SOBR vs. BTC-USD
SOBR (Sobr Safe Inc) is a stock, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, SOBR returned -45.49%/yr vs 59.37%/yr for BTC-USD. At a 0.02 correlation, their price movements are largely independent.
Performance
SOBR vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, SOBR achieves a -52.34% return, which is significantly lower than BTC-USD's -29.97% return. Over the past 10 years, SOBR has underperformed BTC-USD with an annualized return of -45.49%, while BTC-USD has yielded a comparatively higher 59.37% annualized return.
SOBR
- 1D
- -8.93%
- 1M
- -0.97%
- YTD
- -52.34%
- 6M
- -49.00%
- 1Y
- -71.35%
- 3Y*
- -92.06%
- 5Y*
- -83.58%
- 10Y*
- -45.49%
BTC-USD
- 1D
- -3.97%
- 1M
- -24.76%
- YTD
- -29.97%
- 6M
- -31.42%
- 1Y
- -39.67%
- 3Y*
- 31.02%
- 5Y*
- 11.35%
- 10Y*
- 59.37%
SOBR vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SOBR Sobr Safe Inc | -52.34% | -81.55% | -97.66% | -52.54% | -89.34% | 0.68% | 18.00% | 3,309.09% | -35.29% | -43.88% |
BTC-USD Bitcoin | -29.97% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
Correlation
The correlation between SOBR and BTC-USD is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since May 15, 2013 | 0.02 |
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Return for Risk
SOBR vs. BTC-USD — Risk / Return Rank
SOBR
BTC-USD
SOBR vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sobr Safe Inc (SOBR) 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.
| SOBR | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.56 | ||
| Sortino ratioReturn per unit of downside risk | +1.59 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 0.87 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | -0.80 | -0.78 | -0.02 |
| Martin ratioReturn relative to average drawdown | -1.22 | -1.39 | +0.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SOBR | BTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.37 | -0.93 | +0.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.38 | 0.21 | -0.59 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.12 | 0.87 | -0.99 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.13 | 1.13 | -1.26 |
Drawdowns
SOBR vs. BTC-USD - Drawdown Comparison
The maximum SOBR drawdown since its inception was -100.00%, 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 SOBR and BTC-USD.
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Drawdown Indicators
| SOBR | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -100.00% | -85.30% | -14.70% |
Max Drawdown (1Y)Largest decline over 1 year | -89.43% | -50.87% | -38.56% |
Max Drawdown (3Y)Largest decline over 3 years | -99.98% | -50.87% | -49.11% |
Max Drawdown (5Y)Largest decline over 5 years | -100.00% | -76.67% | -23.33% |
Max Drawdown (10Y)Largest decline over 10 years | -100.00% | -83.80% | -16.20% |
Current DrawdownCurrent decline from peak | -100.00% | -50.87% | -49.13% |
Average DrawdownAverage peak-to-trough decline | -82.98% | -42.29% | -40.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 58.32% | 34.02% | +24.30% |
Volatility
SOBR vs. BTC-USD - Volatility Comparison
Sobr Safe Inc (SOBR) has a higher volatility of 71.76% compared to Bitcoin (BTC-USD) at 10.54%. This indicates that SOBR'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
| SOBR | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 71.76% | 10.54% | +61.22% |
Volatility (6M)Calculated over the trailing 6-month period | 151.36% | 34.26% | +117.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 194.30% | 35.65% | +158.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 219.62% | 44.98% | +174.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 369.93% | 56.70% | +313.23% |
Frequently Asked Questions
SOBR and BTC-USD have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOBR has higher volatility (71.76%) compared to BTC-USD (10.54%). In terms of maximum drawdown, SOBR dropped -100.00% vs BTC-USD's -85.30%.
SOBR currently has the higher Sharpe Ratio (-0.37 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.
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