SSL vs. BTC-USD

Last updated Apr 2, 2026

Compare and contrast key facts about Sasol Limited (SSL) and Bitcoin (BTC-USD).

Performance

SSL vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sasol Limited (SSL) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

SSL vs. BTC-USD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SSL Sasol Limited	85.56%	42.76%	-53.51%	-32.12%	0.47%	85.10%	-59.00%	-25.15%	-12.02%	22.69%
BTC-USD Bitcoin	-21.63%	-6.27%	120.76%	155.82%	-64.23%	59.40%	304.57%	94.10%	-73.37%	1,324.24%

Returns By Period

In the year-to-date period, SSL achieves a 85.56% return, which is significantly higher than BTC-USD's -21.63% return. Over the past 10 years, SSL has underperformed BTC-USD with an annualized return of -6.40%, while BTC-USD has yielded a comparatively higher 66.45% annualized return.

SSL

• 1D: -6.79%
• 1M: 35.58%
• YTD: 85.56%
• 6M: 94.52%
• 1Y: 179.63%
• 3Y*: -2.16%
• 5Y*: -1.78%
• 10Y*: -6.40%

BTC-USD

• 1D: 0.51%
• 1M: -0.38%
• YTD: -21.63%
• 6M: -42.21%
• 1Y: -19.49%
• 3Y*: 34.49%
• 5Y*: 3.06%
• 10Y*: 66.45%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

SSL vs. BTC-USD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SSL

SSL Risk / Return Rank: 94
SSL Sharpe Ratio Rank: 96
SSL Sortino Ratio Rank: 93
SSL Omega Ratio Rank: 91
SSL Calmar Ratio Rank: 95
SSL Martin Ratio Rank: 95

BTC-USD

BTC-USD Risk / Return Rank: 43
BTC-USD Sharpe Ratio Rank: 61
BTC-USD Sortino Ratio Rank: 55
BTC-USD Omega Ratio Rank: 51
BTC-USD Calmar Ratio Rank: 43
BTC-USD Martin Ratio Rank: 4

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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 ratio Return per unit of total volatility	2.92	-0.44	+3.36
Sortino ratio Return per unit of downside risk	3.27	-0.38	+3.65
Omega ratio Gain probability vs. loss probability	1.42	0.96	+0.46
Calmar ratio Return relative to maximum drawdown	5.77	-1.11	+6.87
Martin ratio Return relative to average drawdown	16.63	-1.99	+18.62
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SSL vs. BTC-USD - Sharpe Ratio Comparison

The current SSL Sharpe Ratio is 2.92, which is higher than the BTC-USD Sharpe Ratio of -0.44. The chart below compares the historical Sharpe Ratios of SSL and BTC-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SSL	BTC-USD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.92	-0.44	+3.36
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.04	0.05	-0.09
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.11	0.97	-1.08
Sharpe Ratio (All Time) Calculated using the full available price history	0.15	1.19	-1.04

Correlation

The correlation between SSL and BTC-USD is 0.07, 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.

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.

Drawdown Indicators

	SSL	BTC-USD	Difference
Max Drawdown Largest peak-to-trough decline	-97.43%	-85.30%	-12.13%
Max Drawdown (1Y) Largest decline over 1 year	-29.23%	-49.65%	+20.42%
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 Drawdown Current decline from peak	-73.58%	-45.02%	-28.56%
Average Drawdown Average peak-to-trough decline	-33.13%	-41.99%	+8.86%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.16%	27.60%	-16.44%

Volatility

SSL vs. BTC-USD - Volatility Comparison

Sasol Limited (SSL) has a higher volatility of 14.71% compared to Bitcoin (BTC-USD) at 13.58%. 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.

Volatility by Period

	SSL	BTC-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.71%	13.58%	+1.13%
Volatility (6M) Calculated over the trailing 6-month period	42.31%	35.98%	+6.33%
Volatility (1Y) Calculated over the trailing 1-year period	61.89%	36.76%	+25.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	50.95%	46.90%	+4.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	61.02%	56.70%	+4.32%