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

Correlation

The correlation between MKR-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

MKR-USD vs. BTC-USD - Performance Comparison

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

500.00%1,000.00%1,500.00%2,000.00%NovemberDecember2025FebruaryMarchApril
418.98%
2,037.84%
MKR-USD
BTC-USD

Key characteristics

Sharpe Ratio

MKR-USD:

-0.33

BTC-USD:

1.90

Sortino Ratio

MKR-USD:

0.10

BTC-USD:

2.52

Omega Ratio

MKR-USD:

1.01

BTC-USD:

1.26

Calmar Ratio

MKR-USD:

0.01

BTC-USD:

1.68

Martin Ratio

MKR-USD:

-0.85

BTC-USD:

8.54

Ulcer Index

MKR-USD:

37.16%

BTC-USD:

11.32%

Daily Std Dev

MKR-USD:

77.01%

BTC-USD:

42.81%

Max Drawdown

MKR-USD:

-91.67%

BTC-USD:

-93.07%

Current Drawdown

MKR-USD:

-75.11%

BTC-USD:

-11.73%

Returns By Period

In the year-to-date period, MKR-USD achieves a 1.28% return, which is significantly higher than BTC-USD's 0.29% return.


MKR-USD

YTD

1.28%

1M

16.61%

6M

32.89%

1Y

-47.45%

5Y*

35.22%

10Y*

N/A

BTC-USD

YTD

0.29%

1M

7.12%

6M

37.47%

1Y

45.77%

5Y*

65.44%

10Y*

82.48%

*Annualized

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Risk-Adjusted Performance

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

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

MKR-USD
The Risk-Adjusted Performance Rank of MKR-USD is 3131
Overall Rank
The Sharpe Ratio Rank of MKR-USD is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of MKR-USD is 2929
Sortino Ratio Rank
The Omega Ratio Rank of MKR-USD is 2929
Omega Ratio Rank
The Calmar Ratio Rank of MKR-USD is 4747
Calmar Ratio Rank
The Martin Ratio Rank of MKR-USD is 2424
Martin Ratio Rank

BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 9191
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 8787
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8888
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 9393
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 9292
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.

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

This table presents a comparison of risk-adjusted performance metrics for Maker (MKR-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 MKR-USD, currently valued at -0.33, compared to the broader market0.001.002.003.004.00
MKR-USD: -0.33
BTC-USD: 2.02
The chart of Sortino ratio for MKR-USD, currently valued at 0.10, compared to the broader market0.001.002.003.004.00
MKR-USD: 0.10
BTC-USD: 2.62
The chart of Omega ratio for MKR-USD, currently valued at 1.01, compared to the broader market0.901.001.101.201.301.40
MKR-USD: 1.01
BTC-USD: 1.27
The chart of Calmar ratio for MKR-USD, currently valued at 0.01, compared to the broader market1.002.003.004.00
MKR-USD: 0.01
BTC-USD: 1.81
The chart of Martin ratio for MKR-USD, currently valued at -0.85, compared to the broader market0.005.0010.0015.0020.0025.00
MKR-USD: -0.85
BTC-USD: 9.04

The current MKR-USD Sharpe Ratio is -0.33, which is lower than the BTC-USD Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of MKR-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
-0.33
2.02
MKR-USD
BTC-USD

Drawdowns

MKR-USD vs. BTC-USD - Drawdown Comparison

The maximum MKR-USD drawdown since its inception was -91.67%, roughly equal to the maximum BTC-USD drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for MKR-USD and BTC-USD. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-75.11%
-11.73%
MKR-USD
BTC-USD

Volatility

MKR-USD vs. BTC-USD - Volatility Comparison

Maker (MKR-USD) has a higher volatility of 31.59% compared to Bitcoin (BTC-USD) at 16.27%. This indicates that MKR-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.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%NovemberDecember2025FebruaryMarchApril
31.59%
16.27%
MKR-USD
BTC-USD