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

Correlation

The correlation between RSI and BTC-USD is 0.23, 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.


-0.50.00.51.00.2

Performance

RSI vs. BTC-USD - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%80.00%SeptemberOctoberNovemberDecember2025February
45.89%
49.98%
RSI
BTC-USD

Key characteristics

Sharpe Ratio

RSI:

2.79

BTC-USD:

1.48

Sortino Ratio

RSI:

3.32

BTC-USD:

2.19

Omega Ratio

RSI:

1.43

BTC-USD:

1.22

Calmar Ratio

RSI:

1.82

BTC-USD:

1.23

Martin Ratio

RSI:

20.15

BTC-USD:

8.41

Ulcer Index

RSI:

7.15%

BTC-USD:

8.60%

Daily Std Dev

RSI:

51.65%

BTC-USD:

43.82%

Max Drawdown

RSI:

-88.92%

BTC-USD:

-93.07%

Current Drawdown

RSI:

-45.69%

BTC-USD:

-9.44%

Returns By Period

In the year-to-date period, RSI achieves a -0.36% return, which is significantly lower than BTC-USD's 2.89% return.


RSI

YTD

-0.36%

1M

-6.69%

6M

45.89%

1Y

148.55%

5Y*

N/A

10Y*

N/A

BTC-USD

YTD

2.89%

1M

-7.26%

6M

49.98%

1Y

87.36%

5Y*

57.48%

10Y*

82.18%

*Annualized

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Risk-Adjusted Performance

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

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

RSI
The Risk-Adjusted Performance Rank of RSI is 9494
Overall Rank
The Sharpe Ratio Rank of RSI is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of RSI is 9494
Sortino Ratio Rank
The Omega Ratio Rank of RSI is 9292
Omega Ratio Rank
The Calmar Ratio Rank of RSI is 8989
Calmar Ratio Rank
The Martin Ratio Rank of RSI is 9797
Martin Ratio Rank

BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 8686
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 8383
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8484
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 8787
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 9090
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.

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

This table presents a comparison of risk-adjusted performance metrics for Rush Street Interactive, Inc. (RSI) 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.


Sharpe ratio
The chart of Sharpe ratio for RSI, currently valued at 1.47, compared to the broader market-2.000.002.001.471.48
The chart of Sortino ratio for RSI, currently valued at 2.02, compared to the broader market-4.00-2.000.002.004.006.002.022.19
The chart of Omega ratio for RSI, currently valued at 1.26, compared to the broader market0.501.001.502.001.261.22
The chart of Calmar ratio for RSI, currently valued at 0.48, compared to the broader market0.002.004.006.000.481.23
The chart of Martin ratio for RSI, currently valued at 9.70, compared to the broader market-10.000.0010.0020.0030.009.708.41
RSI
BTC-USD

The current RSI Sharpe Ratio is 2.79, which is higher than the BTC-USD Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of RSI 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 Ratio1.002.003.004.005.006.00SeptemberOctoberNovemberDecember2025February
1.47
1.48
RSI
BTC-USD

Drawdowns

RSI vs. BTC-USD - Drawdown Comparison

The maximum RSI drawdown since its inception was -88.92%, roughly equal to the maximum BTC-USD drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for RSI and BTC-USD. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-45.69%
-9.44%
RSI
BTC-USD

Volatility

RSI vs. BTC-USD - Volatility Comparison

Rush Street Interactive, Inc. (RSI) has a higher volatility of 17.15% compared to Bitcoin (BTC-USD) at 9.00%. This indicates that RSI'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.


8.00%10.00%12.00%14.00%16.00%18.00%20.00%SeptemberOctoberNovemberDecember2025February
17.15%
9.00%
RSI
BTC-USD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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