RUBUSD=X vs. BTC-USD

Last updated Apr 3, 2026

Compare and contrast key facts about RUB/USD (RUBUSD=X) and Bitcoin (BTC-USD).

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.

RUBUSD=X vs. BTC-USD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
RUBUSD=X RUB/USD	-1.51%	39.10%	-18.63%	-17.52%	1.88%	-1.48%	-16.36%	11.83%	-16.60%	6.18%
BTC-USD Bitcoin	-23.70%	-6.27%	120.76%	155.82%	-64.23%	59.40%	304.57%	94.10%	-73.37%	1,324.24%

Returns By Period

In the year-to-date period, RUBUSD=X achieves a -1.51% return, which is significantly higher than BTC-USD's -23.70% return. Over the past 10 years, RUBUSD=X has underperformed BTC-USD with an annualized return of -1.55%, while BTC-USD has yielded a comparatively higher 66.03% annualized return.

RUBUSD=X

• 1D: 0.12%
• 1M: -3.19%
• YTD: -1.51%
• 6M: 2.93%
• 1Y: 5.06%
• 3Y*: -1.07%
• 5Y*: -0.94%
• 10Y*: -1.55%

BTC-USD

• 1D: -1.99%
• 1M: -2.31%
• YTD: -23.70%
• 6M: -44.66%
• 1Y: -19.07%
• 3Y*: 33.89%
• 5Y*: 3.18%
• 10Y*: 66.03%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

RUBUSD=X vs. BTC-USD — Risk / Return Rank

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

RUBUSD=X

RUBUSD=X Risk / Return Rank: 52
RUBUSD=X Sharpe Ratio Rank: 52
RUBUSD=X Sortino Ratio Rank: 55
RUBUSD=X Omega Ratio Rank: 54
RUBUSD=X Calmar Ratio Rank: 49
RUBUSD=X Martin Ratio Rank: 50

BTC-USD

BTC-USD Risk / Return Rank: 39
BTC-USD Sharpe Ratio Rank: 66
BTC-USD Sortino Ratio Rank: 60
BTC-USD Omega Ratio Rank: 59
BTC-USD Calmar Ratio Rank: 12
BTC-USD Martin Ratio Rank: 0

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.

	RUBUSD=X	BTC-USD	Difference
Sharpe ratio Return per unit of total volatility	0.23	-0.43	+0.66
Sortino ratio Return per unit of downside risk	0.48	-0.36	+0.84
Omega ratio Gain probability vs. loss probability	1.06	0.96	+0.10
Calmar ratio Return relative to maximum drawdown	-0.02	-1.14	+1.12
Martin ratio Return relative to average drawdown	-0.03	-2.03	+2.00
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RUBUSD=X vs. BTC-USD - Sharpe Ratio Comparison

The current RUBUSD=X Sharpe Ratio is 0.23, which is higher than the BTC-USD Sharpe Ratio of -0.43. 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.

Sharpe Ratios by Period

	RUBUSD=X	BTC-USD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.23	-0.43	+0.66
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.02	0.06	-0.08
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.05	0.97	-1.02
Sharpe Ratio (All Time) Calculated using the full available price history	-0.23	1.18	-1.41

Correlation

The correlation between RUBUSD=X and BTC-USD is 0.02, 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.

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.

Drawdown Indicators

	RUBUSD=X	BTC-USD	Difference
Max Drawdown Largest peak-to-trough decline	-83.48%	-85.30%	+1.82%
Max Drawdown (1Y) Largest decline over 1 year	-14.08%	-49.65%	+35.57%
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 Drawdown Current decline from peak	-71.23%	-46.47%	-24.76%
Average Drawdown Average peak-to-trough decline	-49.02%	-42.00%	-7.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.16%	27.75%	-20.59%

Volatility

RUBUSD=X vs. BTC-USD - Volatility Comparison

The current volatility for RUB/USD (RUBUSD=X) is 7.27%, while Bitcoin (BTC-USD) has a volatility of 13.70%. 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.

Volatility by Period

	RUBUSD=X	BTC-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.27%	13.70%	-6.43%
Volatility (6M) Calculated over the trailing 6-month period	11.22%	35.96%	-24.74%
Volatility (1Y) Calculated over the trailing 1-year period	17.59%	36.69%	-19.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	39.85%	46.91%	-7.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.09%	56.71%	-26.62%