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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.

0.00%20.00%40.00%60.00%80.00%100.00%AugustSeptemberOctoberNovemberDecember2025
0.23%
75.67%
RUB=X
BTC-USD

Key characteristics

Sharpe Ratio

RUB=X:

1.14

BTC-USD:

1.72

Sortino Ratio

RUB=X:

1.84

BTC-USD:

2.46

Omega Ratio

RUB=X:

1.25

BTC-USD:

1.24

Calmar Ratio

RUB=X:

0.59

BTC-USD:

1.56

Martin Ratio

RUB=X:

5.06

BTC-USD:

7.98

Ulcer Index

RUB=X:

4.65%

BTC-USD:

10.86%

Daily Std Dev

RUB=X:

20.32%

BTC-USD:

44.20%

Max Drawdown

RUB=X:

-99.02%

BTC-USD:

-93.07%

Current Drawdown

RUB=X:

-20.49%

BTC-USD:

-7.57%

Returns By Period

In the year-to-date period, RUB=X achieves a -2.65% return, which is significantly lower than BTC-USD's 5.01% return. Over the past 10 years, RUB=X has underperformed BTC-USD with an annualized return of 5.29%, while BTC-USD has yielded a comparatively higher 79.27% annualized return.


RUB=X

YTD

-2.65%

1M

5.23%

6M

25.56%

1Y

20.96%

5Y*

10.48%

10Y*

5.29%

BTC-USD

YTD

5.01%

1M

-0.67%

6M

73.14%

1Y

122.06%

5Y*

67.63%

10Y*

79.27%

*Annualized

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USD/RUB

Bitcoin

Risk-Adjusted Performance

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.


The chart of Sharpe ratio for RUB=X, currently valued at 0.09, compared to the broader market0.002.004.006.008.0010.000.091.72
The chart of Sortino ratio for RUB=X, currently valued at 0.17, compared to the broader market0.0010.0020.0030.0040.000.172.46
The chart of Omega ratio for RUB=X, currently valued at 1.02, compared to the broader market2.004.006.008.0010.001.021.24
The chart of Calmar ratio for RUB=X, currently valued at 0.00, compared to the broader market0.0020.0040.0060.0080.000.001.56
The chart of Martin ratio for RUB=X, currently valued at 1.17, compared to the broader market0.00100.00200.00300.00400.00500.00600.001.177.98
RUB=X
BTC-USD

The current RUB=X Sharpe Ratio is 1.14, which is lower than the BTC-USD Sharpe Ratio of 1.72. 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 Ratio0.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
0.09
1.72
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%AugustSeptemberOctoberNovemberDecember2025
-47.79%
-7.57%
RUB=X
BTC-USD

Volatility

RUB=X vs. BTC-USD - Volatility Comparison

The current volatility for USD/RUB (RUB=X) is 1.84%, while Bitcoin (BTC-USD) has a volatility of 13.01%. 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%AugustSeptemberOctoberNovemberDecember2025
1.84%
13.01%
RUB=X
BTC-USD

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