ORIC vs. BTC-USD
ORIC (ORIC Pharmaceuticals, Inc.) is a stock, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 5 years, ORIC returned -16.59%/yr vs 11.41%/yr for BTC-USD. At a 0.13 correlation, their price movements are largely independent.
Performance
ORIC vs. BTC-USD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ORIC achieves a -4.16% return, which is significantly higher than BTC-USD's -27.71% return.
ORIC
- 1D
- 2.89%
- 1M
- -18.59%
- YTD
- -4.16%
- 6M
- -28.60%
- 1Y
- -6.67%
- 3Y*
- 13.80%
- 5Y*
- -16.59%
- 10Y*
- —
BTC-USD
- 1D
- -5.18%
- 1M
- -20.79%
- YTD
- -27.71%
- 6M
- -32.32%
- 1Y
- -40.02%
- 3Y*
- 32.61%
- 5Y*
- 11.41%
- 10Y*
- 60.00%
ORIC vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ORIC ORIC Pharmaceuticals, Inc. | -4.16% | 1.36% | -12.28% | 56.20% | -59.93% | -56.57% | 31.35% |
BTC-USD Bitcoin | -27.71% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 285.78% |
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 | 0.14 |
Correlation (All Time) Calculated using the full available price history since Apr 25, 2020 | 0.13 |
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
ORIC vs. BTC-USD — Risk / Return Rank
ORIC
BTC-USD
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.
| ORIC | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.85 | ||
| Sortino ratioReturn per unit of downside risk | +1.79 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 0.87 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | -0.14 | -0.81 | +0.67 |
| Martin ratioReturn relative to average drawdown | -0.29 | -1.42 | +1.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| ORIC | BTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.08 | -0.93 | +0.85 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.19 | 0.21 | -0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.88 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.20 | 1.13 | -1.33 |
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.
Loading charts...
Drawdown Indicators
| ORIC | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.87% | -85.30% | -8.57% |
Max Drawdown (1Y)Largest decline over 1 year | -48.13% | -49.65% | +1.52% |
Max Drawdown (3Y)Largest decline over 3 years | -73.46% | -49.65% | -23.81% |
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 DrawdownCurrent decline from peak | -80.30% | -49.29% | -31.01% |
Average DrawdownAverage peak-to-trough decline | -67.74% | -42.27% | -25.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.26% | 33.73% | -10.47% |
Volatility
ORIC vs. BTC-USD - Volatility Comparison
ORIC Pharmaceuticals, Inc. (ORIC) has a higher volatility of 20.73% compared to Bitcoin (BTC-USD) at 10.81%. 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.
Loading charts...
Volatility by Period
| ORIC | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.73% | 10.81% | +9.92% |
Volatility (6M)Calculated over the trailing 6-month period | 75.71% | 34.33% | +41.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 80.12% | 35.60% | +44.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 90.08% | 45.05% | +45.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 88.10% | 56.69% | +31.41% |
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 (20.73%) compared to BTC-USD (10.81%). In terms of maximum drawdown, ORIC dropped -93.87% vs BTC-USD's -85.30%.
ORIC currently has the higher Sharpe Ratio (-0.08 vs -0.93), 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 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.
Open Portfolio Optimizer