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

Performance

OUST vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ouster, Inc. (OUST) 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, OUST achieves a 80.27% return, which is significantly higher than BTC-USD's -27.75% return.


OUST

1D
9.79%
1M
-21.73%
6M
87.28%
YTD
80.27%
1Y
77.48%
3Y*
85.31%
5Y*
-15.75%
10Y*
ALL TIME*
-14.52%

BTC-USD

1D
0.72%
1M
1.12%
6M
-17.79%
YTD
-27.75%
1Y
-43.83%
3Y*
29.40%
5Y*
10.61%
10Y*
59.66%
ALL TIME*
87.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

BTC-USD

Bitcoin
$1569.44T$1598.63T$2087.37T
$115.76M$169.81M$205.08M

OUST vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
OUST
Ouster, Inc.
80.27%77.09%59.32%-11.12%-83.40%-61.48%39.18%
BTC-USD
Bitcoin
-27.75%-6.27%120.76%155.82%-64.23%59.40%165.16%

Correlation

The correlation between OUST and BTC-USD is 0.33, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.33

Correlation (3Y)
Balances recent behavior with more history.

0.24

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.26

Correlation (All Time)
Calculated using the full available price history since Oct 9, 2020

0.23

The correlation between OUST and BTC-USD shifts across timeframes, from 0.23 (all time) to 0.33 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

OUST vs. BTC-USD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

OUST
OUST Risk / Return Rank: 6969
Overall Rank
OUST Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
OUST Sortino Ratio Rank: 7373
Sortino Ratio Rank
OUST Omega Ratio Rank: 6868
Omega Ratio Rank
OUST Calmar Ratio Rank: 7070
Calmar Ratio Rank
OUST Martin Ratio Rank: 6666
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 3636
Overall Rank
BTC-USD Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 4040
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 4040
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 5858
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 3131
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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

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


OUSTBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+1.64

Sortino ratioReturn per unit of downside risk

+3.09

Omega ratioGain probability vs. loss probability

1.18

0.85

+0.33

Calmar ratioReturn relative to maximum drawdown

1.22

-0.83

+2.04

Martin ratioReturn relative to average drawdown

2.14

-1.27

+3.41

OUST vs. BTC-USD - Sharpe Ratio Comparison

The current OUST Sharpe Ratio is 0.63, which is higher than the BTC-USD Sharpe Ratio of -1.02. The chart below compares the historical Sharpe Ratios of OUST 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

OUST vs. BTC-USD - Drawdown Comparison

The maximum OUST drawdown since its inception was -98.01%, 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 OUST and BTC-USD.


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Drawdown Indicators


OUSTBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-98.01%

-85.30%

-12.71%

Max Drawdown (1Y)

Largest decline over 1 year

-55.15%

-53.08%

-2.07%

Max Drawdown (3Y)

Largest decline over 3 years

-64.00%

-53.08%

-10.92%

Max Drawdown (5Y)

Largest decline over 5 years

-96.90%

-76.67%

-20.23%

Max Drawdown (10Y)

Largest decline over 10 years

-83.80%

Current Drawdown

Current decline from peak

-75.99%

-49.31%

-26.68%

Average Drawdown

Average peak-to-trough decline

-77.93%

-42.73%

-35.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

31.28%

24.94%

+6.34%

Volatility

OUST vs. BTC-USD - Volatility Comparison

Ouster, Inc. (OUST) has a higher volatility of 41.09% compared to Bitcoin (BTC-USD) at 8.45%. This indicates that OUST'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


OUSTBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

41.09%

8.45%

+32.64%

Volatility (6M)

Calculated over the trailing 6-month period

83.94%

33.72%

+50.22%

Volatility (1Y)

Calculated over the trailing 1-year period

107.23%

35.86%

+71.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

99.42%

43.65%

+55.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

97.40%

56.22%

+41.18%

Frequently Asked Questions


OUST and BTC-USD have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OUST has higher volatility (41.09%) compared to BTC-USD (8.45%). In terms of maximum drawdown, OUST dropped -98.01% vs BTC-USD's -85.30%.

OUST currently has the higher Sharpe Ratio (0.63 vs -1.02), 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 OUST 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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