RUB=X vs. BTC-USD
RUB=X (USD/RUB) is a currency, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, RUB=X returned 1.32%/yr vs 61.48%/yr for BTC-USD. At a 0.27 correlation, their price movements are largely independent.
Performance
RUB=X vs. BTC-USD - Performance Comparison
Loading charts...
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 -6.89% return, which is significantly higher than BTC-USD's -34.79% return. Over the past 10 years, RUB=X has underperformed BTC-USD with an annualized return of 1.32%, while BTC-USD has yielded a comparatively higher 61.48% annualized return.
RUB=X
- 1D
- 0.35%
- 1M
- -1.48%
- YTD
- -6.89%
- 6M
- -3.74%
- 1Y
- -4.66%
- 3Y*
- -3.26%
- 5Y*
- 0.24%
- 10Y*
- 1.32%
BTC-USD
- 1D
- -3.64%
- 1M
- -25.87%
- YTD
- -34.79%
- 6M
- -33.98%
- 1Y
- -42.49%
- 3Y*
- 26.74%
- 5Y*
- 10.96%
- 10Y*
- 61.48%
RUB=X vs. BTC-USD - Yearly Performance Comparison
Correlation
The correlation between RUB=X and BTC-USD is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Sep 21, 2012 | 0.27 |
The correlation between RUB=X and BTC-USD shifts across timeframes, from 0.25 (10 years) to 0.35 (3 years), reflecting how their relationship changes across market environments.
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
RUB=X vs. BTC-USD — Risk / Return Rank
RUB=X
BTC-USD
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 ratioReturn per unit of total volatility | +0.69 | ||
| Sortino ratioReturn per unit of downside risk | +1.11 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 0.86 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | -0.21 | -0.75 | +0.54 |
| Martin ratioReturn relative to average drawdown | -0.49 | -1.34 | +0.85 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| RUB=X | BTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.25 | -0.95 | +0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | 0.18 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.05 | 0.87 | -0.81 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 1.22 | -0.95 |
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.
Loading charts...
Drawdown Indicators
| RUB=X | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.40% | -83.26% | +20.86% |
Max Drawdown (1Y)Largest decline over 1 year | -17.71% | -56.40% | +38.69% |
Max Drawdown (3Y)Largest decline over 3 years | -37.63% | -59.35% | +21.72% |
Max Drawdown (5Y)Largest decline over 5 years | -62.40% | -83.26% | +20.86% |
Max Drawdown (10Y)Largest decline over 10 years | -62.40% | -83.26% | +20.86% |
Current DrawdownCurrent decline from peak | -46.73% | -59.35% | +12.62% |
Average DrawdownAverage peak-to-trough decline | -20.51% | -37.67% | +17.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.44% | 37.90% | -29.46% |
Volatility
RUB=X vs. BTC-USD - Volatility Comparison
The current volatility for USD/RUB (RUB=X) is 3.65%, while Bitcoin (BTC-USD) has a volatility of 9.78%. 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.
Loading charts...
Volatility by Period
| RUB=X | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.65% | 9.78% | -6.13% |
Volatility (6M)Calculated over the trailing 6-month period | 9.68% | 35.91% | -26.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.16% | 37.58% | -22.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.45% | 51.94% | -22.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.24% | 58.83% | -35.59% |
Frequently Asked Questions
RUB=X and BTC-USD have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTC-USD has higher volatility (9.78%) compared to RUB=X (3.65%). In terms of maximum drawdown, RUB=X dropped -62.40% vs BTC-USD's -83.26%.
RUB=X currently has the higher Sharpe Ratio (-0.25 vs -0.95), 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.
Find the right allocation for RUB=X 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