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RUB=X vs. BTC-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between RUB=X and BTC-USD is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.0

Performance

RUB=X vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USD/RUB (RUB=X) 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%SeptemberOctoberNovemberDecember2025February
0.27%
49.98%
RUB=X
BTC-USD

Key characteristics

Sharpe Ratio

RUB=X:

-0.11

BTC-USD:

1.48

Sortino Ratio

RUB=X:

0.00

BTC-USD:

2.19

Omega Ratio

RUB=X:

1.00

BTC-USD:

1.22

Calmar Ratio

RUB=X:

-0.06

BTC-USD:

1.23

Martin Ratio

RUB=X:

-0.34

BTC-USD:

8.41

Ulcer Index

RUB=X:

7.02%

BTC-USD:

8.60%

Daily Std Dev

RUB=X:

21.91%

BTC-USD:

43.82%

Max Drawdown

RUB=X:

-99.02%

BTC-USD:

-93.07%

Current Drawdown

RUB=X:

-36.32%

BTC-USD:

-9.44%

Returns By Period

In the year-to-date period, RUB=X achieves a -22.03% return, which is significantly lower than BTC-USD's 2.89% return. Over the past 10 years, RUB=X has underperformed BTC-USD with an annualized return of 2.90%, while BTC-USD has yielded a comparatively higher 82.18% annualized return.


RUB=X

YTD

-22.03%

1M

-10.84%

6M

-3.28%

1Y

-4.89%

5Y*

5.68%

10Y*

2.90%

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

RUB=X vs. BTC-USD — Risk-Adjusted Performance Rank

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

RUB=X
The Risk-Adjusted Performance Rank of RUB=X is 4444
Overall Rank
The Sharpe Ratio Rank of RUB=X is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of RUB=X is 4848
Sortino Ratio Rank
The Omega Ratio Rank of RUB=X is 4848
Omega Ratio Rank
The Calmar Ratio Rank of RUB=X is 3333
Calmar Ratio Rank
The Martin Ratio Rank of RUB=X is 4444
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.

RUB=X vs. BTC-USD - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for RUB=X, currently valued at -0.08, compared to the broader market0.002.004.006.008.00-0.081.48
The chart of Sortino ratio for RUB=X, currently valued at -0.06, compared to the broader market0.0010.0020.0030.00-0.062.19
The chart of Omega ratio for RUB=X, currently valued at 0.99, compared to the broader market2.004.006.008.000.991.22
The chart of Calmar ratio for RUB=X, currently valued at -0.06, compared to the broader market0.0020.0040.0060.00-0.061.23
The chart of Martin ratio for RUB=X, currently valued at -1.03, compared to the broader market0.00100.00200.00300.00400.00500.00-1.038.41
RUB=X
BTC-USD

The current RUB=X Sharpe Ratio is -0.11, which is lower than the BTC-USD Sharpe Ratio of 1.48. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
-0.08
1.48
RUB=X
BTC-USD

Drawdowns

RUB=X vs. BTC-USD - Drawdown Comparison

The maximum RUB=X drawdown since its inception was -99.02%, which is greater than BTC-USD's maximum drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for RUB=X and BTC-USD. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-48.07%
-9.44%
RUB=X
BTC-USD

Volatility

RUB=X vs. BTC-USD - Volatility Comparison

The current volatility for USD/RUB (RUB=X) is 1.95%, while Bitcoin (BTC-USD) has a volatility of 9.00%. 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.


0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
1.95%
9.00%
RUB=X
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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