WTI vs. BTC-USD
WTI (W&T Offshore, Inc.) is a stock, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, WTI returned 7.31%/yr vs 59.71%/yr for BTC-USD. At a 0.03 correlation, their price movements are largely independent.
Performance
WTI vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, WTI achieves a 152.94% return, which is significantly higher than BTC-USD's -27.60% return. Over the past 10 years, WTI has underperformed BTC-USD with an annualized return of 7.31%, while BTC-USD has yielded a comparatively higher 59.71% annualized return.
WTI
- 1D
- 2.24%
- 1M
- -2.39%
- YTD
- 152.94%
- 6M
- 129.05%
- 1Y
- 160.54%
- 3Y*
- 2.54%
- 5Y*
- -1.06%
- 10Y*
- 7.31%
BTC-USD
- 1D
- -1.08%
- 1M
- -21.71%
- YTD
- -27.60%
- 6M
- -31.22%
- 1Y
- -39.53%
- 3Y*
- 35.01%
- 5Y*
- 12.25%
- 10Y*
- 59.71%
WTI vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WTI W&T Offshore, Inc. | 152.94% | 0.62% | -48.17% | -41.41% | 72.76% | 48.85% | -60.97% | 34.95% | 24.47% | 19.49% |
BTC-USD Bitcoin | -27.60% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
Correlation
The correlation between WTI and BTC-USD is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Sep 20, 2012 | 0.03 |
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Return for Risk
WTI vs. BTC-USD — Risk / Return Rank
WTI
BTC-USD
WTI vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for W&T Offshore, Inc. (WTI) 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.
| WTI | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.84 | ||
| Sortino ratioReturn per unit of downside risk | +3.89 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 0.87 | +0.45 |
| Calmar ratioReturn relative to maximum drawdown | 4.02 | -0.80 | +4.82 |
| Martin ratioReturn relative to average drawdown | 7.72 | -1.39 | +9.12 |
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
| WTI | BTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.92 | -0.92 | +2.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.02 | 0.23 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.10 | 0.88 | -0.78 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.08 | 1.13 | -1.21 |
Drawdowns
WTI vs. BTC-USD - Drawdown Comparison
The maximum WTI drawdown since its inception was -97.59%, which is greater than BTC-USD's maximum drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for WTI and BTC-USD.
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Drawdown Indicators
| WTI | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.59% | -85.30% | -12.29% |
Max Drawdown (1Y)Largest decline over 1 year | -40.17% | -49.65% | +9.48% |
Max Drawdown (3Y)Largest decline over 3 years | -74.31% | -49.65% | -24.66% |
Max Drawdown (5Y)Largest decline over 5 years | -87.31% | -76.67% | -10.64% |
Max Drawdown (10Y)Largest decline over 10 years | -88.92% | -83.80% | -5.12% |
Current DrawdownCurrent decline from peak | -90.45% | -49.21% | -41.24% |
Average DrawdownAverage peak-to-trough decline | -74.07% | -42.28% | -31.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.88% | 33.87% | -12.99% |
Volatility
WTI vs. BTC-USD - Volatility Comparison
W&T Offshore, Inc. (WTI) has a higher volatility of 23.86% compared to Bitcoin (BTC-USD) at 10.14%. This indicates that WTI's price experiences larger fluctuations and is considered to be riskier 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
| WTI | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.86% | 10.14% | +13.72% |
Volatility (6M)Calculated over the trailing 6-month period | 66.08% | 34.17% | +31.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 84.25% | 35.51% | +48.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 68.88% | 44.98% | +23.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 73.15% | 56.69% | +16.46% |
Frequently Asked Questions
WTI and BTC-USD have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WTI has higher volatility (23.86%) compared to BTC-USD (10.14%). In terms of maximum drawdown, WTI dropped -97.59% vs BTC-USD's -85.30%.
WTI currently has the higher Sharpe Ratio (1.92 vs -0.92), 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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