PortfoliosLab logoPortfoliosLab logo
RLAY vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

RLAY vs. BTC-USD - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, RLAY achieves a 128.96% return, which is significantly higher than BTC-USD's -27.04% return.


RLAY

1D
-0.72%
1M
28.70%
6M
153.87%
YTD
128.96%
1Y
432.14%
3Y*
14.51%
5Y*
-10.29%
10Y*

BTC-USD

1D
-1.36%
1M
-2.71%
6M
-33.22%
YTD
-27.04%
1Y
-46.21%
3Y*
28.42%
5Y*
15.15%
10Y*
57.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RLAY vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
RLAY
Relay Therapeutics, Inc.
128.96%105.34%-62.58%-26.31%-51.35%-26.11%18.74%
BTC-USD
Bitcoin
-27.04%-6.27%120.76%155.82%-64.23%59.40%215.45%

Correlation

The correlation between RLAY and BTC-USD is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.16

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

0.19

Correlation (All Time)
Calculated using the full available price history since Jul 16, 2020

0.17

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

RLAY vs. BTC-USD — Risk / Return Rank

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

RLAY
RLAY Risk / Return Rank: 9999
Overall Rank
RLAY Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
RLAY Sortino Ratio Rank: 9898
Sortino Ratio Rank
RLAY Omega Ratio Rank: 9797
Omega Ratio Rank
RLAY Calmar Ratio Rank: 9999
Calmar Ratio Rank
RLAY Martin Ratio Rank: 9999
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 2323
Overall Rank
BTC-USD Sharpe Ratio Rank: 66
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3131
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3131
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 4141
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 55
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.

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

This table presents a comparison of risk-adjusted performance metrics for Relay Therapeutics, Inc. (RLAY) 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.


RLAYBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+7.21

Sortino ratioReturn per unit of downside risk

+6.67

Omega ratioGain probability vs. loss probability

1.60

0.84

+0.76

Calmar ratioReturn relative to maximum drawdown

15.48

-0.87

+16.35

Martin ratioReturn relative to average drawdown

44.20

-1.40

+45.60

RLAY vs. BTC-USD - Sharpe Ratio Comparison

The current RLAY Sharpe Ratio is 6.14, which is higher than the BTC-USD Sharpe Ratio of -1.07. The chart below compares the historical Sharpe Ratios of RLAY 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.


Loading charts...

Drawdowns

RLAY vs. BTC-USD - Drawdown Comparison

The maximum RLAY drawdown since its inception was -96.75%, 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 RLAY and BTC-USD.


Loading charts...

Drawdown Indicators


RLAYBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-96.75%

-85.30%

-11.45%

Max Drawdown (1Y)

Largest decline over 1 year

-28.15%

-53.08%

+24.93%

Max Drawdown (3Y)

Largest decline over 3 years

-84.13%

-53.08%

-31.05%

Max Drawdown (5Y)

Largest decline over 5 years

-94.65%

-76.67%

-17.98%

Max Drawdown (10Y)

Largest decline over 10 years

-83.80%

Current Drawdown

Current decline from peak

-68.52%

-48.82%

-19.70%

Average Drawdown

Average peak-to-trough decline

-69.15%

-42.58%

-26.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.84%

29.30%

-19.46%

Volatility

RLAY vs. BTC-USD - Volatility Comparison

Relay Therapeutics, Inc. (RLAY) has a higher volatility of 18.31% compared to Bitcoin (BTC-USD) at 9.78%. This indicates that RLAY'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.


Loading charts...

Volatility by Period


RLAYBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.31%

9.78%

+8.53%

Volatility (6M)

Calculated over the trailing 6-month period

49.86%

34.90%

+14.96%

Volatility (1Y)

Calculated over the trailing 1-year period

71.06%

35.73%

+35.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

78.63%

43.96%

+34.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

77.55%

56.33%

+21.22%

Frequently Asked Questions


RLAY and BTC-USD have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RLAY has higher volatility (18.31%) compared to BTC-USD (9.78%). In terms of maximum drawdown, RLAY dropped -96.75% vs BTC-USD's -85.30%.

RLAY currently has the higher Sharpe Ratio (6.14 vs -1.07), 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 RLAY 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.

Open Portfolio Optimizer