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THETA-USD vs. BTC-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between THETA-USD and BTC-USD is 0.26, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

THETA-USD vs. BTC-USD - Performance Comparison

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

500.00%1,000.00%1,500.00%NovemberDecember2025FebruaryMarchApril
308.33%
746.58%
THETA-USD
BTC-USD

Key characteristics

Sharpe Ratio

THETA-USD:

-0.43

BTC-USD:

1.95

Sortino Ratio

THETA-USD:

-0.06

BTC-USD:

2.56

Omega Ratio

THETA-USD:

0.99

BTC-USD:

1.26

Calmar Ratio

THETA-USD:

0.04

BTC-USD:

1.73

Martin Ratio

THETA-USD:

-1.06

BTC-USD:

8.72

Ulcer Index

THETA-USD:

43.05%

BTC-USD:

11.36%

Daily Std Dev

THETA-USD:

84.44%

BTC-USD:

42.72%

Max Drawdown

THETA-USD:

-96.18%

BTC-USD:

-93.07%

Current Drawdown

THETA-USD:

-94.94%

BTC-USD:

-10.76%

Returns By Period

In the year-to-date period, THETA-USD achieves a -66.21% return, which is significantly lower than BTC-USD's 1.38% return.


THETA-USD

YTD

-66.21%

1M

-23.72%

6M

-34.83%

1Y

-68.49%

5Y*

47.46%

10Y*

N/A

BTC-USD

YTD

1.38%

1M

8.65%

6M

41.34%

1Y

48.57%

5Y*

64.83%

10Y*

82.95%

*Annualized

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Risk-Adjusted Performance

THETA-USD vs. BTC-USD — Risk-Adjusted Performance Rank

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

THETA-USD
The Risk-Adjusted Performance Rank of THETA-USD is 2222
Overall Rank
The Sharpe Ratio Rank of THETA-USD is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of THETA-USD is 1313
Sortino Ratio Rank
The Omega Ratio Rank of THETA-USD is 1313
Omega Ratio Rank
The Calmar Ratio Rank of THETA-USD is 5959
Calmar Ratio Rank
The Martin Ratio Rank of THETA-USD is 1212
Martin Ratio Rank

BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 9090
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 8585
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8787
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 9393
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 9191
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

THETA-USD vs. BTC-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for THETA (THETA-USD) 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.


The chart of Sharpe ratio for THETA-USD, currently valued at -0.43, compared to the broader market0.001.002.003.004.00
THETA-USD: -0.43
BTC-USD: 1.89
The chart of Sortino ratio for THETA-USD, currently valued at -0.06, compared to the broader market0.001.002.003.004.00
THETA-USD: -0.06
BTC-USD: 2.51
The chart of Omega ratio for THETA-USD, currently valued at 0.99, compared to the broader market1.001.101.201.301.40
THETA-USD: 0.99
BTC-USD: 1.26
The chart of Calmar ratio for THETA-USD, currently valued at 0.04, compared to the broader market1.002.003.004.00
THETA-USD: 0.04
BTC-USD: 1.66
The chart of Martin ratio for THETA-USD, currently valued at -1.06, compared to the broader market0.005.0010.0015.0020.00
THETA-USD: -1.06
BTC-USD: 8.45

The current THETA-USD Sharpe Ratio is -0.43, which is lower than the BTC-USD Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of THETA-USD 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
-0.43
1.89
THETA-USD
BTC-USD

Drawdowns

THETA-USD vs. BTC-USD - Drawdown Comparison

The maximum THETA-USD drawdown since its inception was -96.18%, roughly equal to the maximum BTC-USD drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for THETA-USD and BTC-USD. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-94.94%
-10.76%
THETA-USD
BTC-USD

Volatility

THETA-USD vs. BTC-USD - Volatility Comparison

THETA (THETA-USD) has a higher volatility of 28.35% compared to Bitcoin (BTC-USD) at 16.25%. This indicates that THETA-USD'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.


10.00%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
28.35%
16.25%
THETA-USD
BTC-USD