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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 94.00% return, which is significantly higher than BTC-USD's -28.54% return. Over the past 10 years, POET has underperformed BTC-USD with an annualized return of 5.63%, while BTC-USD has yielded a comparatively higher 59.68% annualized return.


POET

1D
3.54%
1M
12.15%
YTD
94.00%
6M
97.11%
1Y
193.08%
3Y*
34.92%
5Y*
5.05%
10Y*
5.63%

BTC-USD

1D
-1.22%
1M
-22.47%
YTD
-28.54%
6M
-31.02%
1Y
-40.89%
3Y*
33.16%
5Y*
10.82%
10Y*
59.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

POET vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
POET
POET Technologies Inc
94.00%6.39%536.09%-69.03%-57.46%9.79%130.96%38.41%19.00%-29.75%
BTC-USD
Bitcoin
-28.54%-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 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.37

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

0.15

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

0.13

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

0.09

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 (0.37) 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: 8383
Overall Rank
POET Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
POET Sortino Ratio Rank: 8383
Sortino Ratio Rank
POET Omega Ratio Rank: 8484
Omega Ratio Rank
POET Calmar Ratio Rank: 8686
Calmar Ratio Rank
POET Martin Ratio Rank: 8181
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 2828
Overall Rank
BTC-USD Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3333
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3333
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 4646
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 1616
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.


POETBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+2.34

Sortino ratioReturn per unit of downside risk

+3.82

Omega ratioGain probability vs. loss probability

1.33

0.86

+0.47

Calmar ratioReturn relative to maximum drawdown

3.45

-0.80

+4.25

Martin ratioReturn relative to average drawdown

6.62

-1.42

+8.04

POET vs. BTC-USD - Sharpe Ratio Comparison

The current POET Sharpe Ratio is 1.39, which is higher than the BTC-USD Sharpe Ratio of -0.95. 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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Sharpe Ratios by Period


POETBTC-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

-0.95

+2.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.20

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.06

0.87

-0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

1.13

-1.06

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

-56.29%

-51.21%

-5.08%

Max Drawdown (3Y)

Largest decline over 3 years

-85.85%

-51.21%

-34.64%

Max Drawdown (5Y)

Largest decline over 5 years

-93.47%

-76.67%

-16.80%

Max Drawdown (10Y)

Largest decline over 10 years

-93.47%

-83.80%

-9.67%

Current Drawdown

Current decline from peak

-40.30%

-49.86%

+9.56%

Average Drawdown

Average peak-to-trough decline

-61.10%

-42.32%

-18.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

29.30%

34.46%

-5.16%

Volatility

POET vs. BTC-USD - Volatility Comparison

POET Technologies Inc (POET) has a higher volatility of 66.01% compared to Bitcoin (BTC-USD) at 11.59%. 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

66.01%

11.59%

+54.42%

Volatility (6M)

Calculated over the trailing 6-month period

121.88%

34.53%

+87.35%

Volatility (1Y)

Calculated over the trailing 1-year period

139.98%

35.67%

+104.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

107.21%

44.95%

+62.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

99.13%

56.71%

+42.42%

Frequently Asked Questions


POET and BTC-USD have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

POET has higher volatility (66.01%) compared to BTC-USD (11.59%). In terms of maximum drawdown, POET dropped -93.47% vs BTC-USD's -85.30%.

POET currently has the higher Sharpe Ratio (1.39 vs -0.95), 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.

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