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 59.72%/yr for BTC-USD.
Performance
USD=X vs. BTC-USD - Performance Comparison
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Returns By Period
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 0.00%
- YTD
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
- ALL TIME*
- 0.00%
BTC-USD
- 1D
- 0.76%
- 1M
- 0.58%
- 6M
- -15.48%
- YTD
- -26.92%
- 1Y
- -44.42%
- 3Y*
- 30.09%
- 5Y*
- 9.36%
- 10Y*
- 59.72%
- ALL TIME*
- 87.41%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
BTC-USD Bitcoin | $1506.18T | $1625.47T | $2048.00T |
USD=X vs. BTC-USD - Yearly Performance Comparison
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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 | — | 0.85 | — |
| Calmar ratioReturn relative to maximum drawdown | — | -0.84 | — |
| Martin ratioReturn relative to average drawdown | — | -1.28 | — |
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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.
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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% | -53.08% | +53.08% |
Max Drawdown (3Y)Largest decline over 3 years | 0.00% | -53.08% | +53.08% |
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% | -48.73% | +48.73% |
Average DrawdownAverage peak-to-trough decline | 0.00% | -42.75% | +42.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.00% | 25.12% | -25.12% |
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 8.45%. 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.
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Volatility by Period
| USD=X | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 8.45% | -8.45% |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | 33.45% | -33.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.00% | 35.85% | -35.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.00% | 43.62% | -43.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.00% | 56.22% | -56.22% |
Frequently Asked Questions
BTC-USD has higher volatility (8.45%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs BTC-USD's -85.30%.
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