PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
KNEBV.HE vs. BTC-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between KNEBV.HE and BTC-USD is 0.05, 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.


-0.50.00.51.00.0

Performance

KNEBV.HE vs. BTC-USD - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%80.00%SeptemberOctoberNovemberDecember2025February
6.99%
57.97%
KNEBV.HE
BTC-USD

Key characteristics

Sharpe Ratio

KNEBV.HE:

1.22

BTC-USD:

1.34

Sortino Ratio

KNEBV.HE:

1.88

BTC-USD:

2.05

Omega Ratio

KNEBV.HE:

1.21

BTC-USD:

1.20

Calmar Ratio

KNEBV.HE:

0.63

BTC-USD:

1.07

Martin Ratio

KNEBV.HE:

3.12

BTC-USD:

7.63

Ulcer Index

KNEBV.HE:

7.29%

BTC-USD:

8.59%

Daily Std Dev

KNEBV.HE:

18.43%

BTC-USD:

43.77%

Max Drawdown

KNEBV.HE:

-94.01%

BTC-USD:

-93.07%

Current Drawdown

KNEBV.HE:

-18.61%

BTC-USD:

-8.96%

Returns By Period

In the year-to-date period, KNEBV.HE achieves a 14.60% return, which is significantly higher than BTC-USD's 3.43% return. Over the past 10 years, KNEBV.HE has underperformed BTC-USD with an annualized return of 6.55%, while BTC-USD has yielded a comparatively higher 82.48% annualized return.


KNEBV.HE

YTD

14.60%

1M

15.41%

6M

14.47%

1Y

21.77%

5Y*

2.91%

10Y*

6.55%

BTC-USD

YTD

3.43%

1M

-5.27%

6M

57.97%

1Y

84.83%

5Y*

58.41%

10Y*

82.48%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

KNEBV.HE vs. BTC-USD — Risk-Adjusted Performance Rank

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

KNEBV.HE
The Risk-Adjusted Performance Rank of KNEBV.HE is 7575
Overall Rank
The Sharpe Ratio Rank of KNEBV.HE is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of KNEBV.HE is 7777
Sortino Ratio Rank
The Omega Ratio Rank of KNEBV.HE is 7171
Omega Ratio Rank
The Calmar Ratio Rank of KNEBV.HE is 7070
Calmar Ratio Rank
The Martin Ratio Rank of KNEBV.HE is 7373
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 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 8484
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 8989
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.

KNEBV.HE vs. BTC-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for KONE Oyj (KNEBV.HE) 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 KNEBV.HE, currently valued at 0.74, compared to the broader market-2.000.002.000.741.34
The chart of Sortino ratio for KNEBV.HE, currently valued at 1.18, compared to the broader market-4.00-2.000.002.004.006.001.182.05
The chart of Omega ratio for KNEBV.HE, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.20
The chart of Calmar ratio for KNEBV.HE, currently valued at 0.09, compared to the broader market0.002.004.006.000.091.07
The chart of Martin ratio for KNEBV.HE, currently valued at 1.41, compared to the broader market0.0010.0020.0030.001.417.63
KNEBV.HE
BTC-USD

The current KNEBV.HE Sharpe Ratio is 1.22, which is comparable to the BTC-USD Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of KNEBV.HE 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 Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
0.74
1.34
KNEBV.HE
BTC-USD

Drawdowns

KNEBV.HE vs. BTC-USD - Drawdown Comparison

The maximum KNEBV.HE drawdown since its inception was -94.01%, roughly equal to the maximum BTC-USD drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for KNEBV.HE and BTC-USD. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-29.18%
-8.96%
KNEBV.HE
BTC-USD

Volatility

KNEBV.HE vs. BTC-USD - Volatility Comparison

The current volatility for KONE Oyj (KNEBV.HE) is 6.30%, while Bitcoin (BTC-USD) has a volatility of 9.78%. This indicates that KNEBV.HE 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.


5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
6.30%
9.78%
KNEBV.HE
BTC-USD
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab