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

U vs. BTC-USD

Last updated May 16, 2025

Compare and contrast key facts about Unity Software Inc. (U) and Bitcoin (BTC-USD).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: U or BTC-USD.

Correlation

The correlation between U and BTC-USD is 0.34, 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.

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.

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Key characteristics

Sharpe Ratio

U:

-0.07

BTC-USD:

1.34

Sortino Ratio

U:

0.40

BTC-USD:

3.13

Omega Ratio

U:

1.05

BTC-USD:

1.33

Calmar Ratio

U:

-0.07

BTC-USD:

2.51

Martin Ratio

U:

-0.29

BTC-USD:

11.77

Ulcer Index

U:

22.07%

BTC-USD:

11.18%

Daily Std Dev

U:

71.54%

BTC-USD:

42.21%

Max Drawdown

U:

-93.07%

BTC-USD:

-93.18%

Current Drawdown

U:

-89.45%

BTC-USD:

-2.46%

Returns By Period

In the year-to-date period, U achieves a -5.56% return, which is significantly lower than BTC-USD's 10.82% return.

U

YTD

-5.56%

1M

12.75%

6M

12.63%

1Y

-5.18%

5Y*

N/A

10Y*

N/A

BTC-USD

YTD

10.82%

1M

23.75%

6M

18.67%

1Y

56.24%

5Y*

61.70%

10Y*

84.00%

*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 4747
Overall Rank
The Sharpe Ratio Rank of U is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of U is 4848
Sortino Ratio Rank
The Omega Ratio Rank of U is 4646
Omega Ratio Rank
The Calmar Ratio Rank of U is 4747
Calmar Ratio Rank
The Martin Ratio Rank of U is 4646
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 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 8888
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8686
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 9393
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 9090
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 current U Sharpe Ratio is -0.07, which is lower than the BTC-USD Sharpe Ratio of 1.34. 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.

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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 -93.18%. Use the drawdown chart below to compare losses from any high point for U and BTC-USD. For additional features, visit the drawdowns tool.

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Volatility

U vs. BTC-USD - Volatility Comparison

Unity Software Inc. (U) has a higher volatility of 13.08% compared to Bitcoin (BTC-USD) at 10.35%. 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.

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