RTSI vs. BTC-USD
Compare and contrast key facts about RTS Index (RTSI) and Bitcoin (BTC-USD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RTSI or BTC-USD.
Correlation
The correlation between RTSI and BTC-USD is 0.05, 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.
Performance
RTSI vs. BTC-USD - Performance Comparison
Key characteristics
RTSI:
-0.26
BTC-USD:
0.77
RTSI:
-0.20
BTC-USD:
1.41
RTSI:
0.98
BTC-USD:
1.14
RTSI:
-0.11
BTC-USD:
0.55
RTSI:
-0.37
BTC-USD:
3.60
RTSI:
20.38%
BTC-USD:
11.19%
RTSI:
29.06%
BTC-USD:
42.23%
RTSI:
-93.26%
BTC-USD:
-93.07%
RTSI:
-56.98%
BTC-USD:
-21.71%
Returns By Period
In the year-to-date period, RTSI achieves a 19.81% return, which is significantly higher than BTC-USD's -11.05% return. Over the past 10 years, RTSI has underperformed BTC-USD with an annualized return of 0.98%, while BTC-USD has yielded a comparatively higher 78.33% annualized return.
RTSI
19.81%
-6.47%
16.02%
-7.57%
0.39%
0.98%
BTC-USD
-11.05%
-4.72%
36.77%
25.95%
64.65%
78.33%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
RTSI vs. BTC-USD — Risk-Adjusted Performance Rank
RTSI
BTC-USD
RTSI vs. BTC-USD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for RTS Index (RTSI) 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.
Drawdowns
RTSI vs. BTC-USD - Drawdown Comparison
The maximum RTSI drawdown since its inception was -93.26%, roughly equal to the maximum BTC-USD drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for RTSI and BTC-USD. For additional features, visit the drawdowns tool.
Volatility
RTSI vs. BTC-USD - Volatility Comparison
The current volatility for RTS Index (RTSI) is 9.15%, while Bitcoin (BTC-USD) has a volatility of 14.60%. This indicates that RTSI experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.