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VBTC.PA vs. ALCBI.PA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VBTC.PA vs. ALCBI.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in VanEck Bitcoin ETN A (VBTC.PA) and Crypto Blockchain Industries (ALCBI.PA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VBTC.PA achieves a -27.36% return, which is significantly higher than ALCBI.PA's -56.51% return.


VBTC.PA

1D
-3.96%
1M
-21.14%
YTD
-27.36%
6M
-31.38%
1Y
-40.99%
3Y*
29.35%
5Y*
11.58%
10Y*

ALCBI.PA

1D
0.81%
1M
-30.42%
YTD
-56.51%
6M
-61.64%
1Y
-81.25%
3Y*
-50.18%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VBTC.PA vs. ALCBI.PA - Yearly Performance Comparison


2026 (YTD)20252024202320222021
VBTC.PA
VanEck Bitcoin ETN A
-27.36%-17.91%135.65%144.60%-63.85%-19.68%
ALCBI.PA
Crypto Blockchain Industries
-56.51%-21.10%-51.56%-34.78%-68.16%578.95%

Correlation

The correlation between VBTC.PA and ALCBI.PA is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.36

Correlation (3Y)
Calculated over the trailing 3-year period

0.20

Correlation (All Time)
Calculated using the full available price history since Oct 29, 2021

0.22

The correlation between VBTC.PA and ALCBI.PA shifts across timeframes, from 0.20 (3 years) to 0.36 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

VBTC.PA vs. ALCBI.PA — Risk / Return Rank

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

VBTC.PA
VBTC.PA Risk / Return Rank: 22
Overall Rank
VBTC.PA Sharpe Ratio Rank: 11
Sharpe Ratio Rank
VBTC.PA Sortino Ratio Rank: 11
Sortino Ratio Rank
VBTC.PA Omega Ratio Rank: 22
Omega Ratio Rank
VBTC.PA Calmar Ratio Rank: 22
Calmar Ratio Rank
VBTC.PA Martin Ratio Rank: 11
Martin Ratio Rank

ALCBI.PA
ALCBI.PA Risk / Return Rank: 2020
Overall Rank
ALCBI.PA Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
ALCBI.PA Sortino Ratio Rank: 2323
Sortino Ratio Rank
ALCBI.PA Omega Ratio Rank: 2424
Omega Ratio Rank
ALCBI.PA Calmar Ratio Rank: 99
Calmar Ratio Rank
ALCBI.PA Martin Ratio Rank: 2323
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VBTC.PA vs. ALCBI.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Bitcoin ETN A (VBTC.PA) and Crypto Blockchain Industries (ALCBI.PA). 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.


VBTC.PAALCBI.PADifference
Sharpe ratioReturn per unit of total volatility

-0.58

Sortino ratioReturn per unit of downside risk

-1.20

Omega ratioGain probability vs. loss probability

0.83

0.96

-0.13

Calmar ratioReturn relative to maximum drawdown

-0.82

-0.84

+0.02

Martin ratioReturn relative to average drawdown

-1.44

-0.95

-0.49

VBTC.PA vs. ALCBI.PA - Sharpe Ratio Comparison

The current VBTC.PA Sharpe Ratio is -1.05, which is lower than the ALCBI.PA Sharpe Ratio of -0.46. The chart below compares the historical Sharpe Ratios of VBTC.PA and ALCBI.PA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VBTC.PAALCBI.PADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.05

-0.46

-0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

-0.16

+0.39

Drawdowns

VBTC.PA vs. ALCBI.PA - Drawdown Comparison

The maximum VBTC.PA drawdown since its inception was -74.29%, smaller than the maximum ALCBI.PA drawdown of -98.84%. Use the drawdown chart below to compare losses from any high point for VBTC.PA and ALCBI.PA.


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Drawdown Indicators


VBTC.PAALCBI.PADifference

Max Drawdown

Largest peak-to-trough decline

-74.29%

-98.84%

+24.55%

Max Drawdown (1Y)

Largest decline over 1 year

-49.44%

-96.52%

+47.08%

Max Drawdown (3Y)

Largest decline over 3 years

-49.44%

-96.52%

+47.08%

Max Drawdown (5Y)

Largest decline over 5 years

-74.29%

Current Drawdown

Current decline from peak

-48.88%

-98.83%

+49.95%

Average Drawdown

Average peak-to-trough decline

-32.12%

-88.90%

+56.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.43%

85.88%

-57.45%

Volatility

VBTC.PA vs. ALCBI.PA - Volatility Comparison

The current volatility for VanEck Bitcoin ETN A (VBTC.PA) is 9.68%, while Crypto Blockchain Industries (ALCBI.PA) has a volatility of 19.57%. This indicates that VBTC.PA experiences smaller price fluctuations and is considered to be less risky than ALCBI.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VBTC.PAALCBI.PADifference

Volatility (1M)

Calculated over the trailing 1-month period

9.68%

19.57%

-9.89%

Volatility (6M)

Calculated over the trailing 6-month period

28.59%

55.07%

-26.48%

Volatility (1Y)

Calculated over the trailing 1-year period

38.90%

174.03%

-135.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.76%

162.47%

-109.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

52.80%

162.47%

-109.67%

Dividends

VBTC.PA vs. ALCBI.PA - Dividend Comparison

Neither VBTC.PA nor ALCBI.PA has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


VBTC.PA and ALCBI.PA have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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