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

Performance

LGO vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Largo Resources Ltd (LGO) 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, LGO achieves a -22.10% return, which is significantly higher than BTC-USD's -26.96% return. Over the past 10 years, LGO has underperformed BTC-USD with an annualized return of -14.43%, while BTC-USD has yielded a comparatively higher 57.94% annualized return.


LGO

1D
-1.99%
1M
-8.74%
6M
-38.65%
YTD
-22.10%
1Y
-47.09%
3Y*
-45.03%
5Y*
-45.65%
10Y*
-14.43%

BTC-USD

1D
0.21%
1M
0.58%
6M
-29.67%
YTD
-26.96%
1Y
-45.60%
3Y*
26.63%
5Y*
14.32%
10Y*
57.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LGO vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LGO
Largo Resources Ltd
-22.10%-45.51%-25.54%-57.06%-41.90%-16.18%43.48%-62.79%93.41%179.30%
BTC-USD
Bitcoin
-26.96%-6.27%120.76%155.82%-64.23%59.40%304.57%94.10%-73.37%1,324.24%

Correlation

The correlation between LGO and BTC-USD is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

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

0.16

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

0.18

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

0.09

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2012

0.07

Over the past year, LGO and BTC-USD have become more correlated (0.28) than their long-term average of 0.07, meaning their price movements have been converging.

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Return for Risk

LGO vs. BTC-USD — Risk / Return Rank

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

LGO
LGO Risk / Return Rank: 2525
Overall Rank
LGO Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
LGO Sortino Ratio Rank: 2929
Sortino Ratio Rank
LGO Omega Ratio Rank: 2929
Omega Ratio Rank
LGO Calmar Ratio Rank: 2222
Calmar Ratio Rank
LGO Martin Ratio Rank: 2424
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 2121
Overall Rank
BTC-USD Sharpe Ratio Rank: 66
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 2929
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 2727
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 3838
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 55
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.

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

This table presents a comparison of risk-adjusted performance metrics for Largo Resources Ltd (LGO) 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.


LGOBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+0.58

Sortino ratioReturn per unit of downside risk

+1.41

Omega ratioGain probability vs. loss probability

0.97

0.84

+0.14

Calmar ratioReturn relative to maximum drawdown

-0.62

-0.86

+0.24

Martin ratioReturn relative to average drawdown

-0.95

-1.40

+0.45

LGO vs. BTC-USD - Sharpe Ratio Comparison

The current LGO Sharpe Ratio is -0.49, which is higher than the BTC-USD Sharpe Ratio of -1.07. The chart below compares the historical Sharpe Ratios of LGO 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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Drawdowns

LGO vs. BTC-USD - Drawdown Comparison

The maximum LGO drawdown since its inception was -99.25%, 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 LGO and BTC-USD.


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Drawdown Indicators


LGOBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-99.25%

-85.30%

-13.95%

Max Drawdown (1Y)

Largest decline over 1 year

-74.83%

-53.08%

-21.75%

Max Drawdown (3Y)

Largest decline over 3 years

-86.68%

-53.08%

-33.60%

Max Drawdown (5Y)

Largest decline over 5 years

-96.22%

-76.67%

-19.55%

Max Drawdown (10Y)

Largest decline over 10 years

-98.19%

-83.80%

-14.39%

Current Drawdown

Current decline from peak

-99.14%

-48.76%

-50.38%

Average Drawdown

Average peak-to-trough decline

-81.72%

-42.54%

-39.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

48.36%

29.22%

+19.14%

Volatility

LGO vs. BTC-USD - Volatility Comparison

Largo Resources Ltd (LGO) has a higher volatility of 27.76% compared to Bitcoin (BTC-USD) at 8.77%. This indicates that LGO'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


LGOBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

27.76%

8.77%

+18.99%

Volatility (6M)

Calculated over the trailing 6-month period

61.22%

34.92%

+26.30%

Volatility (1Y)

Calculated over the trailing 1-year period

94.85%

35.53%

+59.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

71.86%

43.94%

+27.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

76.81%

56.32%

+20.49%

Frequently Asked Questions


LGO and BTC-USD have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LGO has higher volatility (27.76%) compared to BTC-USD (8.77%). In terms of maximum drawdown, LGO dropped -99.25% vs BTC-USD's -85.30%.

LGO currently has the higher Sharpe Ratio (-0.49 vs -1.07), 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

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