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

Correlation

The correlation between U and BTC-USD is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

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.

0.00%200.00%400.00%600.00%800.00%NovemberDecember2025FebruaryMarchApril
-67.36%
756.12%
U
BTC-USD

Key characteristics

Sharpe Ratio

U:

-0.04

BTC-USD:

1.90

Sortino Ratio

U:

0.49

BTC-USD:

2.52

Omega Ratio

U:

1.06

BTC-USD:

1.26

Calmar Ratio

U:

-0.03

BTC-USD:

1.68

Martin Ratio

U:

-0.10

BTC-USD:

8.54

Ulcer Index

U:

25.21%

BTC-USD:

11.32%

Daily Std Dev

U:

72.36%

BTC-USD:

42.81%

Max Drawdown

U:

-93.07%

BTC-USD:

-93.07%

Current Drawdown

U:

-88.91%

BTC-USD:

-11.73%

Returns By Period

In the year-to-date period, U achieves a -0.71% return, which is significantly lower than BTC-USD's 0.29% return.


U

YTD

-0.71%

1M

-2.53%

6M

9.31%

1Y

-5.35%

5Y*

N/A

10Y*

N/A

BTC-USD

YTD

0.29%

1M

7.12%

6M

37.47%

1Y

45.77%

5Y*

65.44%

10Y*

82.48%

*Annualized

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Risk-Adjusted Performance

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

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

U
The Risk-Adjusted Performance Rank of U is 5151
Overall Rank
The Sharpe Ratio Rank of U is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of U is 5252
Sortino Ratio Rank
The Omega Ratio Rank of U is 5050
Omega Ratio Rank
The Calmar Ratio Rank of U is 5151
Calmar Ratio Rank
The Martin Ratio Rank of U is 5050
Martin Ratio Rank

BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 9191
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 8787
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8888
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 9393
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 9292
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.

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.


The chart of Sharpe ratio for U, currently valued at 0.73, compared to the broader market-2.00-1.000.001.002.003.00
U: 0.73
BTC-USD: 2.02
The chart of Sortino ratio for U, currently valued at 1.59, compared to the broader market-6.00-4.00-2.000.002.004.00
U: 1.59
BTC-USD: 2.62
The chart of Omega ratio for U, currently valued at 1.19, compared to the broader market0.501.001.502.00
U: 1.19
BTC-USD: 1.27
The chart of Calmar ratio for U, currently valued at 0.25, compared to the broader market0.001.002.003.004.005.00
U: 0.25
BTC-USD: 1.81
The chart of Martin ratio for U, currently valued at 3.25, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
U: 3.25
BTC-USD: 9.04

The current U Sharpe Ratio is -0.04, which is lower than the BTC-USD Sharpe Ratio of 1.90. 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-1.000.001.002.00NovemberDecember2025FebruaryMarchApril
0.73
2.02
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%NovemberDecember2025FebruaryMarchApril
-88.91%
-11.73%
U
BTC-USD

Volatility

U vs. BTC-USD - Volatility Comparison

Unity Software Inc. (U) has a higher volatility of 28.86% compared to Bitcoin (BTC-USD) at 16.27%. 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%25.00%30.00%35.00%NovemberDecember2025FebruaryMarchApril
28.86%
16.27%
U
BTC-USD