WTI vs. BTC-USD

In the year-to-date period, WTI achieves a -9.65% return, which is significantly lower than BTC-USD's 11.31% return. Over the past 10 years, WTI has underperformed BTC-USD with an annualized return of -11.97%, while BTC-USD has yielded a comparatively higher 84.64% annualized return.

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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.

The current WTI Sharpe Ratio is -0.56, which is lower than the BTC-USD Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of WTI and BTC-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum WTI drawdown since its inception was -97.59%, roughly equal to the maximum BTC-USD drawdown of -93.18%. Use the drawdown chart below to compare losses from any high point for WTI and BTC-USD.

W&T Offshore, Inc. (WTI) has a higher volatility of 18.77% compared to Bitcoin (BTC-USD) at 10.39%. 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.