
BTC-USD
Bitcoin
-27.75%-6.27%120.76%155.82%-64.23%-23.12%

Correlation

The correlation between IREN and BTC-USD is 0.33, which is low. Their historical price movements had little consistent relationship.


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

0.33

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

0.38

Correlation (All Time)
Calculated using the full available price history since Nov 17, 2021

0.38

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IREN vs. BTC-USD — Risk / Return Rank

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

IREN
IREN Risk / Return Rank: 7878
Overall Rank
IREN Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
IREN Sortino Ratio Rank: 8181
Sortino Ratio Rank
IREN Omega Ratio Rank: 7575
Omega Ratio Rank
IREN Calmar Ratio Rank: 8080
Calmar Ratio Rank
IREN Martin Ratio Rank: 7575
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 3636
Overall Rank
BTC-USD Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 4040
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 4040
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 5858
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 3131
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.

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

This table presents a comparison of risk-adjusted performance metrics for IREN Limited (IREN) 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.


IRENBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+2.17

Sortino ratioReturn per unit of downside risk

+3.60

Omega ratioGain probability vs. loss probability

1.23

0.85

+0.38

Calmar ratioReturn relative to maximum drawdown

2.10

-0.83

+2.92

Martin ratioReturn relative to average drawdown

3.73

-1.27

+5.00

IREN vs. BTC-USD - Sharpe Ratio Comparison

The current IREN Sharpe Ratio is 1.15, which is higher than the BTC-USD Sharpe Ratio of -1.02. The chart below compares the historical Sharpe Ratios of IREN 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.


Loading charts...

Drawdowns

IREN vs. BTC-USD - Drawdown Comparison

The maximum IREN drawdown since its inception was -96.21%, 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 IREN and BTC-USD.


Loading charts...

Drawdown Indicators


IRENBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-96.21%

-85.30%

-10.91%

Max Drawdown (1Y)

Largest decline over 1 year

-61.64%

-53.08%

-8.56%

Max Drawdown (3Y)

Largest decline over 3 years

-65.56%

-53.08%

-12.48%

Max Drawdown (5Y)

Largest decline over 5 years

-76.67%

Max Drawdown (10Y)

Largest decline over 10 years

-83.80%

Current Drawdown

Current decline from peak

-51.84%

-49.31%

-2.53%

Average Drawdown

Average peak-to-trough decline

-64.79%

-42.73%

-22.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

34.57%

24.94%

+9.63%

Volatility

IREN vs. BTC-USD - Volatility Comparison

IREN Limited (IREN) has a higher volatility of 45.35% compared to Bitcoin (BTC-USD) at 8.45%. This indicates that IREN'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.


Loading charts...

Volatility by Period


IRENBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

45.35%

8.45%

+36.90%

Volatility (6M)

Calculated over the trailing 6-month period

79.91%

33.72%

+46.19%

Volatility (1Y)

Calculated over the trailing 1-year period

111.95%

35.86%

+76.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

119.14%

43.65%

+75.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

119.14%

56.22%

+62.92%

Frequently Asked Questions


IREN and BTC-USD have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IREN has higher volatility (45.35%) compared to BTC-USD (8.45%). In terms of maximum drawdown, IREN dropped -96.21% vs BTC-USD's -85.30%.

IREN currently has the higher Sharpe Ratio (1.15 vs -1.02), 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 IREN 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.

Open Portfolio Optimizer