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

Correlation

The correlation between RUBUSD=X and BTC-USD is 0.04, 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.


-0.50.00.51.00.0

Performance

RUBUSD=X vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RUB/USD (RUBUSD=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
4.59%
53.42%
RUBUSD=X
BTC-USD

Key characteristics

Sharpe Ratio

RUBUSD=X:

0.15

BTC-USD:

1.54

Sortino Ratio

RUBUSD=X:

0.38

BTC-USD:

2.25

Omega Ratio

RUBUSD=X:

1.05

BTC-USD:

1.22

Calmar Ratio

RUBUSD=X:

0.05

BTC-USD:

1.29

Martin Ratio

RUBUSD=X:

0.32

BTC-USD:

8.77

Ulcer Index

RUBUSD=X:

11.49%

BTC-USD:

8.58%

Daily Std Dev

RUBUSD=X:

23.35%

BTC-USD:

43.78%

Max Drawdown

RUBUSD=X:

-79.77%

BTC-USD:

-93.07%

Current Drawdown

RUBUSD=X:

-67.05%

BTC-USD:

-7.36%

Returns By Period

In the year-to-date period, RUBUSD=X achieves a 29.55% return, which is significantly higher than BTC-USD's 5.25% return. Over the past 10 years, RUBUSD=X has underperformed BTC-USD with an annualized return of -3.04%, while BTC-USD has yielded a comparatively higher 82.58% annualized return.


RUBUSD=X

YTD

29.55%

1M

12.87%

6M

3.64%

1Y

4.59%

5Y*

-5.88%

10Y*

-3.04%

BTC-USD

YTD

5.25%

1M

-7.36%

6M

62.85%

1Y

89.69%

5Y*

59.04%

10Y*

82.58%

*Annualized

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Risk-Adjusted Performance

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

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

RUBUSD=X
The Risk-Adjusted Performance Rank of RUBUSD=X is 6262
Overall Rank
The Sharpe Ratio Rank of RUBUSD=X is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of RUBUSD=X is 6969
Sortino Ratio Rank
The Omega Ratio Rank of RUBUSD=X is 7171
Omega Ratio Rank
The Calmar Ratio Rank of RUBUSD=X is 6060
Calmar Ratio Rank
The Martin Ratio Rank of RUBUSD=X is 5454
Martin Ratio Rank

BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 8888
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 8686
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8686
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 8888
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 9292
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.

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


Sharpe ratio
The chart of Sharpe ratio for RUBUSD=X, currently valued at 0.10, compared to the broader market0.002.004.006.008.000.101.60
The chart of Sortino ratio for RUBUSD=X, currently valued at 0.33, compared to the broader market0.0010.0020.0030.000.332.30
The chart of Omega ratio for RUBUSD=X, currently valued at 1.04, compared to the broader market2.004.006.008.001.041.23
The chart of Calmar ratio for RUBUSD=X, currently valued at 0.00, compared to the broader market0.0020.0040.0060.000.001.36
The chart of Martin ratio for RUBUSD=X, currently valued at 0.19, compared to the broader market0.00100.00200.00300.00400.00500.000.199.09
RUBUSD=X
BTC-USD

The current RUBUSD=X Sharpe Ratio is 0.15, which is lower than the BTC-USD Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of RUBUSD=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 Ratio-1.000.001.002.00SeptemberOctoberNovemberDecember2025February
0.10
1.60
RUBUSD=X
BTC-USD

Drawdowns

RUBUSD=X vs. BTC-USD - Drawdown Comparison

The maximum RUBUSD=X drawdown since its inception was -79.77%, smaller than the maximum BTC-USD drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for RUBUSD=X and BTC-USD. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-67.05%
-7.36%
RUBUSD=X
BTC-USD

Volatility

RUBUSD=X vs. BTC-USD - Volatility Comparison

The current volatility for RUB/USD (RUBUSD=X) is 8.17%, while Bitcoin (BTC-USD) has a volatility of 8.76%. 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.


5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
8.17%
8.76%
RUBUSD=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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