KWHIY vs. BTC-USD
KWHIY (Kawasaki Heavy Industries Ltd ADR) is a stock, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, KWHIY returned 13.44%/yr vs 57.78%/yr for BTC-USD. At a 0.07 correlation, their price movements are largely independent.
Performance
KWHIY vs. BTC-USD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, KWHIY achieves a 52.43% return, which is significantly higher than BTC-USD's -26.78% return. Over the past 10 years, KWHIY has underperformed BTC-USD with an annualized return of 13.44%, while BTC-USD has yielded a comparatively higher 57.78% annualized return.
KWHIY
- 1D
- 1.26%
- 1M
- 6.48%
- YTD
- 52.43%
- 6M
- 40.24%
- 1Y
- 42.73%
- 3Y*
- 60.62%
- 5Y*
- 36.74%
- 10Y*
- 13.44%
BTC-USD
- 1D
- 1.32%
- 1M
- -16.41%
- YTD
- -26.78%
- 6M
- -27.65%
- 1Y
- -36.56%
- 3Y*
- 27.78%
- 5Y*
- 13.72%
- 10Y*
- 57.78%
KWHIY vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KWHIY Kawasaki Heavy Industries Ltd ADR | 52.43% | 44.36% | 113.86% | -5.41% | 24.97% | -17.66% | 4.24% | 1.23% | -39.85% | 14.23% |
BTC-USD Bitcoin | -26.78% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
Correlation
The correlation between KWHIY and BTC-USD is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.07 |
The correlation between KWHIY and BTC-USD shifts across timeframes, from 0.07 (all time) to 0.19 (1 year), reflecting how their relationship changes across market environments.
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
KWHIY vs. BTC-USD — Risk / Return Rank
KWHIY
BTC-USD
KWHIY vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Kawasaki Heavy Industries Ltd ADR (KWHIY) 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.
| KWHIY | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.67 | ||
| Sortino ratioReturn per unit of downside risk | +2.69 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 0.88 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 1.54 | -0.71 | +2.25 |
| Martin ratioReturn relative to average drawdown | 2.87 | -1.20 | +4.07 |
Loading charts...
Drawdowns
KWHIY vs. BTC-USD - Drawdown Comparison
The maximum KWHIY drawdown since its inception was -71.68%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for KWHIY and BTC-USD.
Loading charts...
Drawdown Indicators
| KWHIY | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.68% | -85.30% | +13.62% |
Max Drawdown (1Y)Largest decline over 1 year | -27.86% | -51.21% | +23.35% |
Max Drawdown (3Y)Largest decline over 3 years | -38.76% | -51.21% | +12.45% |
Max Drawdown (5Y)Largest decline over 5 years | -38.76% | -76.67% | +37.91% |
Max Drawdown (10Y)Largest decline over 10 years | -71.68% | -83.80% | +12.12% |
Current DrawdownCurrent decline from peak | -15.96% | -48.63% | +32.67% |
Average DrawdownAverage peak-to-trough decline | -33.35% | -42.41% | +9.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.94% | 31.17% | -16.23% |
Volatility
KWHIY vs. BTC-USD - Volatility Comparison
Kawasaki Heavy Industries Ltd ADR (KWHIY) has a higher volatility of 20.51% compared to Bitcoin (BTC-USD) at 12.27%. This indicates that KWHIY'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
| KWHIY | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.51% | 12.27% | +8.24% |
Volatility (6M)Calculated over the trailing 6-month period | 41.54% | 34.57% | +6.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 52.52% | 35.70% | +16.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 48.99% | 44.28% | +4.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.12% | 56.43% | -12.31% |
Frequently Asked Questions
KWHIY and BTC-USD have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KWHIY has higher volatility (20.51%) compared to BTC-USD (12.27%). In terms of maximum drawdown, KWHIY dropped -71.68% vs BTC-USD's -85.30%.
KWHIY currently has the higher Sharpe Ratio (0.82 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.
Find the right allocation for KWHIY 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