RUB=X vs. BTC-USD

Last updated Apr 3, 2026

Compare and contrast key facts about USD/RUB (RUB=X) and Bitcoin (BTC-USD).

Performance

RUB=X vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a RUB 10,000 investment in USD/RUB (RUB=X) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

RUB=X vs. BTC-USD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
RUB=X USD/RUB	1.40%	-27.92%	22.80%	23.24%	-3.42%	1.46%	19.26%	-10.38%	20.06%	-6.34%
BTC-USD Bitcoin	-22.64%	-32.45%	172.55%	212.29%	-65.31%	61.73%	382.49%	73.94%	-69.57%	1,319.79%

Different Trading Currencies

RUB=X is traded in RUB, while BTC-USD is traded in USD. To make them comparable, the BTC-USD values have been converted to RUB using the latest available exchange rates.

Returns By Period

In the year-to-date period, RUB=X achieves a 1.40% return, which is significantly higher than BTC-USD's -20.97% return. Over the past 10 years, RUB=X has underperformed BTC-USD with an annualized return of 1.60%, while BTC-USD has yielded a comparatively higher 69.05% annualized return.

RUB=X

• 1D: -0.11%
• 1M: 3.28%
• YTD: 1.40%
• 6M: -2.84%
• 1Y: -4.81%
• 3Y*: 0.65%
• 5Y*: 0.94%
• 10Y*: 1.60%

BTC-USD

• 1D: 0.00%
• 1M: 3.07%
• YTD: -20.97%
• 6M: -45.07%
• 1Y: -21.31%
• 3Y*: 35.72%
• 5Y*: 3.91%
• 10Y*: 69.05%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

RUB=X vs. BTC-USD — Risk / Return Rank

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

RUB=X

RUB=X Risk / Return Rank: 48
RUB=X Sharpe Ratio Rank: 45
RUB=X Sortino Ratio Rank: 46
RUB=X Omega Ratio Rank: 45
RUB=X Calmar Ratio Rank: 53
RUB=X Martin Ratio Rank: 53

BTC-USD

BTC-USD Risk / Return Rank: 39
BTC-USD Sharpe Ratio Rank: 66
BTC-USD Sortino Ratio Rank: 60
BTC-USD Omega Ratio Rank: 59
BTC-USD Calmar Ratio Rank: 12
BTC-USD Martin Ratio Rank: 0

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.

RUB=X vs. BTC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD/RUB (RUB=X) 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.

	RUB=X	BTC-USD	Difference
Sharpe ratio Return per unit of total volatility	-0.24	-0.45	+0.21
Sortino ratio Return per unit of downside risk	-0.22	-0.37	+0.15
Omega ratio Gain probability vs. loss probability	0.97	0.96	+0.01
Calmar ratio Return relative to maximum drawdown	0.02	-1.01	+1.04
Martin ratio Return relative to average drawdown	0.05	-1.80	+1.85
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RUB=X vs. BTC-USD - Sharpe Ratio Comparison

The current RUB=X Sharpe Ratio is -0.24, which is higher than the BTC-USD Sharpe Ratio of -0.45. The chart below compares the historical Sharpe Ratios of RUB=X 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.

Sharpe Ratios by Period

	RUB=X	BTC-USD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.24	-0.45	+0.21
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.03	0.06	-0.03
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.07	0.97	-0.91
Sharpe Ratio (All Time) Calculated using the full available price history	0.29	1.30	-1.01

Correlation

The correlation between RUB=X and BTC-USD is 0.27, 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.

Drawdowns

RUB=X vs. BTC-USD - Drawdown Comparison

The maximum RUB=X drawdown since its inception was -62.40%, smaller than the maximum BTC-USD drawdown of -83.26%. Use the drawdown chart below to compare losses from any high point for RUB=X and BTC-USD.

Drawdown Indicators

	RUB=X	BTC-USD	Difference
Max Drawdown Largest peak-to-trough decline	-62.40%	-85.30%	+22.90%
Max Drawdown (1Y) Largest decline over 1 year	-14.07%	-49.65%	+35.58%
Max Drawdown (5Y) Largest decline over 5 years	-62.40%	-76.67%	+14.27%
Max Drawdown (10Y) Largest decline over 10 years	-62.40%	-83.80%	+21.40%
Current Drawdown Current decline from peak	-42.00%	-46.47%	+4.47%
Average Drawdown Average peak-to-trough decline	-20.05%	-42.00%	+21.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.50%	27.75%	-22.25%

Volatility

RUB=X vs. BTC-USD - Volatility Comparison

The current volatility for USD/RUB (RUB=X) is 6.29%, while Bitcoin (BTC-USD) has a volatility of 13.50%. This indicates that RUB=X 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.

Volatility by Period

	RUB=X	BTC-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.29%	13.50%	-7.21%
Volatility (6M) Calculated over the trailing 6-month period	10.86%	37.45%	-26.59%
Volatility (1Y) Calculated over the trailing 1-year period	16.39%	39.80%	-23.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.51%	53.34%	-23.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.35%	58.88%	-35.53%