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

Performance

SMTGY vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SMA Solar Technology AG (SMTGY) 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, SMTGY achieves a 50.29% return, which is significantly higher than BTC-USD's -27.75% return.


SMTGY

1D
-3.93%
1M
3.35%
6M
41.11%
YTD
50.29%
1Y
155.65%
3Y*
-14.35%
5Y*
3.89%
10Y*
ALL TIME*
4.54%

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

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

BTC-USD

Bitcoin
$1569.44T$1598.63T$2087.37T
$10.59K$6.75K$12.24K

SMTGY vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SMTGY
SMA Solar Technology AG
50.29%201.14%-78.32%-10.78%69.47%-36.69%37.50%
BTC-USD
Bitcoin
-27.75%-6.27%120.76%155.82%-64.23%59.40%121.83%

Correlation

The correlation between SMTGY and BTC-USD is 0.03, 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.

0.03

Correlation (3Y)
Balances recent behavior with more history.

0.02

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.00

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2020

0.03

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Return for Risk

SMTGY vs. BTC-USD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SMTGY
SMTGY Risk / Return Rank: 9292
Overall Rank
SMTGY Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
SMTGY Sortino Ratio Rank: 8787
Sortino Ratio Rank
SMTGY Omega Ratio Rank: 9292
Omega Ratio Rank
SMTGY Calmar Ratio Rank: 9494
Calmar Ratio Rank
SMTGY Martin Ratio Rank: 9393
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 3636
Overall Rank
BTC-USD Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 4040
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 4040
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 5858
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 3131
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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

This table presents a comparison of risk-adjusted performance metrics for SMA Solar Technology AG (SMTGY) 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.


SMTGYBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+3.04

Sortino ratioReturn per unit of downside risk

+3.98

Omega ratioGain probability vs. loss probability

1.41

0.85

+0.56

Calmar ratioReturn relative to maximum drawdown

4.65

-0.83

+5.47

Martin ratioReturn relative to average drawdown

11.79

-1.27

+13.06

SMTGY vs. BTC-USD - Sharpe Ratio Comparison

The current SMTGY Sharpe Ratio is 2.03, which is higher than the BTC-USD Sharpe Ratio of -1.02. The chart below compares the historical Sharpe Ratios of SMTGY 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

SMTGY vs. BTC-USD - Drawdown Comparison

The maximum SMTGY drawdown since its inception was -89.48%, roughly equal to the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for SMTGY and BTC-USD.


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Drawdown Indicators


SMTGYBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-89.48%

-85.30%

-4.18%

Max Drawdown (1Y)

Largest decline over 1 year

-33.70%

-53.08%

+19.38%

Max Drawdown (3Y)

Largest decline over 3 years

-86.23%

-53.08%

-33.15%

Max Drawdown (5Y)

Largest decline over 5 years

-89.48%

-76.67%

-12.81%

Max Drawdown (10Y)

Largest decline over 10 years

-83.80%

Current Drawdown

Current decline from peak

-48.15%

-49.31%

+1.16%

Average Drawdown

Average peak-to-trough decline

-48.19%

-42.73%

-5.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.25%

24.94%

-11.69%

Volatility

SMTGY vs. BTC-USD - Volatility Comparison

SMA Solar Technology AG (SMTGY) has a higher volatility of 17.12% compared to Bitcoin (BTC-USD) at 8.45%. This indicates that SMTGY's price experiences larger fluctuations and is considered to be riskier 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


SMTGYBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.12%

8.45%

+8.67%

Volatility (6M)

Calculated over the trailing 6-month period

50.85%

33.72%

+17.13%

Volatility (1Y)

Calculated over the trailing 1-year period

77.21%

35.86%

+41.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

74.91%

43.65%

+31.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

85.46%

56.22%

+29.24%

Frequently Asked Questions


SMTGY and BTC-USD have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SMTGY has higher volatility (17.12%) compared to BTC-USD (8.45%). In terms of maximum drawdown, SMTGY dropped -89.48% vs BTC-USD's -85.30%.

SMTGY currently has the higher Sharpe Ratio (2.03 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.

Portfolio Optimizer

Find the right allocation for SMTGY and BTC-USD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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