L vs. BTC-USD

Last updated Apr 2, 2026

Compare and contrast key facts about Loews Corporation (L) and Bitcoin (BTC-USD).

Performance

L vs. BTC-USD - Performance Comparison

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

L vs. BTC-USD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
L Loews Corporation	1.32%	24.68%	22.09%	19.78%	1.41%	28.89%	-13.69%	15.89%	-8.56%	8.56%
BTC-USD Bitcoin	-21.63%	-6.27%	120.76%	155.82%	-64.23%	59.40%	304.57%	94.10%	-73.37%	1,324.24%

Returns By Period

In the year-to-date period, L achieves a 1.32% return, which is significantly higher than BTC-USD's -21.63% return. Over the past 10 years, L has underperformed BTC-USD with an annualized return of 11.34%, while BTC-USD has yielded a comparatively higher 66.45% annualized return.

L

• 1D: -0.09%
• 1M: -4.95%
• YTD: 1.32%
• 6M: 6.60%
• 1Y: 16.09%
• 3Y*: 22.88%
• 5Y*: 15.75%
• 10Y*: 11.34%

BTC-USD

• 1D: 0.51%
• 1M: -0.38%
• YTD: -21.63%
• 6M: -42.21%
• 1Y: -19.49%
• 3Y*: 34.49%
• 5Y*: 3.06%
• 10Y*: 66.45%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

L vs. BTC-USD — Risk / Return Rank

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

L

L Risk / Return Rank: 67
L Sharpe Ratio Rank: 70
L Sortino Ratio Rank: 61
L Omega Ratio Rank: 63
L Calmar Ratio Rank: 68
L Martin Ratio Rank: 75

BTC-USD

BTC-USD Risk / Return Rank: 43
BTC-USD Sharpe Ratio Rank: 61
BTC-USD Sortino Ratio Rank: 55
BTC-USD Omega Ratio Rank: 51
BTC-USD Calmar Ratio Rank: 43
BTC-USD Martin Ratio Rank: 4

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.

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

This table presents a comparison of risk-adjusted performance metrics for Loews Corporation (L) 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.

	L	BTC-USD	Difference
Sharpe ratio Return per unit of total volatility	0.87	-0.44	+1.31
Sortino ratio Return per unit of downside risk	1.23	-0.38	+1.61
Omega ratio Gain probability vs. loss probability	1.18	0.96	+0.22
Calmar ratio Return relative to maximum drawdown	1.34	-1.11	+2.45
Martin ratio Return relative to average drawdown	4.68	-1.99	+6.67
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

L vs. BTC-USD - Sharpe Ratio Comparison

The current L Sharpe Ratio is 0.87, which is higher than the BTC-USD Sharpe Ratio of -0.44. The chart below compares the historical Sharpe Ratios of L 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.

Sharpe Ratios by Period

	L	BTC-USD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.87	-0.44	+1.31
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.81	0.05	+0.76
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.45	0.97	-0.53
Sharpe Ratio (All Time) Calculated using the full available price history	0.33	1.19	-0.86

Correlation

The correlation between L 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.

Drawdowns

L vs. BTC-USD - Drawdown Comparison

The maximum L drawdown since its inception was -65.58%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for L and BTC-USD.

Drawdown Indicators

	L	BTC-USD	Difference
Max Drawdown Largest peak-to-trough decline	-65.58%	-85.30%	+19.72%
Max Drawdown (1Y) Largest decline over 1 year	-12.10%	-49.65%	+37.55%
Max Drawdown (5Y) Largest decline over 5 years	-26.11%	-76.67%	+50.56%
Max Drawdown (10Y) Largest decline over 10 years	-48.53%	-83.80%	+35.27%
Current Drawdown Current decline from peak	-4.95%	-45.02%	+40.07%
Average Drawdown Average peak-to-trough decline	-16.80%	-41.99%	+25.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.49%	27.60%	-24.11%

Volatility

L vs. BTC-USD - Volatility Comparison

The current volatility for Loews Corporation (L) is 4.53%, while Bitcoin (BTC-USD) has a volatility of 13.58%. This indicates that L 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.

Volatility by Period

	L	BTC-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.53%	13.58%	-9.05%
Volatility (6M) Calculated over the trailing 6-month period	10.61%	35.98%	-25.37%
Volatility (1Y) Calculated over the trailing 1-year period	18.66%	36.76%	-18.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.47%	46.90%	-27.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.55%	56.70%	-31.15%