SSL vs. BTC-USD
SSL (Sasol Limited) is a stock, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, SSL returned -7.02%/yr vs 57.60%/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 67.43% return, which is significantly higher than BTC-USD's -27.04% return. Over the past 10 years, SSL has underperformed BTC-USD with an annualized return of -7.02%, while BTC-USD has yielded a comparatively higher 57.60% annualized return.
SSL
- 1D
- 0.28%
- 1M
- -0.82%
- 6M
- 52.45%
- YTD
- 67.43%
- 1Y
- 119.76%
- 3Y*
- -3.71%
- 5Y*
- -2.85%
- 10Y*
- -7.02%
BTC-USD
- 1D
- -1.36%
- 1M
- -2.71%
- 6M
- -33.22%
- YTD
- -27.04%
- 1Y
- -46.21%
- 3Y*
- 28.42%
- 5Y*
- 15.15%
- 10Y*
- 57.60%
SSL vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SSL Sasol Limited | 67.43% | 42.76% | -53.51% | -32.12% | 0.47% | 85.10% | -59.00% | -25.15% | -12.02% | 22.69% |
BTC-USD Bitcoin | -27.04% | -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 0.11, 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 | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Oct 31, 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.
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.
| SSL | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.16 | ||
| Sortino ratioReturn per unit of downside risk | +4.27 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 0.84 | +0.51 |
| Calmar ratioReturn relative to maximum drawdown | 3.66 | -0.87 | +4.53 |
| Martin ratioReturn relative to average drawdown | 10.17 | -1.40 | +11.57 |
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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 | -32.89% | -53.08% | +20.19% |
Max Drawdown (3Y)Largest decline over 3 years | -78.96% | -53.08% | -25.88% |
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 | -76.16% | -48.82% | -27.34% |
Average DrawdownAverage peak-to-trough decline | -33.38% | -42.58% | +9.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.82% | 29.30% | -17.48% |
Volatility
SSL vs. BTC-USD - Volatility Comparison
Sasol Limited (SSL) has a higher volatility of 12.57% compared to Bitcoin (BTC-USD) at 9.78%. 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 | 12.57% | 9.78% | +2.79% |
Volatility (6M)Calculated over the trailing 6-month period | 43.97% | 34.90% | +9.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 57.83% | 35.73% | +22.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.28% | 43.96% | +7.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 61.20% | 56.33% | +4.87% |
Frequently Asked Questions
SSL 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.
SSL has higher volatility (12.57%) compared to BTC-USD (9.78%). In terms of maximum drawdown, SSL dropped -97.43% vs BTC-USD's -85.30%.
SSL currently has the higher Sharpe Ratio (2.08 vs -1.07), 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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