PortfoliosLab logo
MIOTA-USD vs. BTG-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between MIOTA-USD and BTG-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. BTG-USD - Performance Comparison

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

-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-58.82%
-99.43%
MIOTA-USD
BTG-USD

Key characteristics

Sharpe Ratio

MIOTA-USD:

0.99

BTG-USD:

-0.34

Sortino Ratio

MIOTA-USD:

2.00

BTG-USD:

-0.48

Omega Ratio

MIOTA-USD:

1.20

BTG-USD:

0.94

Calmar Ratio

MIOTA-USD:

0.61

BTG-USD:

0.01

Martin Ratio

MIOTA-USD:

2.93

BTG-USD:

-1.57

Ulcer Index

MIOTA-USD:

39.65%

BTG-USD:

63.21%

Daily Std Dev

MIOTA-USD:

87.30%

BTG-USD:

204.89%

Max Drawdown

MIOTA-USD:

-98.08%

BTG-USD:

-99.93%

Current Drawdown

MIOTA-USD:

-95.89%

BTG-USD:

-99.80%

Returns By Period

In the year-to-date period, MIOTA-USD achieves a -21.37% return, which is significantly higher than BTG-USD's -90.43% return.


MIOTA-USD

YTD

-21.37%

1M

20.06%

6M

97.14%

1Y

-6.11%

5Y*

4.69%

10Y*

N/A

BTG-USD

YTD

-90.43%

1M

133.59%

6M

-95.91%

1Y

-97.40%

5Y*

-37.57%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

MIOTA-USD vs. BTG-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 8181
Overall Rank
The Sharpe Ratio Rank of MIOTA-USD is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of MIOTA-USD is 8181
Sortino Ratio Rank
The Omega Ratio Rank of MIOTA-USD is 7979
Omega Ratio Rank
The Calmar Ratio Rank of MIOTA-USD is 8282
Calmar Ratio Rank
The Martin Ratio Rank of MIOTA-USD is 8181
Martin Ratio Rank

BTG-USD
The Risk-Adjusted Performance Rank of BTG-USD is 1212
Overall Rank
The Sharpe Ratio Rank of BTG-USD is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of BTG-USD is 44
Sortino Ratio Rank
The Omega Ratio Rank of BTG-USD is 11
Omega Ratio Rank
The Calmar Ratio Rank of BTG-USD is 3636
Calmar Ratio Rank
The Martin Ratio Rank of BTG-USD is 22
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. BTG-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for IOTA (MIOTA-USD) and Bitcoin Gold (BTG-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 0.99, compared to the broader market0.001.002.003.004.00
MIOTA-USD: 0.99
BTG-USD: -0.34
The chart of Sortino ratio for MIOTA-USD, currently valued at 2.00, compared to the broader market0.001.002.003.004.00
MIOTA-USD: 2.00
BTG-USD: -0.48
The chart of Omega ratio for MIOTA-USD, currently valued at 1.20, compared to the broader market1.001.101.201.301.40
MIOTA-USD: 1.20
BTG-USD: 0.94
The chart of Calmar ratio for MIOTA-USD, currently valued at 0.61, compared to the broader market1.002.003.004.00
MIOTA-USD: 0.61
BTG-USD: 0.01
The chart of Martin ratio for MIOTA-USD, currently valued at 2.93, compared to the broader market00.005.0010.0015.0020.0025.00
MIOTA-USD: 2.93
BTG-USD: -1.57

The current MIOTA-USD Sharpe Ratio is 0.99, which is higher than the BTG-USD Sharpe Ratio of -0.34. The chart below compares the historical Sharpe Ratios of MIOTA-USD and BTG-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-1.00-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
0.99
-0.34
MIOTA-USD
BTG-USD

Drawdowns

MIOTA-USD vs. BTG-USD - Drawdown Comparison

The maximum MIOTA-USD drawdown since its inception was -98.08%, roughly equal to the maximum BTG-USD drawdown of -99.93%. Use the drawdown chart below to compare losses from any high point for MIOTA-USD and BTG-USD. For additional features, visit the drawdowns tool.


-100.00%-98.00%-96.00%-94.00%-92.00%-90.00%NovemberDecember2025FebruaryMarchApril
-95.89%
-99.80%
MIOTA-USD
BTG-USD

Volatility

MIOTA-USD vs. BTG-USD - Volatility Comparison

The current volatility for IOTA (MIOTA-USD) is 26.74%, while Bitcoin Gold (BTG-USD) has a volatility of 82.69%. This indicates that MIOTA-USD experiences smaller price fluctuations and is considered to be less risky than BTG-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


20.00%40.00%60.00%80.00%100.00%120.00%140.00%NovemberDecember2025FebruaryMarchApril
26.74%
82.69%
MIOTA-USD
BTG-USD