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

Correlation

The correlation between MIOTA-USD and BTG-USD is 0.21, 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.


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.

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Key characteristics

Sharpe Ratio

MIOTA-USD:

-0.00

BTG-USD:

-0.39

Sortino Ratio

MIOTA-USD:

2.09

BTG-USD:

-0.46

Omega Ratio

MIOTA-USD:

1.20

BTG-USD:

0.95

Calmar Ratio

MIOTA-USD:

0.70

BTG-USD:

0.01

Martin Ratio

MIOTA-USD:

3.01

BTG-USD:

-1.42

Ulcer Index

MIOTA-USD:

42.97%

BTG-USD:

70.01%

Daily Std Dev

MIOTA-USD:

87.65%

BTG-USD:

208.13%

Max Drawdown

MIOTA-USD:

-98.08%

BTG-USD:

-99.93%

Current Drawdown

MIOTA-USD:

-95.69%

BTG-USD:

-99.82%

Returns By Period

In the year-to-date period, MIOTA-USD achieves a -17.61% return, which is significantly higher than BTG-USD's -91.49% return.


MIOTA-USD

YTD

-17.61%

1M

24.26%

6M

33.83%

1Y

-0.39%

3Y*

-11.20%

5Y*

2.87%

10Y*

N/A

BTG-USD

YTD

-91.49%

1M

46.17%

6M

-97.62%

1Y

-97.84%

3Y*

-65.44%

5Y*

-38.39%

10Y*

N/A

*Annualized

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IOTA

Bitcoin Gold

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 7777
Overall Rank
The Sharpe Ratio Rank of MIOTA-USD is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of MIOTA-USD is 7979
Sortino Ratio Rank
The Omega Ratio Rank of MIOTA-USD is 7878
Omega Ratio Rank
The Calmar Ratio Rank of MIOTA-USD is 8080
Calmar Ratio Rank
The Martin Ratio Rank of MIOTA-USD is 7575
Martin Ratio Rank

BTG-USD
The Risk-Adjusted Performance Rank of BTG-USD is 1717
Overall Rank
The Sharpe Ratio Rank of BTG-USD is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of BTG-USD is 33
Sortino Ratio Rank
The Omega Ratio Rank of BTG-USD is 22
Omega Ratio Rank
The Calmar Ratio Rank of BTG-USD is 3333
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 current MIOTA-USD Sharpe Ratio is -0.00, which is higher than the BTG-USD Sharpe Ratio of -0.39. 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.


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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.


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Volatility

MIOTA-USD vs. BTG-USD - Volatility Comparison

The current volatility for IOTA (MIOTA-USD) is 23.47%, while Bitcoin Gold (BTG-USD) has a volatility of 69.14%. 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.


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