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

Performance

ORIC vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ORIC Pharmaceuticals, Inc. (ORIC) 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, ORIC achieves a 8.92% return, which is significantly higher than BTC-USD's -28.07% return.


ORIC

1D
-0.22%
1M
7.09%
YTD
8.92%
6M
7.74%
1Y
-10.90%
3Y*
11.14%
5Y*
-13.26%
10Y*

BTC-USD

1D
-1.58%
1M
-18.24%
YTD
-28.07%
6M
-28.01%
1Y
-40.30%
3Y*
27.25%
5Y*
12.68%
10Y*
57.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ORIC vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
ORIC
ORIC Pharmaceuticals, Inc.
8.92%1.36%-12.28%56.20%-59.93%-56.57%30.19%
BTC-USD
Bitcoin
-28.07%-6.27%120.76%155.82%-64.23%59.40%287.11%

Correlation

The correlation between ORIC and BTC-USD is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.14

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

0.15

Correlation (All Time)
Calculated using the full available price history since Apr 24, 2020

0.13

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Return for Risk

ORIC vs. BTC-USD — Risk / Return Rank

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

ORIC
ORIC Risk / Return Rank: 3838
Overall Rank
ORIC Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
ORIC Sortino Ratio Rank: 4242
Sortino Ratio Rank
ORIC Omega Ratio Rank: 4343
Omega Ratio Rank
ORIC Calmar Ratio Rank: 3636
Calmar Ratio Rank
ORIC Martin Ratio Rank: 3535
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 2121
Overall Rank
BTC-USD Sharpe Ratio Rank: 77
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 2525
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 2525
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 3636
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 1212
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.

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

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


ORICBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+0.81

Sortino ratioReturn per unit of downside risk

+1.72

Omega ratioGain probability vs. loss probability

1.06

0.86

+0.20

Calmar ratioReturn relative to maximum drawdown

-0.23

-0.79

+0.56

Martin ratioReturn relative to average drawdown

-0.43

-1.32

+0.89

ORIC vs. BTC-USD - Sharpe Ratio Comparison

The current ORIC Sharpe Ratio is -0.14, which is higher than the BTC-USD Sharpe Ratio of -0.94. The chart below compares the historical Sharpe Ratios of ORIC 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

ORIC vs. BTC-USD - Drawdown Comparison

The maximum ORIC drawdown since its inception was -93.87%, which is greater than BTC-USD's maximum drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for ORIC and BTC-USD.


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Drawdown Indicators


ORICBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-93.87%

-85.30%

-8.57%

Max Drawdown (1Y)

Largest decline over 1 year

-48.13%

-51.21%

+3.08%

Max Drawdown (3Y)

Largest decline over 3 years

-73.46%

-51.21%

-22.25%

Max Drawdown (5Y)

Largest decline over 5 years

-90.33%

-76.67%

-13.66%

Max Drawdown (10Y)

Largest decline over 10 years

-83.80%

Current Drawdown

Current decline from peak

-77.61%

-49.54%

-28.07%

Average Drawdown

Average peak-to-trough decline

-67.80%

-42.40%

-25.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.24%

31.29%

-6.05%

Volatility

ORIC vs. BTC-USD - Volatility Comparison

ORIC Pharmaceuticals, Inc. (ORIC) has a higher volatility of 23.78% compared to Bitcoin (BTC-USD) at 12.23%. This indicates that ORIC'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


ORICBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.78%

12.23%

+11.55%

Volatility (6M)

Calculated over the trailing 6-month period

75.68%

34.57%

+41.11%

Volatility (1Y)

Calculated over the trailing 1-year period

80.49%

35.70%

+44.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

89.97%

44.26%

+45.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

87.90%

56.41%

+31.49%

Frequently Asked Questions


ORIC and BTC-USD have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ORIC has higher volatility (23.78%) compared to BTC-USD (12.23%). In terms of maximum drawdown, ORIC dropped -93.87% vs BTC-USD's -85.30%.

ORIC currently has the higher Sharpe Ratio (-0.14 vs -0.94), 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 ORIC 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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