VNQ vs. BTC-USD
VNQ (Vanguard Real Estate ETF) is REIT fund tracking the MSCI US Investable Market Real Estate 25/50 Index, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, VNQ returned 5.30%/yr vs 59.68%/yr for BTC-USD. At a 0.08 correlation, their price movements are largely independent.
Performance
VNQ vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, VNQ achieves a 9.04% return, which is significantly higher than BTC-USD's -28.54% return. Over the past 10 years, VNQ has underperformed BTC-USD with an annualized return of 5.30%, while BTC-USD has yielded a comparatively higher 59.68% annualized return.
VNQ
- 1D
- -1.36%
- 1M
- -1.19%
- YTD
- 9.04%
- 6M
- 9.17%
- 1Y
- 10.45%
- 3Y*
- 9.24%
- 5Y*
- 1.97%
- 10Y*
- 5.30%
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%
VNQ vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VNQ Vanguard Real Estate ETF | 9.04% | 3.24% | 4.81% | 11.85% | -26.25% | 40.54% | -4.61% | 28.91% | -6.03% | 4.90% |
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 VNQ and BTC-USD is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2012 | 0.08 |
The correlation between VNQ and BTC-USD shifts across timeframes, from 0.08 (all time) to 0.19 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
VNQ vs. BTC-USD — Risk / Return Rank
VNQ
BTC-USD
VNQ vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Real Estate ETF (VNQ) 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.
| VNQ | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.74 | ||
| Sortino ratioReturn per unit of downside risk | +2.51 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 0.86 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 1.26 | -0.80 | +2.06 |
| Martin ratioReturn relative to average drawdown | 3.96 | -1.42 | +5.38 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VNQ | BTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | -0.95 | +1.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.11 | 0.20 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.26 | 0.87 | -0.62 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 1.13 | -0.86 |
Drawdowns
VNQ vs. BTC-USD - Drawdown Comparison
The maximum VNQ drawdown since its inception was -73.07%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for VNQ and BTC-USD.
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Drawdown Indicators
| VNQ | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.07% | -85.30% | +12.23% |
Max Drawdown (1Y)Largest decline over 1 year | -8.34% | -51.21% | +42.87% |
Max Drawdown (3Y)Largest decline over 3 years | -17.46% | -51.21% | +33.75% |
Max Drawdown (5Y)Largest decline over 5 years | -34.48% | -76.67% | +42.19% |
Max Drawdown (10Y)Largest decline over 10 years | -42.40% | -83.80% | +41.40% |
Current DrawdownCurrent decline from peak | -2.67% | -49.86% | +47.19% |
Average DrawdownAverage peak-to-trough decline | -13.62% | -42.32% | +28.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.65% | 34.46% | -31.81% |
Volatility
VNQ vs. BTC-USD - Volatility Comparison
The current volatility for Vanguard Real Estate ETF (VNQ) is 4.13%, while Bitcoin (BTC-USD) has a volatility of 11.59%. This indicates that VNQ 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
| VNQ | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.13% | 11.59% | -7.46% |
Volatility (6M)Calculated over the trailing 6-month period | 9.53% | 34.53% | -25.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.38% | 35.67% | -22.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.82% | 44.95% | -26.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.71% | 56.71% | -36.00% |
Frequently Asked Questions
VNQ and BTC-USD have a correlation of 0.19, 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 VNQ (4.13%). In terms of maximum drawdown, VNQ dropped -73.07% vs BTC-USD's -85.30%.
VNQ currently has the higher Sharpe Ratio (0.79 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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