PRG.DE vs. BTC-USD
PRG.DE (The Procter & Gamble Company) is a stock, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, PRG.DE returned 7.71%/yr vs 59.66%/yr for BTC-USD. At a 0.02 correlation, their price movements are largely independent.
Performance
PRG.DE vs. BTC-USD - Performance Comparison
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Different Trading Currencies
PRG.DE is traded in EUR, while BTC-USD is traded in USD. To make them comparable, the BTC-USD values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, PRG.DE achieves a -0.74% return, which is significantly higher than BTC-USD's -26.25% return. Over the past 10 years, PRG.DE has underperformed BTC-USD with an annualized return of 7.71%, while BTC-USD has yielded a comparatively higher 59.66% annualized return.
PRG.DE
- 1D
- -1.13%
- 1M
- -3.19%
- YTD
- -0.74%
- 6M
- -2.20%
- 1Y
- -13.75%
- 3Y*
- -1.93%
- 5Y*
- 3.74%
- 10Y*
- 7.71%
BTC-USD
- 1D
- 0.00%
- 1M
- -20.75%
- YTD
- -26.25%
- 6M
- -28.42%
- 1Y
- -38.10%
- 3Y*
- 29.19%
- 5Y*
- 12.64%
- 10Y*
- 59.66%
PRG.DE vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRG.DE The Procter & Gamble Company | -0.74% | -22.39% | 25.85% | -5.81% | 0.57% | 31.47% | 2.33% | 43.38% | 7.56% | -2.49% |
BTC-USD Bitcoin | -28.60% | -17.40% | 136.59% | 145.80% | -61.85% | 71.33% | 271.22% | 98.48% | -73.46% | 1,229.62% |
Correlation
The correlation between PRG.DE and BTC-USD is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.03 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since Sep 21, 2012 | 0.02 |
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Return for Risk
PRG.DE vs. BTC-USD — Risk / Return Rank
PRG.DE
BTC-USD
PRG.DE vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Procter & Gamble Company (PRG.DE) 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.
| PRG.DE | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.10 | ||
| Sortino ratioReturn per unit of downside risk | +0.15 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 0.87 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | -0.94 | -0.76 | -0.18 |
| Martin ratioReturn relative to average drawdown | -1.60 | -1.35 | -0.26 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PRG.DE | BTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.80 | -0.90 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.23 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.89 | -0.46 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 1.14 | -0.84 |
Drawdowns
PRG.DE vs. BTC-USD - Drawdown Comparison
The maximum PRG.DE drawdown since its inception was -50.76%, smaller than the maximum BTC-USD drawdown of -83.05%. Use the drawdown chart below to compare losses from any high point for PRG.DE and BTC-USD.
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Drawdown Indicators
| PRG.DE | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.76% | -83.05% | +32.29% |
Max Drawdown (1Y)Largest decline over 1 year | -16.68% | -49.93% | +33.25% |
Max Drawdown (3Y)Largest decline over 3 years | -29.15% | -49.93% | +20.78% |
Max Drawdown (5Y)Largest decline over 5 years | -29.15% | -73.60% | +44.45% |
Max Drawdown (10Y)Largest decline over 10 years | -29.21% | -82.51% | +53.30% |
Current DrawdownCurrent decline from peak | -27.15% | -48.40% | +21.25% |
Average DrawdownAverage peak-to-trough decline | -14.79% | -39.96% | +25.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.79% | 33.81% | -24.02% |
Volatility
PRG.DE vs. BTC-USD - Volatility Comparison
The current volatility for The Procter & Gamble Company (PRG.DE) is 6.92%, while Bitcoin (BTC-USD) has a volatility of 10.12%. This indicates that PRG.DE 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.
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Volatility by Period
| PRG.DE | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.92% | 10.12% | -3.20% |
Volatility (6M)Calculated over the trailing 6-month period | 15.57% | 34.33% | -18.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.54% | 35.37% | -15.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.83% | 45.05% | -27.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.22% | 55.99% | -37.77% |
Frequently Asked Questions
PRG.DE and BTC-USD have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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