VOO vs. BTC-USD
VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, VOO returned 15.43%/yr vs 56.82%/yr for BTC-USD. At a 0.13 correlation, their price movements are largely independent.
Performance
VOO vs. BTC-USD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, VOO achieves a 9.97% return, which is significantly higher than BTC-USD's -31.78% return. Over the past 10 years, VOO has underperformed BTC-USD with an annualized return of 15.43%, while BTC-USD has yielded a comparatively higher 56.82% annualized return.
VOO
- 1D
- -0.20%
- 1M
- -1.41%
- YTD
- 9.97%
- 6M
- 9.97%
- 1Y
- 22.15%
- 3Y*
- 20.52%
- 5Y*
- 13.03%
- 10Y*
- 15.43%
BTC-USD
- 1D
- 2.00%
- 1M
- -16.29%
- YTD
- -31.78%
- 6M
- -31.78%
- 1Y
- -43.53%
- 3Y*
- 24.93%
- 5Y*
- 12.04%
- 10Y*
- 56.82%
VOO vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 9.97% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
BTC-USD Bitcoin | -31.78% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
Correlation
The correlation between VOO and BTC-USD is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Oct 16, 2012 | 0.13 |
Over the past year, VOO and BTC-USD have become more correlated (0.37) than their long-term average of 0.13, 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
VOO vs. BTC-USD — Risk / Return Rank
VOO
BTC-USD
VOO vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 ETF (VOO) 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.
| VOO | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.80 | ||
| Sortino ratioReturn per unit of downside risk | +3.93 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 0.85 | +0.47 |
| Calmar ratioReturn relative to maximum drawdown | 2.50 | -0.82 | +3.32 |
| Martin ratioReturn relative to average drawdown | 10.95 | -1.39 | +12.33 |
Loading charts...
Drawdowns
VOO vs. BTC-USD - Drawdown Comparison
The maximum VOO drawdown since its inception was -33.99%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for VOO and BTC-USD.
Loading charts...
Drawdown Indicators
| VOO | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.99% | -85.30% | +51.31% |
Max Drawdown (1Y)Largest decline over 1 year | -8.90% | -53.08% | +44.18% |
Max Drawdown (3Y)Largest decline over 3 years | -18.69% | -53.08% | +34.39% |
Max Drawdown (5Y)Largest decline over 5 years | -24.52% | -76.67% | +52.15% |
Max Drawdown (10Y)Largest decline over 10 years | -33.99% | -83.80% | +49.81% |
Current DrawdownCurrent decline from peak | -1.55% | -52.14% | +50.59% |
Average DrawdownAverage peak-to-trough decline | -3.68% | -42.47% | +38.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.03% | 32.43% | -30.40% |
Volatility
VOO vs. BTC-USD - Volatility Comparison
The current volatility for Vanguard S&P 500 ETF (VOO) is 5.09%, while Bitcoin (BTC-USD) has a volatility of 12.69%. This indicates that VOO 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
| VOO | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.09% | 12.69% | -7.60% |
Volatility (6M)Calculated over the trailing 6-month period | 9.92% | 34.87% | -24.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.49% | 35.71% | -23.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.93% | 44.01% | -27.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.00% | 56.37% | -38.37% |
Frequently Asked Questions
VOO and BTC-USD have a correlation of 0.37, 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 (12.69%) compared to VOO (5.09%). In terms of maximum drawdown, VOO dropped -33.99% vs BTC-USD's -85.30%.
VOO currently has the higher Sharpe Ratio (1.78 vs -1.01), 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 VOO 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