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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 117.61% return, which is significantly higher than BTC-USD's -27.60% return.


OUST

1D
7.12%
1M
64.65%
YTD
117.61%
6M
81.19%
1Y
237.08%
3Y*
93.69%
5Y*
-17.88%
10Y*

BTC-USD

1D
-1.08%
1M
-21.71%
YTD
-27.60%
6M
-31.22%
1Y
-39.53%
3Y*
35.01%
5Y*
12.25%
10Y*
59.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OUST vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
OUST
Ouster, Inc.
117.61%77.09%59.32%-11.12%-83.40%-61.48%39.18%
BTC-USD
Bitcoin
-27.60%-6.27%120.76%155.82%-64.23%59.40%162.19%

Correlation

The correlation between OUST and BTC-USD is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

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

0.24

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

0.25

Correlation (All Time)
Calculated using the full available price history since Oct 10, 2020

0.22

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Return for Risk

OUST vs. BTC-USD — Risk / Return Rank

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

OUST
OUST Risk / Return Rank: 8787
Overall Rank
OUST Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
OUST Sortino Ratio Rank: 8686
Sortino Ratio Rank
OUST Omega Ratio Rank: 8282
Omega Ratio Rank
OUST Calmar Ratio Rank: 8989
Calmar Ratio Rank
OUST Martin Ratio Rank: 8383
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 3030
Overall Rank
BTC-USD Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3434
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3232
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 4848
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 2121
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.

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.


OUSTBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+3.32

Sortino ratioReturn per unit of downside risk

+4.13

Omega ratioGain probability vs. loss probability

1.33

0.87

+0.46

Calmar ratioReturn relative to maximum drawdown

4.33

-0.80

+5.12

Martin ratioReturn relative to average drawdown

8.03

-1.39

+9.43

OUST vs. BTC-USD - Sharpe Ratio Comparison

The current OUST Sharpe Ratio is 2.40, which is higher than the BTC-USD Sharpe Ratio of -0.92. 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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Sharpe Ratios by Period


OUSTBTC-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.40

-0.92

+3.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.19

0.23

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.13

1.13

-1.25

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%

-49.65%

-5.50%

Max Drawdown (3Y)

Largest decline over 3 years

-64.00%

-49.65%

-14.35%

Max Drawdown (5Y)

Largest decline over 5 years

-97.76%

-76.67%

-21.09%

Max Drawdown (10Y)

Largest decline over 10 years

-83.80%

Current Drawdown

Current decline from peak

-71.02%

-49.21%

-21.81%

Average Drawdown

Average peak-to-trough decline

-78.08%

-42.28%

-35.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

29.66%

33.87%

-4.21%

Volatility

OUST vs. BTC-USD - Volatility Comparison

Ouster, Inc. (OUST) has a higher volatility of 40.61% compared to Bitcoin (BTC-USD) at 10.14%. 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

40.61%

10.14%

+30.47%

Volatility (6M)

Calculated over the trailing 6-month period

66.37%

34.17%

+32.20%

Volatility (1Y)

Calculated over the trailing 1-year period

99.74%

35.51%

+64.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

96.43%

44.98%

+51.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

95.45%

56.69%

+38.76%

Frequently Asked Questions


OUST and BTC-USD have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OUST has higher volatility (40.61%) compared to BTC-USD (10.14%). In terms of maximum drawdown, OUST dropped -98.01% vs BTC-USD's -85.30%.

OUST currently has the higher Sharpe Ratio (2.40 vs -0.92), 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

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