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

Correlation

The correlation between VET-USD and BTC-USD is 0.25, 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

VET-USD vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VeChain (VET-USD) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

0.00%500.00%1,000.00%1,500.00%2,000.00%2,500.00%December2025FebruaryMarchAprilMay
-90.14%
2,266.34%
VET-USD
BTC-USD

Key characteristics

Sharpe Ratio

VET-USD:

-0.30

BTC-USD:

1.10

Sortino Ratio

VET-USD:

1.06

BTC-USD:

2.71

Omega Ratio

VET-USD:

1.10

BTC-USD:

1.28

Calmar Ratio

VET-USD:

0.03

BTC-USD:

1.88

Martin Ratio

VET-USD:

0.32

BTC-USD:

9.39

Ulcer Index

VET-USD:

44.40%

BTC-USD:

11.23%

Daily Std Dev

VET-USD:

84.12%

BTC-USD:

42.12%

Max Drawdown

VET-USD:

-99.97%

BTC-USD:

-93.07%

Current Drawdown

VET-USD:

-99.70%

BTC-USD:

-8.59%

Returns By Period

In the year-to-date period, VET-USD achieves a -42.24% return, which is significantly lower than BTC-USD's 3.86% return.


VET-USD

YTD

-42.24%

1M

26.15%

6M

14.34%

1Y

-29.16%

5Y*

40.62%

10Y*

N/A

BTC-USD

YTD

3.86%

1M

27.22%

6M

27.83%

1Y

58.58%

5Y*

58.89%

10Y*

82.12%

*Annualized

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Risk-Adjusted Performance

VET-USD vs. BTC-USD — Risk-Adjusted Performance Rank

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

VET-USD
The Risk-Adjusted Performance Rank of VET-USD is 5858
Overall Rank
The Sharpe Ratio Rank of VET-USD is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of VET-USD is 6666
Sortino Ratio Rank
The Omega Ratio Rank of VET-USD is 6565
Omega Ratio Rank
The Calmar Ratio Rank of VET-USD is 6363
Calmar Ratio Rank
The Martin Ratio Rank of VET-USD is 6464
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 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 9292
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8888
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 9494
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 9191
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.

VET-USD vs. BTC-USD - Risk-Adjusted Performance 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.


The current VET-USD Sharpe Ratio is -0.30, which is lower than the BTC-USD Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of VET-USD 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.30
1.10
VET-USD
BTC-USD

Drawdowns

VET-USD vs. BTC-USD - Drawdown Comparison

The maximum VET-USD drawdown since its inception was -99.97%, which is greater than BTC-USD's maximum drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for VET-USD and BTC-USD. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%December2025FebruaryMarchAprilMay
-99.70%
-8.59%
VET-USD
BTC-USD

Volatility

VET-USD vs. BTC-USD - Volatility Comparison

VeChain (VET-USD) has a higher volatility of 20.40% compared to Bitcoin (BTC-USD) at 13.65%. 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.


10.00%20.00%30.00%40.00%50.00%60.00%December2025FebruaryMarchAprilMay
20.40%
13.65%
VET-USD
BTC-USD