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

Performance

REAL vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The RealReal, Inc. (REAL) 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, REAL achieves a -22.62% return, which is significantly higher than BTC-USD's -28.07% return.


REAL

1D
-1.13%
1M
32.72%
YTD
-22.62%
6M
-21.53%
1Y
149.18%
3Y*
106.33%
5Y*
-11.50%
10Y*

BTC-USD

1D
-1.58%
1M
-18.24%
YTD
-28.07%
6M
-28.01%
1Y
-40.30%
3Y*
27.25%
5Y*
12.68%
10Y*
57.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

REAL vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
REAL
The RealReal, Inc.
-22.62%44.37%443.78%60.80%-89.23%-40.58%3.66%-32.68%
BTC-USD
Bitcoin
-28.07%-6.27%120.76%155.82%-64.23%59.40%304.57%-35.79%

Correlation

The correlation between REAL and BTC-USD is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

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

0.22

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

0.24

Correlation (All Time)
Calculated using the full available price history since Jun 28, 2019

0.21

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Return for Risk

REAL vs. BTC-USD — Risk / Return Rank

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

REAL
REAL Risk / Return Rank: 8585
Overall Rank
REAL Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
REAL Sortino Ratio Rank: 8888
Sortino Ratio Rank
REAL Omega Ratio Rank: 8484
Omega Ratio Rank
REAL Calmar Ratio Rank: 8383
Calmar Ratio Rank
REAL Martin Ratio Rank: 8080
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 2121
Overall Rank
BTC-USD Sharpe Ratio Rank: 77
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 2525
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 2525
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 3636
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 1212
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.

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

This table presents a comparison of risk-adjusted performance metrics for The RealReal, Inc. (REAL) 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.


REALBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+2.88

Sortino ratioReturn per unit of downside risk

+4.20

Omega ratioGain probability vs. loss probability

1.34

0.86

+0.47

Calmar ratioReturn relative to maximum drawdown

2.89

-0.79

+3.68

Martin ratioReturn relative to average drawdown

6.23

-1.32

+7.56

REAL vs. BTC-USD - Sharpe Ratio Comparison

The current REAL Sharpe Ratio is 1.94, which is higher than the BTC-USD Sharpe Ratio of -0.94. The chart below compares the historical Sharpe Ratios of REAL 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

REAL vs. BTC-USD - Drawdown Comparison

The maximum REAL drawdown since its inception was -96.44%, 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 REAL and BTC-USD.


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Drawdown Indicators


REALBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-96.44%

-85.30%

-11.14%

Max Drawdown (1Y)

Largest decline over 1 year

-51.95%

-51.21%

-0.74%

Max Drawdown (3Y)

Largest decline over 3 years

-57.16%

-51.21%

-5.95%

Max Drawdown (5Y)

Largest decline over 5 years

-95.14%

-76.67%

-18.47%

Max Drawdown (10Y)

Largest decline over 10 years

-83.80%

Current Drawdown

Current decline from peak

-57.75%

-49.54%

-8.21%

Average Drawdown

Average peak-to-trough decline

-67.30%

-42.40%

-24.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.03%

31.29%

-7.26%

Volatility

REAL vs. BTC-USD - Volatility Comparison

The RealReal, Inc. (REAL) has a higher volatility of 17.90% compared to Bitcoin (BTC-USD) at 12.23%. This indicates that REAL'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


REALBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.90%

12.23%

+5.67%

Volatility (6M)

Calculated over the trailing 6-month period

49.37%

34.57%

+14.80%

Volatility (1Y)

Calculated over the trailing 1-year period

77.61%

35.70%

+41.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

97.50%

44.26%

+53.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

93.80%

56.41%

+37.39%

Frequently Asked Questions


REAL and BTC-USD have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

REAL has higher volatility (17.90%) compared to BTC-USD (12.23%). In terms of maximum drawdown, REAL dropped -96.44% vs BTC-USD's -85.30%.

REAL currently has the higher Sharpe Ratio (1.94 vs -0.94), 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.

Portfolio Optimizer

Find the right allocation for REAL and BTC-USD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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