RTSI vs. BTC-USD

In the year-to-date period, RTSI achieves a -25.05% return, which is significantly lower than BTC-USD's 131.29% return. Over the past 10 years, RTSI has underperformed BTC-USD with an annualized return of 0.21%, while BTC-USD has yielded a comparatively higher 76.43% annualized return.

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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.

The current RTSI Sharpe Ratio is -0.99, which is lower than the BTC-USD Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of RTSI 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.

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.

RTS Index (RTSI) and Bitcoin (BTC-USD) have volatilities of 14.44% and 14.07%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.