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

Performance

LQD vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD) 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, LQD achieves a 0.88% return, which is significantly higher than BTC-USD's -27.34% return. Over the past 10 years, LQD has underperformed BTC-USD with an annualized return of 2.53%, while BTC-USD has yielded a comparatively higher 56.84% annualized return.


LQD

1D
0.85%
1M
0.86%
YTD
0.88%
6M
0.69%
1Y
5.82%
3Y*
5.17%
5Y*
-0.20%
10Y*
2.53%

BTC-USD

1D
3.47%
1M
-21.00%
YTD
-27.34%
6M
-31.30%
1Y
-41.49%
3Y*
34.89%
5Y*
12.33%
10Y*
56.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LQD vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
0.88%7.90%0.86%9.40%-17.92%-1.84%10.97%17.37%-3.79%7.06%
BTC-USD
Bitcoin
-27.34%-6.27%120.76%155.82%-64.23%59.40%304.57%94.10%-73.37%1,324.24%

Correlation

The correlation between LQD and BTC-USD is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.07

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

0.10

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

0.07

Correlation (All Time)
Calculated using the full available price history since Sep 26, 2012

0.06

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Return for Risk

LQD vs. BTC-USD — Risk / Return Rank

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

LQD
LQD Risk / Return Rank: 3737
Overall Rank
LQD Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
LQD Sortino Ratio Rank: 3636
Sortino Ratio Rank
LQD Omega Ratio Rank: 3333
Omega Ratio Rank
LQD Calmar Ratio Rank: 4343
Calmar Ratio Rank
LQD Martin Ratio Rank: 3737
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 3535
Overall Rank
BTC-USD Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 4141
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3838
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 5252
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 2727
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD) 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.


LQDBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+2.06

Sortino ratioReturn per unit of downside risk

+2.99

Omega ratioGain probability vs. loss probability

1.19

0.86

+0.33

Calmar ratioReturn relative to maximum drawdown

1.75

-0.81

+2.56

Martin ratioReturn relative to average drawdown

4.92

-1.42

+6.34

LQD vs. BTC-USD - Sharpe Ratio Comparison

The current LQD Sharpe Ratio is 1.09, which is higher than the BTC-USD Sharpe Ratio of -0.97. The chart below compares the historical Sharpe Ratios of LQD 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

LQD vs. BTC-USD - Drawdown Comparison

The maximum LQD drawdown since its inception was -24.95%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for LQD and BTC-USD.


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Drawdown Indicators


LQDBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-24.95%

-85.30%

+60.35%

Max Drawdown (1Y)

Largest decline over 1 year

-3.34%

-51.21%

+47.87%

Max Drawdown (3Y)

Largest decline over 3 years

-8.43%

-51.21%

+42.78%

Max Drawdown (5Y)

Largest decline over 5 years

-24.95%

-76.67%

+51.72%

Max Drawdown (10Y)

Largest decline over 10 years

-24.95%

-83.80%

+58.85%

Current Drawdown

Current decline from peak

-3.31%

-49.02%

+45.71%

Average Drawdown

Average peak-to-trough decline

-3.99%

-42.34%

+38.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.19%

34.89%

-33.70%

Volatility

LQD vs. BTC-USD - Volatility Comparison

The current volatility for iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD) is 1.77%, while Bitcoin (BTC-USD) has a volatility of 12.11%. This indicates that LQD 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.


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Volatility by Period


LQDBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.77%

12.11%

-10.34%

Volatility (6M)

Calculated over the trailing 6-month period

4.04%

34.67%

-30.63%

Volatility (1Y)

Calculated over the trailing 1-year period

5.38%

35.64%

-30.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.65%

44.75%

-36.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.69%

56.63%

-47.94%

Frequently Asked Questions


LQD and BTC-USD have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BTC-USD has higher volatility (12.11%) compared to LQD (1.77%). In terms of maximum drawdown, LQD dropped -24.95% vs BTC-USD's -85.30%.

LQD currently has the higher Sharpe Ratio (1.09 vs -0.97), 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

Find the right allocation for LQD 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.

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