USD=X vs. BTC-USD
USD=X (USD Cash) is a currency, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, USD=X returned 0.00%/yr vs 56.92%/yr for BTC-USD.
Performance
USD=X vs. BTC-USD - Performance Comparison
Loading charts...
Returns By Period
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
BTC-USD
- 1D
- -2.31%
- 1M
- -21.43%
- YTD
- -31.91%
- 6M
- -31.66%
- 1Y
- -44.53%
- 3Y*
- 25.32%
- 5Y*
- 13.04%
- 10Y*
- 56.92%
USD=X vs. BTC-USD - Yearly Performance Comparison
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
USD=X vs. BTC-USD — Risk / Return Rank
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
BTC-USD
USD=X vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| USD=X | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 0.84 | — |
| Calmar ratioReturn relative to maximum drawdown | — | -0.85 | — |
| Martin ratioReturn relative to average drawdown | — | -1.45 | — |
Loading charts...
Drawdowns
USD=X vs. BTC-USD - Drawdown Comparison
The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for USD=X and BTC-USD.
Loading charts...
Drawdown Indicators
| USD=X | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | 0.00% | -85.30% | +85.30% |
Max Drawdown (1Y)Largest decline over 1 year | 0.00% | -52.23% | +52.23% |
Max Drawdown (3Y)Largest decline over 3 years | 0.00% | -52.23% | +52.23% |
Max Drawdown (5Y)Largest decline over 5 years | 0.00% | -76.67% | +76.67% |
Max Drawdown (10Y)Largest decline over 10 years | 0.00% | -83.80% | +83.80% |
Current DrawdownCurrent decline from peak | 0.00% | -52.23% | +52.23% |
Average DrawdownAverage peak-to-trough decline | 0.00% | -42.42% | +42.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.00% | 31.57% | -31.57% |
Volatility
USD=X vs. BTC-USD - Volatility Comparison
The current volatility for USD Cash (USD=X) is 0.00%, while Bitcoin (BTC-USD) has a volatility of 12.44%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| USD=X | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 12.44% | -12.44% |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | 34.75% | -34.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.00% | 35.63% | -35.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.00% | 44.15% | -44.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.00% | 56.40% | -56.40% |
Frequently Asked Questions
BTC-USD has higher volatility (12.44%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs BTC-USD's -85.30%.
Find the right allocation for USD=X and BTC-USD
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer