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POU.TO vs. BTC-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between POU.TO and BTC-USD is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.0

Performance

POU.TO vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Paramount Resources Ltd. (POU.TO) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%SeptemberOctoberNovemberDecember2025February
10.66%
63.94%
POU.TO
BTC-USD

Key characteristics

Sharpe Ratio

POU.TO:

0.88

BTC-USD:

1.30

Sortino Ratio

POU.TO:

1.46

BTC-USD:

2.01

Omega Ratio

POU.TO:

1.20

BTC-USD:

1.20

Calmar Ratio

POU.TO:

0.55

BTC-USD:

1.04

Martin Ratio

POU.TO:

2.78

BTC-USD:

6.52

Ulcer Index

POU.TO:

10.25%

BTC-USD:

9.79%

Daily Std Dev

POU.TO:

32.47%

BTC-USD:

43.76%

Max Drawdown

POU.TO:

-98.41%

BTC-USD:

-93.07%

Current Drawdown

POU.TO:

-36.60%

BTC-USD:

-8.14%

Returns By Period

In the year-to-date period, POU.TO achieves a 0.27% return, which is significantly lower than BTC-USD's 4.37% return. Over the past 10 years, POU.TO has underperformed BTC-USD with an annualized return of 1.93%, while BTC-USD has yielded a comparatively higher 82.07% annualized return.


POU.TO

YTD

0.27%

1M

3.59%

6M

14.77%

1Y

23.96%

5Y*

49.69%

10Y*

1.93%

BTC-USD

YTD

4.37%

1M

-2.98%

6M

65.57%

1Y

87.74%

5Y*

57.90%

10Y*

82.07%

*Annualized

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Risk-Adjusted Performance

POU.TO vs. BTC-USD — Risk-Adjusted Performance Rank

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

POU.TO
The Risk-Adjusted Performance Rank of POU.TO is 7070
Overall Rank
The Sharpe Ratio Rank of POU.TO is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of POU.TO is 6969
Sortino Ratio Rank
The Omega Ratio Rank of POU.TO is 6969
Omega Ratio Rank
The Calmar Ratio Rank of POU.TO is 6868
Calmar Ratio Rank
The Martin Ratio Rank of POU.TO is 7070
Martin Ratio Rank

BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 8787
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 8484
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8585
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 8888
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 8888
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

POU.TO vs. BTC-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Paramount Resources Ltd. (POU.TO) 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.


Sharpe ratio
The chart of Sharpe ratio for POU.TO, currently valued at 0.10, compared to the broader market-2.000.002.004.000.101.30
The chart of Sortino ratio for POU.TO, currently valued at 0.44, compared to the broader market-6.00-4.00-2.000.002.004.006.000.442.01
The chart of Omega ratio for POU.TO, currently valued at 1.05, compared to the broader market0.501.001.502.001.051.20
The chart of Calmar ratio for POU.TO, currently valued at 0.01, compared to the broader market0.002.004.006.000.011.04
The chart of Martin ratio for POU.TO, currently valued at 0.30, compared to the broader market-10.000.0010.0020.0030.000.306.52
POU.TO
BTC-USD

The current POU.TO Sharpe Ratio is 0.88, which is lower than the BTC-USD Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of POU.TO and BTC-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.10
1.30
POU.TO
BTC-USD

Drawdowns

POU.TO vs. BTC-USD - Drawdown Comparison

The maximum POU.TO drawdown since its inception was -98.41%, which is greater than BTC-USD's maximum drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for POU.TO and BTC-USD. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-51.03%
-8.14%
POU.TO
BTC-USD

Volatility

POU.TO vs. BTC-USD - Volatility Comparison

The current volatility for Paramount Resources Ltd. (POU.TO) is 8.58%, while Bitcoin (BTC-USD) has a volatility of 11.26%. This indicates that POU.TO experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
8.58%
11.26%
POU.TO
BTC-USD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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