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

Performance

RAIFY vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Raiffeisen Bank International AG ADR (RAIFY) 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, RAIFY achieves a 35.13% return, which is significantly higher than BTC-USD's -23.17% return.


RAIFY

1D
4.47%
1M
5.91%
YTD
35.13%
6M
45.45%
1Y
90.96%
3Y*
68.27%
5Y*
24.78%
10Y*

BTC-USD

1D
0.85%
1M
-14.42%
YTD
-23.17%
6M
-26.37%
1Y
-36.52%
3Y*
35.33%
5Y*
12.77%
10Y*
60.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RAIFY vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RAIFY
Raiffeisen Bank International AG ADR
35.13%126.15%7.52%35.96%-47.03%59.35%-19.87%3.93%-26.98%3.06%
BTC-USD
Bitcoin
-23.17%-6.27%120.76%155.82%-64.23%59.40%304.57%94.10%-73.37%228.91%

Correlation

The correlation between RAIFY and BTC-USD is 0.09, 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

0.09

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

0.05

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

0.09

Correlation (All Time)
Calculated using the full available price history since Oct 5, 2017

0.08

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Return for Risk

RAIFY vs. BTC-USD — Risk / Return Rank

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

RAIFY
RAIFY Risk / Return Rank: 8282
Overall Rank
RAIFY Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
RAIFY Sortino Ratio Rank: 8080
Sortino Ratio Rank
RAIFY Omega Ratio Rank: 7474
Omega Ratio Rank
RAIFY Calmar Ratio Rank: 8686
Calmar Ratio Rank
RAIFY Martin Ratio Rank: 8888
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 3434
Overall Rank
BTC-USD Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3636
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3535
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 5656
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 1717
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.

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

This table presents a comparison of risk-adjusted performance metrics for Raiffeisen Bank International AG ADR (RAIFY) 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.


RAIFYBTC-USDDifference

Sharpe ratio

Return per unit of total volatility

1.72

-0.85

+2.57

Sortino ratio

Return per unit of downside risk

2.32

-1.14

+3.46

Omega ratio

Gain probability vs. loss probability

1.27

0.88

+0.38

Calmar ratio

Return relative to maximum drawdown

3.71

-1.07

+4.78

Martin ratio

Return relative to average drawdown

10.96

-1.57

+12.53

RAIFY vs. BTC-USD - Sharpe Ratio Comparison

The current RAIFY Sharpe Ratio is 1.72, which is higher than the BTC-USD Sharpe Ratio of -0.85. The chart below compares the historical Sharpe Ratios of RAIFY 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


RAIFYBTC-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.72

-0.85

+2.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.24

+0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.89

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

1.14

-0.91

Drawdowns

RAIFY vs. BTC-USD - Drawdown Comparison

The maximum RAIFY drawdown since its inception was -74.75%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for RAIFY and BTC-USD.


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Drawdown Indicators


RAIFYBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-74.75%

-85.30%

+10.55%

Max Drawdown (1Y)

Largest decline over 1 year

-24.52%

-49.65%

+25.13%

Max Drawdown (3Y)

Largest decline over 3 years

-24.52%

-49.65%

+25.13%

Max Drawdown (5Y)

Largest decline over 5 years

-69.40%

-76.67%

+7.27%

Max Drawdown (10Y)

Largest decline over 10 years

-83.80%

Current Drawdown

Current decline from peak

-1.70%

-46.10%

+44.40%

Average Drawdown

Average peak-to-trough decline

-41.76%

-42.27%

+0.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.30%

33.71%

-25.41%

Volatility

RAIFY vs. BTC-USD - Volatility Comparison

Raiffeisen Bank International AG ADR (RAIFY) has a higher volatility of 19.08% compared to Bitcoin (BTC-USD) at 9.90%. This indicates that RAIFY'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


RAIFYBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.08%

9.90%

+9.18%

Volatility (6M)

Calculated over the trailing 6-month period

40.77%

33.98%

+6.79%

Volatility (1Y)

Calculated over the trailing 1-year period

53.12%

35.37%

+17.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

53.59%

45.01%

+8.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

52.74%

56.68%

-3.94%

Frequently Asked Questions


RAIFY and BTC-USD have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RAIFY has higher volatility (19.08%) compared to BTC-USD (9.90%). In terms of maximum drawdown, RAIFY dropped -74.75% vs BTC-USD's -85.30%.

RAIFY currently has the higher Sharpe Ratio (1.72 vs -0.85), 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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