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VIG vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

VIG vs. BTC-USD - Performance Comparison

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

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Returns By Period

In the year-to-date period, VIG achieves a 6.58% return, which is significantly higher than BTC-USD's -28.54% return. Over the past 10 years, VIG has underperformed BTC-USD with an annualized return of 13.05%, while BTC-USD has yielded a comparatively higher 59.68% annualized return.


VIG

1D
0.03%
1M
2.32%
YTD
6.58%
6M
6.47%
1Y
18.31%
3Y*
16.04%
5Y*
10.62%
10Y*
13.05%

BTC-USD

1D
-1.22%
1M
-22.47%
YTD
-28.54%
6M
-31.02%
1Y
-40.89%
3Y*
33.16%
5Y*
10.82%
10Y*
59.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VIG vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VIG
Vanguard Dividend Appreciation ETF
6.58%14.17%16.99%14.51%-9.80%23.76%15.43%29.62%-2.08%22.22%
BTC-USD
Bitcoin
-28.54%-6.27%120.76%155.82%-64.23%59.40%304.57%94.10%-73.37%1,324.24%

Correlation

The correlation between VIG and BTC-USD is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.31

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

0.22

Correlation (5Y)
Calculated over the trailing 5-year period

0.26

Correlation (10Y)
Calculated over the trailing 10-year period

0.14

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2012

0.10

Over the past year, VIG and BTC-USD have become more correlated (0.31) than their long-term average of 0.10, meaning their price movements have been converging.

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Return for Risk

VIG vs. BTC-USD — Risk / Return Rank

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

VIG
VIG Risk / Return Rank: 5858
Overall Rank
VIG Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
VIG Sortino Ratio Rank: 6464
Sortino Ratio Rank
VIG Omega Ratio Rank: 5858
Omega Ratio Rank
VIG Calmar Ratio Rank: 5252
Calmar Ratio Rank
VIG Martin Ratio Rank: 5858
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 2828
Overall Rank
BTC-USD Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3333
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3333
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 4646
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 1616
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.

VIG vs. BTC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Dividend Appreciation ETF (VIG) 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.


VIGBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+2.78

Sortino ratioReturn per unit of downside risk

+4.01

Omega ratioGain probability vs. loss probability

1.33

0.86

+0.46

Calmar ratioReturn relative to maximum drawdown

2.33

-0.80

+3.12

Martin ratioReturn relative to average drawdown

9.37

-1.42

+10.79

VIG vs. BTC-USD - Sharpe Ratio Comparison

The current VIG Sharpe Ratio is 1.82, which is higher than the BTC-USD Sharpe Ratio of -0.95. The chart below compares the historical Sharpe Ratios of VIG and BTC-USD, 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


VIGBTC-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.82

-0.95

+2.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.20

+0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

0.87

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

1.13

-0.54

Drawdowns

VIG vs. BTC-USD - Drawdown Comparison

The maximum VIG drawdown since its inception was -46.81%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for VIG and BTC-USD.


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Drawdown Indicators


VIGBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-46.81%

-85.30%

+38.49%

Max Drawdown (1Y)

Largest decline over 1 year

-7.91%

-51.21%

+43.30%

Max Drawdown (3Y)

Largest decline over 3 years

-14.95%

-51.21%

+36.26%

Max Drawdown (5Y)

Largest decline over 5 years

-20.39%

-76.67%

+56.28%

Max Drawdown (10Y)

Largest decline over 10 years

-31.72%

-83.80%

+52.08%

Current Drawdown

Current decline from peak

-1.34%

-49.86%

+48.52%

Average Drawdown

Average peak-to-trough decline

-5.51%

-42.32%

+36.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.96%

34.46%

-32.50%

Volatility

VIG vs. BTC-USD - Volatility Comparison

The current volatility for Vanguard Dividend Appreciation ETF (VIG) is 2.42%, while Bitcoin (BTC-USD) has a volatility of 11.59%. This indicates that VIG 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


VIGBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.42%

11.59%

-9.17%

Volatility (6M)

Calculated over the trailing 6-month period

7.68%

34.53%

-26.85%

Volatility (1Y)

Calculated over the trailing 1-year period

10.10%

35.67%

-25.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.24%

44.95%

-30.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.06%

56.71%

-40.65%

Frequently Asked Questions


VIG and BTC-USD have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BTC-USD has higher volatility (11.59%) compared to VIG (2.42%). In terms of maximum drawdown, VIG dropped -46.81% vs BTC-USD's -85.30%.

VIG currently has the higher Sharpe Ratio (1.82 vs -0.95), 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.

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