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

Performance

POET vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in POET Technologies Inc (POET) 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, POET achieves a 18.01% return, which is significantly higher than BTC-USD's -25.13% return. Over the past 10 years, POET has underperformed BTC-USD with an annualized return of 1.03%, while BTC-USD has yielded a comparatively higher 58.50% annualized return.


POET

1D
1.08%
1M
-38.52%
6M
-10.00%
YTD
18.01%
1Y
19.14%
3Y*
22.64%
5Y*
-2.25%
10Y*
1.03%
ALL TIME*
0.60%

BTC-USD

1D
1.28%
1M
2.00%
6M
-29.23%
YTD
-25.13%
1Y
-44.16%
3Y*
29.87%
5Y*
15.31%
10Y*
58.50%
ALL TIME*
89.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

POET vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
POET
POET Technologies Inc
18.01%6.39%536.09%-69.03%-57.46%9.79%130.96%38.41%19.00%-29.75%
BTC-USD
Bitcoin
-25.13%-6.27%120.76%155.82%-64.23%59.40%304.57%94.10%-73.37%1,324.24%

Correlation

The correlation between POET and BTC-USD is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

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

0.16

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

0.15

Correlation (10Y)
Calculated over the trailing 10-year period

0.10

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2016

0.09

Over the past year, POET and BTC-USD have become more correlated (0.34) than their long-term average of 0.09, meaning their price movements have been converging.

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Return for Risk

POET vs. BTC-USD — Risk / Return Rank

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

POET
POET Risk / Return Rank: 5858
Overall Rank
POET Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
POET Sortino Ratio Rank: 6767
Sortino Ratio Rank
POET Omega Ratio Rank: 6767
Omega Ratio Rank
POET Calmar Ratio Rank: 5353
Calmar Ratio Rank
POET Martin Ratio Rank: 5353
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 4040
Overall Rank
BTC-USD Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 4545
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 4545
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 6161
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 3030
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.

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

This table presents a comparison of risk-adjusted performance metrics for POET Technologies Inc (POET) 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.


POETBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+1.16

Sortino ratioReturn per unit of downside risk

+2.85

Omega ratioGain probability vs. loss probability

1.17

0.85

+0.32

Calmar ratioReturn relative to maximum drawdown

0.30

-0.83

+1.13

Martin ratioReturn relative to average drawdown

0.58

-1.32

+1.91

POET vs. BTC-USD - Sharpe Ratio Comparison

The current POET Sharpe Ratio is 0.14, which is higher than the BTC-USD Sharpe Ratio of -1.03. The chart below compares the historical Sharpe Ratios of POET 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

POET vs. BTC-USD - Drawdown Comparison

The maximum POET drawdown since its inception was -93.47%, 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 POET and BTC-USD.


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Drawdown Indicators


POETBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-93.47%

-85.30%

-8.17%

Max Drawdown (1Y)

Largest decline over 1 year

-64.07%

-53.08%

-10.99%

Max Drawdown (3Y)

Largest decline over 3 years

-82.03%

-53.08%

-28.95%

Max Drawdown (5Y)

Largest decline over 5 years

-92.29%

-76.67%

-15.62%

Max Drawdown (10Y)

Largest decline over 10 years

-93.47%

-83.80%

-9.67%

Current Drawdown

Current decline from peak

-63.68%

-47.48%

-16.20%

Average Drawdown

Average peak-to-trough decline

-61.01%

-42.61%

-18.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

32.85%

27.88%

+4.97%

Volatility

POET vs. BTC-USD - Volatility Comparison

POET Technologies Inc (POET) has a higher volatility of 25.32% compared to Bitcoin (BTC-USD) at 9.37%. This indicates that POET'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


POETBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.32%

9.37%

+15.95%

Volatility (6M)

Calculated over the trailing 6-month period

122.98%

34.93%

+88.05%

Volatility (1Y)

Calculated over the trailing 1-year period

139.99%

35.76%

+104.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

107.62%

43.93%

+63.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

99.65%

56.33%

+43.32%

Frequently Asked Questions


POET and BTC-USD have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

POET has higher volatility (25.32%) compared to BTC-USD (9.37%). In terms of maximum drawdown, POET dropped -93.47% vs BTC-USD's -85.30%.

POET currently has the higher Sharpe Ratio (0.14 vs -1.03), 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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