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MIOTA-USD vs. BTC-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between MIOTA-USD and BTC-USD is 0.22, 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.


-0.50.00.51.0
Correlation: 0.2

Performance

MIOTA-USD vs. BTC-USD - Performance Comparison

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

0.00%1,000.00%2,000.00%3,000.00%4,000.00%NovemberDecember2025FebruaryMarchApril
-64.18%
3,386.19%
MIOTA-USD
BTC-USD

Key characteristics

Sharpe Ratio

MIOTA-USD:

0.88

BTC-USD:

1.95

Sortino Ratio

MIOTA-USD:

1.91

BTC-USD:

2.56

Omega Ratio

MIOTA-USD:

1.19

BTC-USD:

1.26

Calmar Ratio

MIOTA-USD:

0.52

BTC-USD:

1.73

Martin Ratio

MIOTA-USD:

2.60

BTC-USD:

8.72

Ulcer Index

MIOTA-USD:

39.50%

BTC-USD:

11.36%

Daily Std Dev

MIOTA-USD:

87.27%

BTC-USD:

42.72%

Max Drawdown

MIOTA-USD:

-98.08%

BTC-USD:

-93.07%

Current Drawdown

MIOTA-USD:

-96.06%

BTC-USD:

-10.76%

Returns By Period

In the year-to-date period, MIOTA-USD achieves a -24.60% return, which is significantly lower than BTC-USD's 1.38% return.


MIOTA-USD

YTD

-24.60%

1M

7.50%

6M

94.01%

1Y

-8.54%

5Y*

3.86%

10Y*

N/A

BTC-USD

YTD

1.38%

1M

8.65%

6M

41.34%

1Y

48.57%

5Y*

64.83%

10Y*

82.95%

*Annualized

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Risk-Adjusted Performance

MIOTA-USD vs. BTC-USD — Risk-Adjusted Performance Rank

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

MIOTA-USD
The Risk-Adjusted Performance Rank of MIOTA-USD is 8080
Overall Rank
The Sharpe Ratio Rank of MIOTA-USD is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of MIOTA-USD is 8080
Sortino Ratio Rank
The Omega Ratio Rank of MIOTA-USD is 7979
Omega Ratio Rank
The Calmar Ratio Rank of MIOTA-USD is 8181
Calmar Ratio Rank
The Martin Ratio Rank of MIOTA-USD is 8080
Martin Ratio Rank

BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 9090
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 8585
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8787
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 9393
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 9191
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.

MIOTA-USD vs. BTC-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for IOTA (MIOTA-USD) 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.


The chart of Sharpe ratio for MIOTA-USD, currently valued at 0.88, compared to the broader market0.001.002.003.004.00
MIOTA-USD: 0.88
BTC-USD: 1.89
The chart of Sortino ratio for MIOTA-USD, currently valued at 1.91, compared to the broader market0.001.002.003.004.00
MIOTA-USD: 1.91
BTC-USD: 2.51
The chart of Omega ratio for MIOTA-USD, currently valued at 1.19, compared to the broader market1.001.101.201.301.40
MIOTA-USD: 1.19
BTC-USD: 1.26
The chart of Calmar ratio for MIOTA-USD, currently valued at 0.52, compared to the broader market1.002.003.004.00
MIOTA-USD: 0.52
BTC-USD: 1.66
The chart of Martin ratio for MIOTA-USD, currently valued at 2.60, compared to the broader market0.005.0010.0015.0020.00
MIOTA-USD: 2.60
BTC-USD: 8.45

The current MIOTA-USD Sharpe Ratio is 0.88, which is lower than the BTC-USD Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of MIOTA-USD 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-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.88
1.89
MIOTA-USD
BTC-USD

Drawdowns

MIOTA-USD vs. BTC-USD - Drawdown Comparison

The maximum MIOTA-USD drawdown since its inception was -98.08%, which is greater than BTC-USD's maximum drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for MIOTA-USD and BTC-USD. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-96.06%
-10.76%
MIOTA-USD
BTC-USD

Volatility

MIOTA-USD vs. BTC-USD - Volatility Comparison

IOTA (MIOTA-USD) has a higher volatility of 27.48% compared to Bitcoin (BTC-USD) at 16.25%. This indicates that MIOTA-USD'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.


10.00%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
27.48%
16.25%
MIOTA-USD
BTC-USD