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 -30.93%/yr vs 59.93%/yr for BTC-USD. Their 0.02 correlation means their historical movements had little consistent relationship.
Performance
SOBR vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, SOBR achieves a -75.23% return, which is significantly lower than BTC-USD's -28.25% return. Over the past 10 years, SOBR has underperformed BTC-USD with an annualized return of -30.93%, while BTC-USD has yielded a comparatively higher 59.93% annualized return.
SOBR
- 1D
- -5.39%
- 1M
- -26.83%
- 6M
- -58.91%
- YTD
- -75.23%
- 1Y
- -85.56%
- 3Y*
- -93.28%
- 5Y*
- -86.23%
- 10Y*
- -30.93%
- ALL TIME*
- -35.24%
BTC-USD
- 1D
- -0.07%
- 1M
- 2.11%
- 6M
- -20.17%
- YTD
- -28.25%
- 1Y
- -44.56%
- 3Y*
- 29.12%
- 5Y*
- 9.91%
- 10Y*
- 59.93%
- ALL TIME*
- 87.72%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
BTC-USD Bitcoin | $1567.39T | $1617.70T | $2123.65T |
SOBR Sobr Safe Inc | $546.92K | $34.08M | $15.61M |
SOBR vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SOBR Sobr Safe Inc | -75.23% | -81.55% | -97.66% | -52.54% | -89.34% | 0.68% | 3,833.33% | 3,309.09% | -35.29% | -43.88% |
BTC-USD Bitcoin | -28.25% | -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 0.09, 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. | 0.09 |
Correlation (3Y) Balances recent behavior with more history. | 0.07 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.06 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.03 |
Correlation (All Time) Calculated using the full available price history since May 14, 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.
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.
| SOBR | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.73 | ||
| Sortino ratioReturn per unit of downside risk | +2.26 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 0.85 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.97 | -0.84 | -0.13 |
| Martin ratioReturn relative to average drawdown | -1.42 | -1.29 | -0.13 |
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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 | -88.80% | -53.08% | -35.72% |
Max Drawdown (3Y)Largest decline over 3 years | -99.98% | -53.08% | -46.90% |
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% | -49.66% | -50.34% |
Average DrawdownAverage peak-to-trough decline | -83.15% | -42.72% | -40.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 61.06% | 24.84% | +36.22% |
Volatility
SOBR vs. BTC-USD - Volatility Comparison
Sobr Safe Inc (SOBR) has a higher volatility of 158.40% compared to Bitcoin (BTC-USD) at 8.58%. 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 | 158.40% | 8.58% | +149.82% |
Volatility (6M)Calculated over the trailing 6-month period | 205.62% | 33.78% | +171.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 283.51% | 35.90% | +247.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 228.05% | 43.65% | +184.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3,154.42% | 56.25% | +3,098.17% |
Frequently Asked Questions
SOBR and BTC-USD have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOBR has higher volatility (158.40%) compared to BTC-USD (8.58%). In terms of maximum drawdown, SOBR dropped -100.00% vs BTC-USD's -85.30%.
SOBR currently has the higher Sharpe Ratio (-0.31 vs -1.03), 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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