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MP1.AX vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

MP1.AX vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a A$10,000 investment in Megaport Limited (MP1.AX) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

MP1.AX is traded in AUD, while BTC-USD is traded in USD. To make them comparable, the BTC-USD values have been converted to AUD using the latest available exchange rates.

Returns By Period

In the year-to-date period, MP1.AX achieves a 36.48% return, which is significantly higher than BTC-USD's -32.04% return. Over the past 10 years, MP1.AX has underperformed BTC-USD with an annualized return of 22.24%, while BTC-USD has yielded a comparatively higher 60.27% annualized return.


MP1.AX

1D
0.00%
1M
84.35%
YTD
36.48%
6M
27.97%
1Y
23.49%
3Y*
32.38%
5Y*
2.17%
10Y*
22.24%

BTC-USD

1D
-0.79%
1M
-20.88%
YTD
-32.04%
6M
-36.05%
1Y
-44.80%
3Y*
31.82%
5Y*
13.36%
10Y*
60.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MP1.AX vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MP1.AX
Megaport Limited
36.48%65.13%-19.89%45.80%-66.00%30.25%32.68%193.44%7.65%40.50%
BTC-USD
Bitcoin
-32.04%-13.08%144.27%153.58%-61.70%68.75%269.04%95.00%-71.94%1,300.44%

Correlation

The correlation between MP1.AX and BTC-USD is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.11

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

-0.04

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

-0.06

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

-0.03

Correlation (All Time)
Calculated using the full available price history since Dec 18, 2015

-0.03

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Return for Risk

MP1.AX vs. BTC-USD — Risk / Return Rank

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

MP1.AX
MP1.AX Risk / Return Rank: 5353
Overall Rank
MP1.AX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
MP1.AX Sortino Ratio Rank: 5454
Sortino Ratio Rank
MP1.AX Omega Ratio Rank: 5454
Omega Ratio Rank
MP1.AX Calmar Ratio Rank: 5050
Calmar Ratio Rank
MP1.AX Martin Ratio Rank: 5050
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 3030
Overall Rank
BTC-USD Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3434
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3232
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 4848
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 2121
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.

MP1.AX vs. BTC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Megaport Limited (MP1.AX) 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.


MP1.AXBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+1.47

Sortino ratioReturn per unit of downside risk

+2.64

Omega ratioGain probability vs. loss probability

1.13

0.82

+0.31

Calmar ratioReturn relative to maximum drawdown

0.38

-0.85

+1.22

Martin ratioReturn relative to average drawdown

0.76

-1.48

+2.23

MP1.AX vs. BTC-USD - Sharpe Ratio Comparison

The current MP1.AX Sharpe Ratio is 0.37, which is higher than the BTC-USD Sharpe Ratio of -1.10. The chart below compares the historical Sharpe Ratios of MP1.AX 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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Sharpe Ratios by Period


MP1.AXBTC-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.37

-1.10

+1.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

0.25

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.90

-0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

1.18

-0.79

Drawdowns

MP1.AX vs. BTC-USD - Drawdown Comparison

The maximum MP1.AX drawdown since its inception was -81.90%, roughly equal to the maximum BTC-USD drawdown of -83.70%. Use the drawdown chart below to compare losses from any high point for MP1.AX and BTC-USD.


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Drawdown Indicators


MP1.AXBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-81.90%

-83.70%

+1.80%

Max Drawdown (1Y)

Largest decline over 1 year

-62.11%

-52.75%

-9.36%

Max Drawdown (3Y)

Largest decline over 3 years

-62.11%

-52.75%

-9.36%

Max Drawdown (5Y)

Largest decline over 5 years

-81.90%

-73.77%

-8.13%

Max Drawdown (10Y)

Largest decline over 10 years

-81.90%

-82.07%

+0.17%

Current Drawdown

Current decline from peak

-24.09%

-52.75%

+28.66%

Average Drawdown

Average peak-to-trough decline

-33.51%

-39.27%

+5.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.91%

36.30%

-5.39%

Volatility

MP1.AX vs. BTC-USD - Volatility Comparison

Megaport Limited (MP1.AX) has a higher volatility of 27.27% compared to Bitcoin (BTC-USD) at 10.02%. This indicates that MP1.AX'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.


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Volatility by Period


MP1.AXBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

27.27%

10.02%

+17.25%

Volatility (6M)

Calculated over the trailing 6-month period

52.84%

33.11%

+19.73%

Volatility (1Y)

Calculated over the trailing 1-year period

62.86%

33.72%

+29.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

66.17%

44.26%

+21.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

57.47%

55.55%

+1.92%

Frequently Asked Questions


MP1.AX and BTC-USD have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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