VET-USD vs. BTC-USD
VET-USD (VeChain) and BTC-USD (Bitcoin) are both cryptocurrencies. Over the past 5 years, VET-USD returned -43.03%/yr vs 13.04%/yr for BTC-USD. A 0.68 correlation means they provide meaningful diversification when combined.
Performance
VET-USD vs. BTC-USD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, VET-USD achieves a -57.44% return, which is significantly lower than BTC-USD's -31.91% return.
VET-USD
- 1D
- -3.49%
- 1M
- -29.68%
- YTD
- -57.44%
- 6M
- -57.36%
- 1Y
- -78.94%
- 3Y*
- -37.70%
- 5Y*
- -43.03%
- 10Y*
- —
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%
VET-USD vs. BTC-USD - Yearly Performance Comparison
Correlation
The correlation between VET-USD and BTC-USD is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Aug 3, 2018 | 0.68 |
The correlation between VET-USD and BTC-USD has been stable across timeframes, ranging from 0.68 to 0.77 - a consistent structural relationship.
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
VET-USD vs. BTC-USD — Risk / Return Rank
VET-USD
BTC-USD
VET-USD vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VeChain (VET-USD) 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.
| VET-USD | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.80 | ||
| Omega ratioGain probability vs. loss probability | 0.79 | 0.84 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | -0.94 | -0.85 | -0.08 |
| Martin ratioReturn relative to average drawdown | -1.39 | -1.45 | +0.06 |
Loading charts...
Drawdowns
VET-USD vs. BTC-USD - Drawdown Comparison
The maximum VET-USD drawdown since its inception was -98.26%, which is greater than BTC-USD's maximum drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for VET-USD and BTC-USD.
Loading charts...
Drawdown Indicators
| VET-USD | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.26% | -85.30% | -12.96% |
Max Drawdown (1Y)Largest decline over 1 year | -84.40% | -52.23% | -32.17% |
Max Drawdown (3Y)Largest decline over 3 years | -94.34% | -52.23% | -42.11% |
Max Drawdown (5Y)Largest decline over 5 years | -97.48% | -76.67% | -20.81% |
Max Drawdown (10Y)Largest decline over 10 years | — | -83.80% | — |
Current DrawdownCurrent decline from peak | -98.26% | -52.23% | -46.03% |
Average DrawdownAverage peak-to-trough decline | -73.76% | -42.42% | -31.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 50.96% | 31.57% | +19.39% |
Volatility
VET-USD vs. BTC-USD - Volatility Comparison
VeChain (VET-USD) has a higher volatility of 19.71% compared to Bitcoin (BTC-USD) at 12.44%. This indicates that VET-USD'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.
Loading charts...
Volatility by Period
| VET-USD | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.71% | 12.44% | +7.27% |
Volatility (6M)Calculated over the trailing 6-month period | 48.91% | 34.75% | +14.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 61.45% | 35.63% | +25.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 73.93% | 44.15% | +29.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 90.53% | 56.40% | +34.13% |
Frequently Asked Questions
VET-USD and BTC-USD have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VET-USD has higher volatility (19.71%) compared to BTC-USD (12.44%). In terms of maximum drawdown, VET-USD dropped -98.26% vs BTC-USD's -85.30%.
BTC-USD currently has the higher Sharpe Ratio (-1.04 vs -1.07), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for VET-USD 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