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SIRI vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

SIRI vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sirius XM Holdings Inc. (SIRI) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SIRI achieves a 40.80% return, which is significantly higher than BTC-USD's -27.32% return. Over the past 10 years, SIRI has underperformed BTC-USD with an annualized return of -1.29%, while BTC-USD has yielded a comparatively higher 57.32% annualized return.


SIRI

1D
-0.25%
1M
4.40%
YTD
40.80%
6M
29.44%
1Y
31.77%
3Y*
-6.96%
5Y*
-13.30%
10Y*
-1.29%

BTC-USD

1D
0.05%
1M
-19.79%
YTD
-27.32%
6M
-29.56%
1Y
-39.85%
3Y*
34.86%
5Y*
10.27%
10Y*
57.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SIRI vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SIRI
Sirius XM Holdings Inc.
40.80%-7.97%-56.93%-4.27%-3.21%0.74%-10.11%26.24%7.28%21.42%
BTC-USD
Bitcoin
-27.32%-6.27%120.76%155.82%-64.23%59.40%304.57%94.10%-73.37%1,324.24%

Correlation

The correlation between SIRI and BTC-USD is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.13

Correlation (3Y)
Calculated over the trailing 3-year period

0.10

Correlation (5Y)
Calculated over the trailing 5-year period

0.16

Correlation (10Y)
Calculated over the trailing 10-year period

0.09

Correlation (All Time)
Calculated using the full available price history since Sep 27, 2012

0.07

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Return for Risk

SIRI vs. BTC-USD — Risk / Return Rank

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

SIRI
SIRI Risk / Return Rank: 7070
Overall Rank
SIRI Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
SIRI Sortino Ratio Rank: 6969
Sortino Ratio Rank
SIRI Omega Ratio Rank: 6565
Omega Ratio Rank
SIRI Calmar Ratio Rank: 7575
Calmar Ratio Rank
SIRI Martin Ratio Rank: 7171
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 3737
Overall Rank
BTC-USD Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3939
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3737
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 5656
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 3232
Martin Ratio Rank
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.

SIRI vs. BTC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sirius XM Holdings Inc. (SIRI) 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.


SIRIBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+1.84

Sortino ratioReturn per unit of downside risk

+2.84

Omega ratioGain probability vs. loss probability

1.18

0.87

+0.32

Calmar ratioReturn relative to maximum drawdown

1.83

-0.78

+2.61

Martin ratioReturn relative to average drawdown

3.60

-1.36

+4.96

SIRI vs. BTC-USD - Sharpe Ratio Comparison

The current SIRI Sharpe Ratio is 0.91, which is higher than the BTC-USD Sharpe Ratio of -0.93. The chart below compares the historical Sharpe Ratios of SIRI and BTC-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SIRI vs. BTC-USD - Drawdown Comparison

The maximum SIRI drawdown since its inception was -99.92%, which is greater than BTC-USD's maximum drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for SIRI and BTC-USD.


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Drawdown Indicators


SIRIBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-99.92%

-85.30%

-14.62%

Max Drawdown (1Y)

Largest decline over 1 year

-17.44%

-51.21%

+33.77%

Max Drawdown (3Y)

Largest decline over 3 years

-73.87%

-51.21%

-22.66%

Max Drawdown (5Y)

Largest decline over 5 years

-73.87%

-76.67%

+2.80%

Max Drawdown (10Y)

Largest decline over 10 years

-73.87%

-83.80%

+9.93%

Current Drawdown

Current decline from peak

-94.74%

-49.01%

-45.73%

Average Drawdown

Average peak-to-trough decline

-80.54%

-42.35%

-38.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.85%

35.02%

-26.17%

Volatility

SIRI vs. BTC-USD - Volatility Comparison

The current volatility for Sirius XM Holdings Inc. (SIRI) is 9.98%, while Bitcoin (BTC-USD) has a volatility of 12.11%. This indicates that SIRI 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


SIRIBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.98%

12.11%

-2.13%

Volatility (6M)

Calculated over the trailing 6-month period

23.81%

34.59%

-10.78%

Volatility (1Y)

Calculated over the trailing 1-year period

35.40%

35.62%

-0.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.90%

44.71%

+0.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.67%

56.62%

-18.95%

Frequently Asked Questions


SIRI and BTC-USD have a correlation of 0.13, 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 (12.11%) compared to SIRI (9.98%). In terms of maximum drawdown, SIRI dropped -99.92% vs BTC-USD's -85.30%.

SIRI currently has the higher Sharpe Ratio (0.91 vs -0.93), 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.

Portfolio Optimizer

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