PortfoliosLab logoPortfoliosLab logo
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.

Loading charts...

Returns By Period

In the year-to-date period, VIG achieves a 8.24% return, which is significantly higher than BTC-USD's -25.13% return. Over the past 10 years, VIG has underperformed BTC-USD with an annualized return of 12.79%, while BTC-USD has yielded a comparatively higher 58.50% annualized return.


VIG

1D
-0.70%
1M
0.75%
6M
5.43%
YTD
8.24%
1Y
16.35%
3Y*
14.50%
5Y*
10.36%
10Y*
12.79%
ALL TIME*
10.17%

BTC-USD

1D
1.28%
1M
2.00%
6M
-29.23%
YTD
-25.13%
1Y
-44.16%
3Y*
29.87%
5Y*
15.31%
10Y*
58.50%
ALL TIME*
89.00%
*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
8.24%14.17%16.99%14.51%-9.80%23.76%15.43%29.62%-2.08%22.22%
BTC-USD
Bitcoin
-25.13%-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 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.15

Correlation (All Time)
Calculated using the full available price history since Nov 4, 2012

0.10

Over the past year, VIG and BTC-USD have become more correlated (0.30) than their long-term average of 0.10, meaning their price movements have been converging.

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

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: 6565
Overall Rank
VIG Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
VIG Sortino Ratio Rank: 7070
Sortino Ratio Rank
VIG Omega Ratio Rank: 6666
Omega Ratio Rank
VIG Calmar Ratio Rank: 5555
Calmar Ratio Rank
VIG Martin Ratio Rank: 6464
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 4040
Overall Rank
BTC-USD Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 4545
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 4545
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 6161
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 3030
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.

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.


VIGBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+2.67

Sortino ratioReturn per unit of downside risk

+3.91

Omega ratioGain probability vs. loss probability

1.30

0.85

+0.45

Calmar ratioReturn relative to maximum drawdown

2.08

-0.83

+2.91

Martin ratioReturn relative to average drawdown

8.39

-1.32

+9.71

VIG vs. BTC-USD - Sharpe Ratio Comparison

The current VIG Sharpe Ratio is 1.64, which is higher than the BTC-USD Sharpe Ratio of -1.03. 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.


Loading charts...

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.


Loading charts...

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%

-53.08%

+45.17%

Max Drawdown (3Y)

Largest decline over 3 years

-14.95%

-53.08%

+38.13%

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

-1.33%

-47.48%

+46.15%

Average Drawdown

Average peak-to-trough decline

-5.48%

-42.61%

+37.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.95%

27.88%

-25.93%

Volatility

VIG vs. BTC-USD - Volatility Comparison

The current volatility for Vanguard Dividend Appreciation ETF (VIG) is 2.08%, while Bitcoin (BTC-USD) has a volatility of 9.37%. 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.


Loading charts...

Volatility by Period


VIGBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.08%

9.37%

-7.29%

Volatility (6M)

Calculated over the trailing 6-month period

7.67%

34.93%

-27.26%

Volatility (1Y)

Calculated over the trailing 1-year period

10.03%

35.76%

-25.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.19%

43.93%

-29.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.02%

56.33%

-40.31%

Frequently Asked Questions


VIG and BTC-USD have a correlation of 0.30, 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 (9.37%) compared to VIG (2.08%). In terms of maximum drawdown, VIG dropped -46.81% vs BTC-USD's -85.30%.

VIG currently has the higher Sharpe Ratio (1.64 vs -1.03), 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.

Portfolio Optimizer

Find the right allocation for VIG 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