NSRGY vs. BTC-USD
NSRGY (Nestlé S.A.) is a stock, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, NSRGY returned 6.67%/yr vs 55.97%/yr for BTC-USD. At a 0.04 correlation, their price movements are largely independent.
Performance
NSRGY vs. BTC-USD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, NSRGY achieves a 5.66% return, which is significantly higher than BTC-USD's -25.06% return. Over the past 10 years, NSRGY has underperformed BTC-USD with an annualized return of 6.67%, while BTC-USD has yielded a comparatively higher 55.97% annualized return.
NSRGY
- 1D
- -0.20%
- 1M
- 1.56%
- YTD
- 5.66%
- 6M
- 6.71%
- 1Y
- 1.15%
- 3Y*
- -1.88%
- 5Y*
- -1.61%
- 10Y*
- 6.67%
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%
NSRGY vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NSRGY Nestlé S.A. | 5.66% | 24.80% | -27.05% | 2.88% | -15.94% | 22.32% | 11.63% | 37.26% | -2.74% | 27.45% |
BTC-USD Bitcoin | -25.06% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
Correlation
The correlation between NSRGY and BTC-USD is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Sep 29, 2012 | 0.04 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
NSRGY vs. BTC-USD — Risk / Return Rank
NSRGY
BTC-USD
NSRGY vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nestlé S.A. (NSRGY) 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.
| NSRGY | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.85 | ||
| Sortino ratioReturn per unit of downside risk | +1.32 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 0.88 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | -0.05 | -0.74 | +0.69 |
| Martin ratioReturn relative to average drawdown | -0.10 | -1.28 | +1.19 |
Loading charts...
Drawdowns
NSRGY vs. BTC-USD - Drawdown Comparison
The maximum NSRGY drawdown since its inception was -75.68%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for NSRGY and BTC-USD.
Loading charts...
Drawdown Indicators
| NSRGY | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.68% | -85.30% | +9.62% |
Max Drawdown (1Y)Largest decline over 1 year | -15.71% | -51.21% | +35.50% |
Max Drawdown (3Y)Largest decline over 3 years | -32.79% | -51.21% | +18.42% |
Max Drawdown (5Y)Largest decline over 5 years | -38.24% | -76.67% | +38.43% |
Max Drawdown (10Y)Largest decline over 10 years | -38.24% | -83.80% | +45.56% |
Current DrawdownCurrent decline from peak | -17.25% | -47.43% | +30.18% |
Average DrawdownAverage peak-to-trough decline | -24.16% | -42.37% | +18.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.31% | 35.28% | -25.97% |
Volatility
NSRGY vs. BTC-USD - Volatility Comparison
The current volatility for Nestlé S.A. (NSRGY) is 5.46%, while Bitcoin (BTC-USD) has a volatility of 12.10%. This indicates that NSRGY experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| NSRGY | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.46% | 12.10% | -6.64% |
Volatility (6M)Calculated over the trailing 6-month period | 15.05% | 34.64% | -19.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.89% | 35.63% | -12.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.90% | 44.55% | -24.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.44% | 56.61% | -38.17% |
Frequently Asked Questions
NSRGY and BTC-USD have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTC-USD has higher volatility (12.10%) compared to NSRGY (5.46%). In terms of maximum drawdown, NSRGY dropped -75.68% vs BTC-USD's -85.30%.
NSRGY currently has the higher Sharpe Ratio (-0.04 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.
Find the right allocation for NSRGY 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.
Open Portfolio Optimizer