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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 57.43% return, which is significantly higher than BTC-USD's -28.58% return.


SMTGY

1D
8.26%
1M
15.32%
6M
50.94%
YTD
57.43%
1Y
152.96%
3Y*
-14.65%
5Y*
2.09%
10Y*

BTC-USD

1D
-1.96%
1M
-3.01%
6M
-31.47%
YTD
-28.58%
1Y
-47.54%
3Y*
27.25%
5Y*
13.75%
10Y*
57.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SMTGY vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SMTGY
SMA Solar Technology AG
57.43%201.14%-78.32%-10.78%69.47%-36.69%37.50%
BTC-USD
Bitcoin
-28.58%-6.27%120.76%155.82%-64.23%59.40%121.83%

Correlation

The correlation between SMTGY and BTC-USD is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.01

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

0.02

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

0.01

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

SMTGY
SMTGY Risk / Return Rank: 9191
Overall Rank
SMTGY Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
SMTGY Sortino Ratio Rank: 8686
Sortino Ratio Rank
SMTGY Omega Ratio Rank: 9292
Omega Ratio Rank
SMTGY Calmar Ratio Rank: 9393
Calmar Ratio Rank
SMTGY Martin Ratio Rank: 9393
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 1818
Overall Rank
BTC-USD Sharpe Ratio Rank: 33
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 2626
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 2222
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 3434
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 55
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.

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

+3.10

Sortino ratioReturn per unit of downside risk

+4.14

Omega ratioGain probability vs. loss probability

1.40

0.83

+0.58

Calmar ratioReturn relative to maximum drawdown

4.57

-0.90

+5.46

Martin ratioReturn relative to average drawdown

12.02

-1.46

+13.47

SMTGY vs. BTC-USD - Sharpe Ratio Comparison

The current SMTGY Sharpe Ratio is 1.99, which is higher than the BTC-USD Sharpe Ratio of -1.11. 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

-87.96%

-53.08%

-34.88%

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

-45.69%

-49.89%

+4.20%

Average Drawdown

Average peak-to-trough decline

-48.25%

-42.55%

-5.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.78%

28.99%

-16.21%

Volatility

SMTGY vs. BTC-USD - Volatility Comparison

SMA Solar Technology AG (SMTGY) has a higher volatility of 15.86% compared to Bitcoin (BTC-USD) at 8.86%. 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

15.86%

8.86%

+7.00%

Volatility (6M)

Calculated over the trailing 6-month period

50.88%

34.96%

+15.92%

Volatility (1Y)

Calculated over the trailing 1-year period

77.56%

35.56%

+42.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

74.87%

43.94%

+30.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

85.64%

56.32%

+29.32%

Frequently Asked Questions


SMTGY and BTC-USD have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SMTGY has higher volatility (15.86%) compared to BTC-USD (8.86%). In terms of maximum drawdown, SMTGY dropped -89.48% vs BTC-USD's -85.30%.

SMTGY currently has the higher Sharpe Ratio (1.99 vs -1.11), 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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