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RIOT vs. BTC-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between RIOT and BTC-USD is 0.30, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

RIOT vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Riot Blockchain, Inc. (RIOT) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

0.00%50,000,000.00%100,000,000.00%150,000,000.00%200,000,000.00%NovemberDecember2025FebruaryMarchApril
-96.17%
189,291,037.73%
RIOT
BTC-USD

Key characteristics

Sharpe Ratio

RIOT:

-0.34

BTC-USD:

1.90

Sortino Ratio

RIOT:

0.05

BTC-USD:

2.52

Omega Ratio

RIOT:

1.01

BTC-USD:

1.26

Calmar Ratio

RIOT:

-0.31

BTC-USD:

1.68

Martin Ratio

RIOT:

-0.99

BTC-USD:

8.54

Ulcer Index

RIOT:

30.88%

BTC-USD:

11.32%

Daily Std Dev

RIOT:

90.04%

BTC-USD:

42.81%

Max Drawdown

RIOT:

-99.98%

BTC-USD:

-93.07%

Current Drawdown

RIOT:

-99.76%

BTC-USD:

-11.73%

Returns By Period

In the year-to-date period, RIOT achieves a -23.70% return, which is significantly lower than BTC-USD's 0.29% return. Over the past 10 years, RIOT has underperformed BTC-USD with an annualized return of 7.12%, while BTC-USD has yielded a comparatively higher 82.48% annualized return.


RIOT

YTD

-23.70%

1M

-8.46%

6M

-23.55%

1Y

-34.43%

5Y*

44.35%

10Y*

7.12%

BTC-USD

YTD

0.29%

1M

7.12%

6M

37.47%

1Y

45.77%

5Y*

65.44%

10Y*

82.48%

*Annualized

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Risk-Adjusted Performance

RIOT vs. BTC-USD — Risk-Adjusted Performance Rank

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

RIOT
The Risk-Adjusted Performance Rank of RIOT is 3535
Overall Rank
The Sharpe Ratio Rank of RIOT is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of RIOT is 3939
Sortino Ratio Rank
The Omega Ratio Rank of RIOT is 3939
Omega Ratio Rank
The Calmar Ratio Rank of RIOT is 3333
Calmar Ratio Rank
The Martin Ratio Rank of RIOT is 2929
Martin Ratio Rank

BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 9191
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 8787
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8888
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 9393
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 9292
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.

RIOT vs. BTC-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Riot Blockchain, Inc. (RIOT) 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.


The chart of Sharpe ratio for RIOT, currently valued at 0.02, compared to the broader market-2.00-1.000.001.002.003.00
RIOT: 0.02
BTC-USD: 2.02
The chart of Sortino ratio for RIOT, currently valued at 0.73, compared to the broader market-6.00-4.00-2.000.002.004.00
RIOT: 0.73
BTC-USD: 2.62
The chart of Omega ratio for RIOT, currently valued at 1.08, compared to the broader market0.501.001.502.00
RIOT: 1.08
BTC-USD: 1.27
The chart of Calmar ratio for RIOT, currently valued at 0.00, compared to the broader market0.001.002.003.004.005.00
RIOT: 0.00
BTC-USD: 1.81
The chart of Martin ratio for RIOT, currently valued at 0.07, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
RIOT: 0.07
BTC-USD: 9.04

The current RIOT Sharpe Ratio is -0.34, which is lower than the BTC-USD Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of RIOT 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-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.02
2.02
RIOT
BTC-USD

Drawdowns

RIOT vs. BTC-USD - Drawdown Comparison

The maximum RIOT drawdown since its inception was -99.98%, 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 RIOT and BTC-USD. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-96.25%
-11.73%
RIOT
BTC-USD

Volatility

RIOT vs. BTC-USD - Volatility Comparison

Riot Blockchain, Inc. (RIOT) has a higher volatility of 29.05% compared to Bitcoin (BTC-USD) at 16.27%. This indicates that RIOT'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.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%NovemberDecember2025FebruaryMarchApril
29.05%
16.27%
RIOT
BTC-USD