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

Performance

KGEI vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kolibri Global Energy Inc. Common stock (KGEI) 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, KGEI achieves a 44.02% return, which is significantly higher than BTC-USD's -27.60% return. Over the past 10 years, KGEI has underperformed BTC-USD with an annualized return of 36.08%, while BTC-USD has yielded a comparatively higher 59.71% annualized return.


KGEI

1D
0.71%
1M
-0.70%
YTD
44.02%
6M
39.24%
1Y
-17.85%
3Y*
13.41%
5Y*
149.03%
10Y*
36.08%

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)

KGEI vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KGEI
Kolibri Global Energy Inc. Common stock
44.02%-26.13%41.87%27.12%4,866.33%61.85%-54.12%-65.22%-36.11%59.50%
BTC-USD
Bitcoin
-27.60%-6.27%120.76%155.82%-64.23%59.40%304.57%94.10%-73.37%1,324.24%

Correlation

The correlation between KGEI and BTC-USD is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.07

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

0.07

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

0.07

Correlation (10Y)
Calculated over the trailing 10-year period

0.03

Correlation (All Time)
Calculated using the full available price history since Sep 20, 2012

0.01

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Return for Risk

KGEI vs. BTC-USD — Risk / Return Rank

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

KGEI
KGEI Risk / Return Rank: 3030
Overall Rank
KGEI Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
KGEI Sortino Ratio Rank: 2929
Sortino Ratio Rank
KGEI Omega Ratio Rank: 2929
Omega Ratio Rank
KGEI Calmar Ratio Rank: 3131
Calmar Ratio Rank
KGEI Martin Ratio Rank: 3434
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.

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

This table presents a comparison of risk-adjusted performance metrics for Kolibri Global Energy Inc. Common stock (KGEI) 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.


KGEIBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+0.62

Sortino ratioReturn per unit of downside risk

+1.23

Omega ratioGain probability vs. loss probability

0.99

0.87

+0.13

Calmar ratioReturn relative to maximum drawdown

-0.30

-0.80

+0.49

Martin ratioReturn relative to average drawdown

-0.45

-1.39

+0.95

KGEI vs. BTC-USD - Sharpe Ratio Comparison

The current KGEI Sharpe Ratio is -0.31, which is higher than the BTC-USD Sharpe Ratio of -0.92. The chart below compares the historical Sharpe Ratios of KGEI 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


KGEIBTC-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.31

-0.92

+0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.23

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.12

0.88

-0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

1.13

-1.06

Drawdowns

KGEI vs. BTC-USD - Drawdown Comparison

The maximum KGEI drawdown since its inception was -99.70%, 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 KGEI and BTC-USD.


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Drawdown Indicators


KGEIBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-99.70%

-85.30%

-14.40%

Max Drawdown (1Y)

Largest decline over 1 year

-58.78%

-49.65%

-9.13%

Max Drawdown (3Y)

Largest decline over 3 years

-64.68%

-49.65%

-15.03%

Max Drawdown (5Y)

Largest decline over 5 years

-64.68%

-76.67%

+11.99%

Max Drawdown (10Y)

Largest decline over 10 years

-96.27%

-83.80%

-12.47%

Current Drawdown

Current decline from peak

-40.86%

-49.21%

+8.35%

Average Drawdown

Average peak-to-trough decline

-69.84%

-42.28%

-27.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

39.78%

33.87%

+5.91%

Volatility

KGEI vs. BTC-USD - Volatility Comparison

Kolibri Global Energy Inc. Common stock (KGEI) has a higher volatility of 22.67% compared to Bitcoin (BTC-USD) at 10.14%. This indicates that KGEI'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


KGEIBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.67%

10.14%

+12.53%

Volatility (6M)

Calculated over the trailing 6-month period

41.12%

34.17%

+6.95%

Volatility (1Y)

Calculated over the trailing 1-year period

58.54%

35.51%

+23.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

404.59%

44.98%

+359.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

298.13%

56.69%

+241.44%

Frequently Asked Questions


KGEI and BTC-USD have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KGEI has higher volatility (22.67%) compared to BTC-USD (10.14%). In terms of maximum drawdown, KGEI dropped -99.70% vs BTC-USD's -85.30%.

KGEI currently has the higher Sharpe Ratio (-0.31 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.

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