SSL vs. BTC-USD
Compare and contrast key facts about Sasol Limited (SSL) and Bitcoin (BTC-USD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SSL or BTC-USD.
Key characteristics
| SSL | BTC-USD | |
|---|---|---|
| YTD Return | -26.59% | 49.44% |
| 1Y Return | -39.71% | 121.97% |
| 3Y Return (Ann) | -22.27% | 3.17% |
| 5Y Return (Ann) | -23.51% | 60.12% |
| 10Y Return (Ann) | -16.21% | 63.97% |
| Sharpe Ratio | -0.87 | 5.06 |
| Daily Std Dev | 41.94% | 39.01% |
| Max Drawdown | -99.45% | -93.07% |
| Current Drawdown | -96.65% | -13.58% |
Correlation
The correlation between SSL and BTC-USD is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
SSL vs. BTC-USD - Performance Comparison
In the year-to-date period, SSL achieves a -26.59% return, which is significantly lower than BTC-USD's 49.44% return. Over the past 10 years, SSL has underperformed BTC-USD with an annualized return of -16.21%, while BTC-USD has yielded a comparatively higher 63.97% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SSL vs. BTC-USD - Risk-Adjusted Performance 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.
Drawdowns
SSL vs. BTC-USD - Drawdown Comparison
The maximum SSL drawdown since its inception was -99.45%, which is greater than BTC-USD's maximum drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for SSL and BTC-USD. For additional features, visit the drawdowns tool.
Volatility
SSL vs. BTC-USD - Volatility Comparison
Sasol Limited (SSL) has a higher volatility of 16.90% compared to Bitcoin (BTC-USD) at 15.57%. 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.