SSL vs. BTC-USD
SSL (Sasol Limited) is a stock, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, SSL returned -5.33%/yr vs 59.71%/yr for BTC-USD. At a 0.07 correlation, their price movements are largely independent.
Performance
SSL vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, SSL achieves a 104.15% return, which is significantly higher than BTC-USD's -27.60% return. Over the past 10 years, SSL has underperformed BTC-USD with an annualized return of -5.33%, while BTC-USD has yielded a comparatively higher 59.71% annualized return.
SSL
- 1D
- 0.76%
- 1M
- -7.00%
- YTD
- 104.15%
- 6M
- 116.45%
- 1Y
- 184.58%
- 3Y*
- 3.70%
- 5Y*
- -2.69%
- 10Y*
- -5.33%
BTC-USD
- 1D
- -1.08%
- 1M
- -21.71%
- YTD
- -27.60%
- 6M
- -31.22%
- 1Y
- -39.53%
- 3Y*
- 35.01%
- 5Y*
- 12.25%
- 10Y*
- 59.71%
SSL vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SSL Sasol Limited | 104.15% | 42.76% | -53.51% | -32.12% | 0.47% | 85.10% | -59.00% | -25.15% | -12.02% | 22.69% |
BTC-USD Bitcoin | -27.60% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
Correlation
The correlation between SSL and BTC-USD is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Sep 20, 2012 | 0.07 |
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Return for Risk
SSL vs. BTC-USD — Risk / Return Rank
SSL
BTC-USD
SSL vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sasol Limited (SSL) 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.
| SSL | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.07 | ||
| Sortino ratioReturn per unit of downside risk | +4.75 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 0.87 | +0.58 |
| Calmar ratioReturn relative to maximum drawdown | 7.30 | -0.80 | +8.09 |
| Martin ratioReturn relative to average drawdown | 19.99 | -1.39 | +21.38 |
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
| SSL | BTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.14 | -0.92 | +4.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.05 | 0.23 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.09 | 0.88 | -0.96 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 1.13 | -0.97 |
Drawdowns
SSL vs. BTC-USD - Drawdown Comparison
The maximum SSL drawdown since its inception was -97.43%, 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 SSL and BTC-USD.
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Drawdown Indicators
| SSL | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.43% | -85.30% | -12.13% |
Max Drawdown (1Y)Largest decline over 1 year | -25.45% | -49.65% | +24.20% |
Max Drawdown (3Y)Largest decline over 3 years | -78.96% | -49.65% | -29.31% |
Max Drawdown (5Y)Largest decline over 5 years | -87.96% | -76.67% | -11.29% |
Max Drawdown (10Y)Largest decline over 10 years | -96.53% | -83.80% | -12.73% |
Current DrawdownCurrent decline from peak | -70.93% | -49.21% | -21.72% |
Average DrawdownAverage peak-to-trough decline | -33.28% | -42.28% | +9.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.28% | 33.87% | -24.59% |
Volatility
SSL vs. BTC-USD - Volatility Comparison
Sasol Limited (SSL) has a higher volatility of 13.69% compared to Bitcoin (BTC-USD) at 10.14%. This indicates that SSL'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
| SSL | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.69% | 10.14% | +3.55% |
Volatility (6M)Calculated over the trailing 6-month period | 41.71% | 34.17% | +7.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 59.13% | 35.51% | +23.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.19% | 44.98% | +6.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 61.20% | 56.69% | +4.51% |
Frequently Asked Questions
SSL and BTC-USD have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SSL has higher volatility (13.69%) compared to BTC-USD (10.14%). In terms of maximum drawdown, SSL dropped -97.43% vs BTC-USD's -85.30%.
SSL currently has the higher Sharpe Ratio (3.14 vs -0.92), 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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