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QAN.AX vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

QAN.AX vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a A$10,000 investment in Qantas Airways Limited (QAN.AX) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

QAN.AX is traded in AUD, while BTC-USD is traded in USD. To make them comparable, the BTC-USD values have been converted to AUD using the latest available exchange rates.

Returns By Period

In the year-to-date period, QAN.AX achieves a -0.59% return, which is significantly higher than BTC-USD's -28.68% return. Over the past 10 years, QAN.AX has underperformed BTC-USD with an annualized return of 14.86%, while BTC-USD has yielded a comparatively higher 59.53% annualized return.


QAN.AX

1D
0.00%
1M
0.30%
6M
-0.87%
YTD
-0.59%
1Y
-4.81%
3Y*
18.18%
5Y*
18.54%
10Y*
14.86%
ALL TIME*
4.71%

BTC-USD

1D
1.12%
1M
3.32%
6M
-32.16%
YTD
-28.68%
1Y
-48.10%
3Y*
28.15%
5Y*
16.45%
10Y*
59.53%
ALL TIME*
94.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QAN.AX vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QAN.AX
Qantas Airways Limited
-0.59%21.79%67.04%-10.65%19.96%3.30%-31.79%28.19%18.12%56.17%
BTC-USD
Bitcoin
-28.68%-13.08%144.27%153.58%-61.70%68.75%269.04%95.00%-71.94%1,300.44%

Correlation

The correlation between QAN.AX and BTC-USD is -0.07, 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

-0.07

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

-0.03

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

-0.02

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

-0.00

Correlation (All Time)
Calculated using the full available price history since Nov 5, 2012

-0.00

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Return for Risk

QAN.AX vs. BTC-USD — Risk / Return Rank

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

QAN.AX
QAN.AX Risk / Return Rank: 3939
Overall Rank
QAN.AX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
QAN.AX Sortino Ratio Rank: 3636
Sortino Ratio Rank
QAN.AX Omega Ratio Rank: 3636
Omega Ratio Rank
QAN.AX Calmar Ratio Rank: 4242
Calmar Ratio Rank
QAN.AX Martin Ratio Rank: 4242
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.

QAN.AX vs. BTC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Qantas Airways Limited (QAN.AX) 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.


QAN.AXBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+1.08

Sortino ratioReturn per unit of downside risk

+1.89

Omega ratioGain probability vs. loss probability

1.01

0.81

+0.20

Calmar ratioReturn relative to maximum drawdown

-0.11

-0.87

+0.76

Martin ratioReturn relative to average drawdown

-0.20

-1.35

+1.15

QAN.AX vs. BTC-USD - Sharpe Ratio Comparison

The current QAN.AX Sharpe Ratio is -0.11, which is higher than the BTC-USD Sharpe Ratio of -1.19. The chart below compares the historical Sharpe Ratios of QAN.AX 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

QAN.AX vs. BTC-USD - Drawdown Comparison

The maximum QAN.AX drawdown since its inception was -84.01%, roughly equal to the maximum BTC-USD drawdown of -83.70%. Use the drawdown chart below to compare losses from any high point for QAN.AX and BTC-USD.


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Drawdown Indicators


QAN.AXBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-84.01%

-83.70%

-0.31%

Max Drawdown (1Y)

Largest decline over 1 year

-29.58%

-55.15%

+25.57%

Max Drawdown (3Y)

Largest decline over 3 years

-29.58%

-55.15%

+25.57%

Max Drawdown (5Y)

Largest decline over 5 years

-30.29%

-73.77%

+43.48%

Max Drawdown (10Y)

Largest decline over 10 years

-71.08%

-82.07%

+10.99%

Current Drawdown

Current decline from peak

-12.82%

-50.41%

+37.59%

Average Drawdown

Average peak-to-trough decline

-38.37%

-39.61%

+1.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.46%

32.04%

-15.58%

Volatility

QAN.AX vs. BTC-USD - Volatility Comparison

The current volatility for Qantas Airways Limited (QAN.AX) is 5.63%, while Bitcoin (BTC-USD) has a volatility of 8.64%. This indicates that QAN.AX 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


QAN.AXBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.63%

8.64%

-3.01%

Volatility (6M)

Calculated over the trailing 6-month period

24.37%

33.37%

-9.00%

Volatility (1Y)

Calculated over the trailing 1-year period

30.10%

33.70%

-3.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.71%

43.22%

-14.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.50%

55.03%

-22.53%

Frequently Asked Questions


QAN.AX and BTC-USD have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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