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NET vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

NET vs. BTC-USD - Performance Comparison

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

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Returns By Period

In the year-to-date period, NET achieves a 15.89% return, which is significantly higher than BTC-USD's -25.06% return.


NET

1D
0.46%
1M
15.65%
YTD
15.89%
6M
12.86%
1Y
32.86%
3Y*
48.96%
5Y*
19.44%
10Y*

BTC-USD

1D
2.42%
1M
-17.06%
YTD
-25.06%
6M
-25.64%
1Y
-37.83%
3Y*
36.87%
5Y*
10.30%
10Y*
55.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NET vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
NET
Cloudflare, Inc.
15.89%83.09%29.33%84.16%-65.62%73.05%345.43%-5.22%
BTC-USD
Bitcoin
-25.06%-6.27%120.76%155.82%-64.23%59.40%304.57%-31.26%

Correlation

The correlation between NET and BTC-USD is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.20

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

0.26

Correlation (All Time)
Calculated using the full available price history since Sep 13, 2019

0.23

The correlation between NET and BTC-USD shifts across timeframes, from 0.20 (3 years) to 0.30 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

NET vs. BTC-USD — Risk / Return Rank

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

NET
NET Risk / Return Rank: 6161
Overall Rank
NET Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
NET Sortino Ratio Rank: 5959
Sortino Ratio Rank
NET Omega Ratio Rank: 6161
Omega Ratio Rank
NET Calmar Ratio Rank: 6262
Calmar Ratio Rank
NET Martin Ratio Rank: 6262
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 3636
Overall Rank
BTC-USD Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3636
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3535
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 5353
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 3535
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.

NET vs. BTC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cloudflare, Inc. (NET) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


NETBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+1.45

Sortino ratioReturn per unit of downside risk

+2.30

Omega ratioGain probability vs. loss probability

1.15

0.88

+0.28

Calmar ratioReturn relative to maximum drawdown

0.92

-0.74

+1.66

Martin ratioReturn relative to average drawdown

1.98

-1.28

+3.26

NET vs. BTC-USD - Sharpe Ratio Comparison

The current NET Sharpe Ratio is 0.57, which is higher than the BTC-USD Sharpe Ratio of -0.88. The chart below compares the historical Sharpe Ratios of NET 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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Drawdowns

NET vs. BTC-USD - Drawdown Comparison

The maximum NET drawdown since its inception was -82.58%, roughly equal to the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for NET and BTC-USD.


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Drawdown Indicators


NETBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-82.58%

-85.30%

+2.72%

Max Drawdown (1Y)

Largest decline over 1 year

-36.76%

-51.21%

+14.45%

Max Drawdown (3Y)

Largest decline over 3 years

-45.00%

-51.21%

+6.21%

Max Drawdown (5Y)

Largest decline over 5 years

-82.58%

-76.67%

-5.91%

Max Drawdown (10Y)

Largest decline over 10 years

-83.80%

Current Drawdown

Current decline from peak

-16.20%

-47.43%

+31.23%

Average Drawdown

Average peak-to-trough decline

-37.52%

-42.37%

+4.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.09%

35.28%

-18.19%

Volatility

NET vs. BTC-USD - Volatility Comparison

Cloudflare, Inc. (NET) has a higher volatility of 20.99% compared to Bitcoin (BTC-USD) at 12.10%. This indicates that NET'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


NETBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.99%

12.10%

+8.89%

Volatility (6M)

Calculated over the trailing 6-month period

53.96%

34.64%

+19.32%

Volatility (1Y)

Calculated over the trailing 1-year period

60.18%

35.63%

+24.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

68.52%

44.55%

+23.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

67.78%

56.61%

+11.17%

Frequently Asked Questions


NET and BTC-USD have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NET has higher volatility (20.99%) compared to BTC-USD (12.10%). In terms of maximum drawdown, NET dropped -82.58% vs BTC-USD's -85.30%.

NET currently has the higher Sharpe Ratio (0.57 vs -0.88), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for NET and BTC-USD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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