RUBUSD=X vs. BTC-USD
RUBUSD=X (RUB/USD) is a currency, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, RUBUSD=X returned -1.85%/yr vs 59.66%/yr for BTC-USD. Their 0.02 correlation means their historical movements had little consistent relationship.
Performance
RUBUSD=X vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, RUBUSD=X achieves a -0.33% return, which is significantly higher than BTC-USD's -27.75% return. Over the past 10 years, RUBUSD=X has underperformed BTC-USD with an annualized return of -1.85%, while BTC-USD has yielded a comparatively higher 59.66% annualized return.
RUBUSD=X
- 1D
- -0.01%
- 1M
- -3.00%
- 6M
- -4.24%
- YTD
- -0.33%
- 1Y
- 0.94%
- 3Y*
- 6.06%
- 5Y*
- -1.64%
- 10Y*
- -1.85%
- ALL TIME*
- -5.84%
BTC-USD
- 1D
- 0.72%
- 1M
- 1.12%
- 6M
- -17.79%
- YTD
- -27.75%
- 1Y
- -43.83%
- 3Y*
- 29.40%
- 5Y*
- 10.61%
- 10Y*
- 59.66%
- ALL TIME*
- 87.16%
Liquidity Comparison
RUBUSD=X vs. BTC-USD - Yearly Performance Comparison
Correlation
The correlation between RUBUSD=X and BTC-USD is 0.05, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.05 |
Correlation (3Y) Balances recent behavior with more history. | 0.01 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.07 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.04 |
Correlation (All Time) Calculated using the full available price history since Nov 17, 2012 | 0.02 |
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Return for Risk
RUBUSD=X vs. BTC-USD — Risk / Return Rank
RUBUSD=X
BTC-USD
RUBUSD=X vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for RUB/USD (RUBUSD=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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| RUBUSD=X | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.07 | ||
| Sortino ratioReturn per unit of downside risk | +1.67 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 0.85 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 0.06 | -0.83 | +0.88 |
| Martin ratioReturn relative to average drawdown | 0.16 | -1.27 | +1.42 |
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Drawdowns
RUBUSD=X vs. BTC-USD - Drawdown Comparison
The maximum RUBUSD=X drawdown since its inception was -83.48%, roughly equal to the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for RUBUSD=X and BTC-USD.
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Drawdown Indicators
| RUBUSD=X | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.48% | -85.30% | +1.82% |
Max Drawdown (1Y)Largest decline over 1 year | -13.07% | -53.08% | +40.01% |
Max Drawdown (3Y)Largest decline over 3 years | -26.61% | -53.08% | +26.47% |
Max Drawdown (5Y)Largest decline over 5 years | -53.91% | -76.67% | +22.76% |
Max Drawdown (10Y)Largest decline over 10 years | -60.21% | -83.80% | +23.59% |
Current DrawdownCurrent decline from peak | -70.89% | -49.31% | -21.58% |
Average DrawdownAverage peak-to-trough decline | -50.44% | -42.73% | -7.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.16% | 24.94% | -19.78% |
Volatility
RUBUSD=X vs. BTC-USD - Volatility Comparison
The current volatility for RUB/USD (RUBUSD=X) is 2.90%, while Bitcoin (BTC-USD) has a volatility of 8.45%. This indicates that RUBUSD=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.
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Volatility by Period
| RUBUSD=X | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.90% | 8.45% | -5.55% |
Volatility (6M)Calculated over the trailing 6-month period | 11.98% | 33.72% | -21.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.77% | 35.86% | -21.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.73% | 43.65% | -3.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.92% | 56.22% | -26.30% |
Frequently Asked Questions
RUBUSD=X and BTC-USD have a correlation of 0.05, 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 (8.45%) compared to RUBUSD=X (2.90%). In terms of maximum drawdown, RUBUSD=X dropped -83.48% vs BTC-USD's -85.30%.
RUBUSD=X currently has the higher Sharpe Ratio (0.05 vs -1.02), 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.
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