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

Correlation

The correlation between U and BTC-USD is 0.24, 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.


-0.50.00.51.00.2

Performance

U vs. BTC-USD - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
38.89%
54.00%
U
BTC-USD

Key characteristics

Sharpe Ratio

U:

-0.76

BTC-USD:

1.28

Sortino Ratio

U:

-0.98

BTC-USD:

2.01

Omega Ratio

U:

0.89

BTC-USD:

1.20

Calmar Ratio

U:

-0.46

BTC-USD:

1.08

Martin Ratio

U:

-0.91

BTC-USD:

5.88

Ulcer Index

U:

47.52%

BTC-USD:

11.18%

Daily Std Dev

U:

56.96%

BTC-USD:

44.33%

Max Drawdown

U:

-93.07%

BTC-USD:

-93.07%

Current Drawdown

U:

-88.89%

BTC-USD:

-5.75%

Returns By Period

In the year-to-date period, U achieves a -45.37% return, which is significantly lower than BTC-USD's 136.70% return.


U

YTD

-45.37%

1M

24.18%

6M

38.93%

1Y

-45.43%

5Y*

N/A

10Y*

N/A

BTC-USD

YTD

136.70%

1M

10.49%

6M

54.00%

1Y

136.67%

5Y*

69.18%

10Y*

77.58%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

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

This table presents a comparison of risk-adjusted performance metrics for Unity Software Inc. (U) 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.


Sharpe ratio
The chart of Sharpe ratio for U, currently valued at -0.32, compared to the broader market-4.00-2.000.002.00-0.321.28
The chart of Sortino ratio for U, currently valued at -0.09, compared to the broader market-4.00-2.000.002.004.00-0.092.01
The chart of Omega ratio for U, currently valued at 0.99, compared to the broader market0.501.001.502.000.991.20
The chart of Calmar ratio for U, currently valued at -0.46, compared to the broader market0.002.004.006.00-0.461.08
The chart of Martin ratio for U, currently valued at -0.71, compared to the broader market0.0010.0020.00-0.715.88
U
BTC-USD

The current U Sharpe Ratio is -0.76, which is lower than the BTC-USD Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of U 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-2.00-1.000.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
-0.32
1.28
U
BTC-USD

Drawdowns

U vs. BTC-USD - Drawdown Comparison

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


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-88.89%
-5.75%
U
BTC-USD

Volatility

U vs. BTC-USD - Volatility Comparison

Unity Software Inc. (U) has a higher volatility of 21.84% compared to Bitcoin (BTC-USD) at 14.03%. This indicates that U'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%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
21.84%
14.03%
U
BTC-USD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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