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

Performance

RKLB vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rocket Lab USA, Inc. (RKLB) 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, RKLB achieves a 62.92% return, which is significantly higher than BTC-USD's -28.54% return.


RKLB

1D
3.24%
1M
7.76%
YTD
62.92%
6M
120.42%
1Y
292.98%
3Y*
179.23%
5Y*
10Y*

BTC-USD

1D
-1.22%
1M
-22.47%
YTD
-28.54%
6M
-31.02%
1Y
-40.89%
3Y*
33.16%
5Y*
10.82%
10Y*
59.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RKLB vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
RKLB
Rocket Lab USA, Inc.
62.92%173.89%360.58%46.68%-69.30%8.67%
BTC-USD
Bitcoin
-28.54%-6.27%120.76%155.82%-64.23%-6.66%

Correlation

The correlation between RKLB and BTC-USD is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.24

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

0.26

Correlation (All Time)
Calculated using the full available price history since Aug 24, 2021

0.27

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Return for Risk

RKLB vs. BTC-USD — Risk / Return Rank

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

RKLB
RKLB Risk / Return Rank: 9393
Overall Rank
RKLB Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
RKLB Sortino Ratio Rank: 9090
Sortino Ratio Rank
RKLB Omega Ratio Rank: 8888
Omega Ratio Rank
RKLB Calmar Ratio Rank: 9595
Calmar Ratio Rank
RKLB Martin Ratio Rank: 9494
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 2828
Overall Rank
BTC-USD Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3333
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3333
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 4646
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 1616
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.

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

This table presents a comparison of risk-adjusted performance metrics for Rocket Lab USA, Inc. (RKLB) 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.


RKLBBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+4.16

Sortino ratioReturn per unit of downside risk

+4.53

Omega ratioGain probability vs. loss probability

1.39

0.86

+0.53

Calmar ratioReturn relative to maximum drawdown

6.86

-0.80

+7.66

Martin ratioReturn relative to average drawdown

15.94

-1.42

+17.36

RKLB vs. BTC-USD - Sharpe Ratio Comparison

The current RKLB Sharpe Ratio is 3.20, which is higher than the BTC-USD Sharpe Ratio of -0.95. The chart below compares the historical Sharpe Ratios of RKLB 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


RKLBBTC-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.20

-0.95

+4.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

1.13

-0.38

Drawdowns

RKLB vs. BTC-USD - Drawdown Comparison

The maximum RKLB drawdown since its inception was -82.96%, roughly equal to the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for RKLB and BTC-USD.


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Drawdown Indicators


RKLBBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-82.96%

-85.30%

+2.34%

Max Drawdown (1Y)

Largest decline over 1 year

-43.01%

-51.21%

+8.20%

Max Drawdown (3Y)

Largest decline over 3 years

-55.49%

-51.21%

-4.28%

Max Drawdown (5Y)

Largest decline over 5 years

-76.67%

Max Drawdown (10Y)

Largest decline over 10 years

-83.80%

Current Drawdown

Current decline from peak

-24.35%

-49.86%

+25.51%

Average Drawdown

Average peak-to-trough decline

-51.40%

-42.32%

-9.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.48%

34.46%

-15.98%

Volatility

RKLB vs. BTC-USD - Volatility Comparison

Rocket Lab USA, Inc. (RKLB) has a higher volatility of 41.86% compared to Bitcoin (BTC-USD) at 11.59%. This indicates that RKLB'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


RKLBBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

41.86%

11.59%

+30.27%

Volatility (6M)

Calculated over the trailing 6-month period

72.23%

34.53%

+37.70%

Volatility (1Y)

Calculated over the trailing 1-year period

92.32%

35.67%

+56.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

81.48%

44.95%

+36.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

81.48%

56.71%

+24.77%

Frequently Asked Questions


RKLB and BTC-USD have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RKLB has higher volatility (41.86%) compared to BTC-USD (11.59%). In terms of maximum drawdown, RKLB dropped -82.96% vs BTC-USD's -85.30%.

RKLB currently has the higher Sharpe Ratio (3.20 vs -0.95), 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

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