STCK.TO vs. BTC-USD
STCK.TO (Stack Capital Group Inc) is a stock, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 3 years, STCK.TO returned 63.22%/yr vs 36.35%/yr for BTC-USD. At a 0.07 correlation, their price movements are largely independent.
Performance
STCK.TO vs. BTC-USD - Performance Comparison
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Different Trading Currencies
STCK.TO is traded in CAD, while BTC-USD is traded in USD. To make them comparable, the BTC-USD values have been converted to CAD using the latest available exchange rates.
Returns By Period
In the year-to-date period, STCK.TO achieves a 90.09% return, which is significantly higher than BTC-USD's -23.11% return.
STCK.TO
- 1D
- -5.63%
- 1M
- 14.42%
- YTD
- 90.09%
- 6M
- 131.10%
- 1Y
- 135.74%
- 3Y*
- 63.22%
- 5Y*
- —
- 10Y*
- —
BTC-USD
- 1D
- 0.00%
- 1M
- -15.14%
- YTD
- -23.11%
- 6M
- -29.19%
- 1Y
- -36.19%
- 3Y*
- 36.35%
- 5Y*
- 15.72%
- 10Y*
- 61.92%
STCK.TO vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
STCK.TO Stack Capital Group Inc | 90.09% | 40.36% | 27.31% | 47.69% | -35.64% | -16.91% |
BTC-USD Bitcoin | -26.79% | -10.57% | 139.80% | 149.06% | -61.52% | 24.09% |
Correlation
The correlation between STCK.TO and BTC-USD is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Jun 17, 2021 | 0.07 |
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Return for Risk
STCK.TO vs. BTC-USD — Risk / Return Rank
STCK.TO
BTC-USD
STCK.TO vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Stack Capital Group Inc (STCK.TO) 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.
| STCK.TO | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.88 | ||
| Sortino ratioReturn per unit of downside risk | +4.91 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 0.88 | +0.60 |
| Calmar ratioReturn relative to maximum drawdown | 7.05 | -0.72 | +7.77 |
| Martin ratioReturn relative to average drawdown | 22.52 | -1.26 | +23.78 |
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
| STCK.TO | BTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.02 | -0.86 | +3.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.30 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.93 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 1.20 | -0.61 |
Drawdowns
STCK.TO vs. BTC-USD - Drawdown Comparison
The maximum STCK.TO drawdown since its inception was -53.12%, smaller than the maximum BTC-USD drawdown of -83.55%. Use the drawdown chart below to compare losses from any high point for STCK.TO and BTC-USD.
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Drawdown Indicators
| STCK.TO | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.12% | -83.55% | +30.43% |
Max Drawdown (1Y)Largest decline over 1 year | -19.37% | -50.49% | +31.12% |
Max Drawdown (3Y)Largest decline over 3 years | -25.06% | -50.49% | +25.43% |
Max Drawdown (5Y)Largest decline over 5 years | — | -74.78% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -82.53% | — |
Current DrawdownCurrent decline from peak | -19.37% | -46.91% | +27.54% |
Average DrawdownAverage peak-to-trough decline | -19.76% | -39.95% | +20.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.05% | 34.38% | -28.33% |
Volatility
STCK.TO vs. BTC-USD - Volatility Comparison
Stack Capital Group Inc (STCK.TO) has a higher volatility of 16.49% compared to Bitcoin (BTC-USD) at 9.93%. This indicates that STCK.TO'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
| STCK.TO | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.49% | 9.93% | +6.56% |
Volatility (6M)Calculated over the trailing 6-month period | 38.23% | 34.44% | +3.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.27% | 35.16% | +10.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.66% | 43.69% | -6.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.66% | 55.22% | -17.56% |
Frequently Asked Questions
STCK.TO and BTC-USD have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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