VUG vs. BTC-USD
VUG (Vanguard Growth ETF) is Large Cap Growth Equities fund tracking the CRSP US Large Cap Growth Index, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, VUG returned 18.30%/yr vs 56.48%/yr for BTC-USD. At a 0.13 correlation, their price movements are largely independent.
Performance
VUG vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, VUG achieves a 7.94% return, which is significantly higher than BTC-USD's -24.33% return. Over the past 10 years, VUG has underperformed BTC-USD with an annualized return of 18.30%, while BTC-USD has yielded a comparatively higher 56.48% annualized return.
VUG
- 1D
- 2.81%
- 1M
- 0.27%
- YTD
- 7.94%
- 6M
- 9.17%
- 1Y
- 26.29%
- 3Y*
- 24.04%
- 5Y*
- 14.43%
- 10Y*
- 18.30%
BTC-USD
- 1D
- 0.77%
- 1M
- -15.23%
- YTD
- -24.33%
- 6M
- -23.38%
- 1Y
- -37.30%
- 3Y*
- 35.99%
- 5Y*
- 11.54%
- 10Y*
- 56.48%
VUG vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VUG Vanguard Growth ETF | 7.94% | 19.40% | 32.69% | 46.83% | -33.16% | 27.35% | 40.25% | 37.03% | -3.32% | 27.72% |
BTC-USD Bitcoin | -24.33% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
Correlation
The correlation between VUG and BTC-USD is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
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 30, 2012 | 0.13 |
Over the past year, VUG and BTC-USD have become more correlated (0.34) than their long-term average of 0.13, meaning their price movements have been converging.
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Return for Risk
VUG vs. BTC-USD — Risk / Return Rank
VUG
BTC-USD
VUG vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Growth ETF (VUG) 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.
| VUG | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.46 | ||
| Sortino ratioReturn per unit of downside risk | +3.33 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 0.88 | +0.40 |
| Calmar ratioReturn relative to maximum drawdown | 1.60 | -0.73 | +2.33 |
| Martin ratioReturn relative to average drawdown | 5.50 | -1.26 | +6.76 |
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Drawdowns
VUG vs. BTC-USD - Drawdown Comparison
The maximum VUG drawdown since its inception was -50.68%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for VUG and BTC-USD.
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Drawdown Indicators
| VUG | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.68% | -85.30% | +34.62% |
Max Drawdown (1Y)Largest decline over 1 year | -16.53% | -51.21% | +34.68% |
Max Drawdown (3Y)Largest decline over 3 years | -22.85% | -51.21% | +28.36% |
Max Drawdown (5Y)Largest decline over 5 years | -35.61% | -76.67% | +41.06% |
Max Drawdown (10Y)Largest decline over 10 years | -35.61% | -83.80% | +48.19% |
Current DrawdownCurrent decline from peak | -2.90% | -46.91% | +44.01% |
Average DrawdownAverage peak-to-trough decline | -7.09% | -42.38% | +35.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.79% | 34.75% | -29.96% |
Volatility
VUG vs. BTC-USD - Volatility Comparison
The current volatility for Vanguard Growth ETF (VUG) is 6.32%, while Bitcoin (BTC-USD) has a volatility of 12.14%. This indicates that VUG 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
| VUG | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.32% | 12.14% | -5.82% |
Volatility (6M)Calculated over the trailing 6-month period | 13.28% | 34.59% | -21.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.65% | 35.62% | -18.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.34% | 44.55% | -22.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.51% | 56.55% | -35.04% |
Frequently Asked Questions
VUG and BTC-USD have a correlation of 0.34, 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 (12.14%) compared to VUG (6.32%). In terms of maximum drawdown, VUG dropped -50.68% vs BTC-USD's -85.30%.
VUG currently has the higher Sharpe Ratio (1.59 vs -0.87), 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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