VOOG vs. BTC-USD
VOOG (Vanguard S&P 500 Growth ETF) is S&P 500 fund tracking the S&P 500 Growth Index, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, VOOG returned 17.80%/yr vs 59.68%/yr for BTC-USD. At a 0.13 correlation, their price movements are largely independent.
Performance
VOOG vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, VOOG achieves a 10.10% return, which is significantly higher than BTC-USD's -28.54% return. Over the past 10 years, VOOG has underperformed BTC-USD with an annualized return of 17.80%, while BTC-USD has yielded a comparatively higher 59.68% annualized return.
VOOG
- 1D
- 0.65%
- 1M
- -0.20%
- YTD
- 10.10%
- 6M
- 9.55%
- 1Y
- 29.06%
- 3Y*
- 26.66%
- 5Y*
- 15.20%
- 10Y*
- 17.80%
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%
VOOG vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VOOG Vanguard S&P 500 Growth ETF | 10.10% | 22.11% | 35.89% | 29.96% | -29.48% | 31.95% | 33.35% | 30.93% | -0.21% | 27.19% |
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 VOOG and BTC-USD is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2012 | 0.13 |
Over the past year, VOOG and BTC-USD have become more correlated (0.36) than their long-term average of 0.13, meaning their price movements have been converging.
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Return for Risk
VOOG vs. BTC-USD — Risk / Return Rank
VOOG
BTC-USD
VOOG vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 Growth ETF (VOOG) 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.
| VOOG | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.75 | ||
| Sortino ratioReturn per unit of downside risk | +3.77 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 0.86 | +0.45 |
| Calmar ratioReturn relative to maximum drawdown | 2.13 | -0.80 | +2.93 |
| Martin ratioReturn relative to average drawdown | 8.74 | -1.42 | +10.16 |
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
| VOOG | BTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.79 | -0.95 | +2.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.20 | +0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.86 | 0.87 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.89 | 1.13 | -0.24 |
Drawdowns
VOOG vs. BTC-USD - Drawdown Comparison
The maximum VOOG drawdown since its inception was -32.73%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for VOOG and BTC-USD.
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Drawdown Indicators
| VOOG | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.73% | -85.30% | +52.57% |
Max Drawdown (1Y)Largest decline over 1 year | -13.71% | -51.21% | +37.50% |
Max Drawdown (3Y)Largest decline over 3 years | -22.18% | -51.21% | +29.03% |
Max Drawdown (5Y)Largest decline over 5 years | -32.73% | -76.67% | +43.94% |
Max Drawdown (10Y)Largest decline over 10 years | -32.73% | -83.80% | +51.07% |
Current DrawdownCurrent decline from peak | -4.28% | -49.86% | +45.58% |
Average DrawdownAverage peak-to-trough decline | -4.97% | -42.32% | +37.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.33% | 34.46% | -31.13% |
Volatility
VOOG vs. BTC-USD - Volatility Comparison
The current volatility for Vanguard S&P 500 Growth ETF (VOOG) is 5.61%, while Bitcoin (BTC-USD) has a volatility of 11.59%. This indicates that VOOG 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
| VOOG | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.61% | 11.59% | -5.98% |
Volatility (6M)Calculated over the trailing 6-month period | 13.04% | 34.53% | -21.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.31% | 35.67% | -19.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.25% | 44.95% | -23.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.77% | 56.71% | -35.94% |
Frequently Asked Questions
VOOG and BTC-USD have a correlation of 0.36, 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 VOOG (5.61%). In terms of maximum drawdown, VOOG dropped -32.73% vs BTC-USD's -85.30%.
VOOG currently has the higher Sharpe Ratio (1.79 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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