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XOVR vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

XOVR vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ERShares Entrepreneur Private-Public Crossover ETF (XOVR) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XOVR achieves a -0.89% return, which is significantly higher than BTC-USD's -27.32% return.


XOVR

1D
-0.70%
1M
5.78%
YTD
-0.89%
6M
0.05%
1Y
8.89%
3Y*
17.94%
5Y*
5.40%
10Y*

BTC-USD

1D
0.05%
1M
-19.79%
YTD
-27.32%
6M
-29.56%
1Y
-39.85%
3Y*
34.86%
5Y*
10.27%
10Y*
57.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XOVR vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XOVR
ERShares Entrepreneur Private-Public Crossover ETF
-0.89%11.83%33.21%51.89%-41.09%-7.24%50.39%31.72%-5.02%1.54%
BTC-USD
Bitcoin
-27.32%-6.27%120.76%155.82%-64.23%59.40%304.57%94.10%-73.37%94.53%

Correlation

The correlation between XOVR 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

0.27

Correlation (5Y)
Calculated over the trailing 5-year period

0.32

Correlation (All Time)
Calculated using the full available price history since Nov 8, 2017

0.23

The correlation between XOVR and BTC-USD shifts across timeframes, from 0.23 (all time) to 0.34 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

XOVR vs. BTC-USD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XOVR
XOVR Risk / Return Rank: 1515
Overall Rank
XOVR Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
XOVR Sortino Ratio Rank: 1616
Sortino Ratio Rank
XOVR Omega Ratio Rank: 1616
Omega Ratio Rank
XOVR Calmar Ratio Rank: 1414
Calmar Ratio Rank
XOVR Martin Ratio Rank: 1414
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 3737
Overall Rank
BTC-USD Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3939
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3737
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 5656
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 3232
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XOVR vs. BTC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ERShares Entrepreneur Private-Public Crossover ETF (XOVR) 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.


XOVRBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+1.35

Sortino ratioReturn per unit of downside risk

+2.02

Omega ratioGain probability vs. loss probability

1.09

0.87

+0.22

Calmar ratioReturn relative to maximum drawdown

0.37

-0.78

+1.15

Martin ratioReturn relative to average drawdown

0.81

-1.36

+2.17

XOVR vs. BTC-USD - Sharpe Ratio Comparison

The current XOVR Sharpe Ratio is 0.42, which is higher than the BTC-USD Sharpe Ratio of -0.93. The chart below compares the historical Sharpe Ratios of XOVR and BTC-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

XOVR vs. BTC-USD - Drawdown Comparison

The maximum XOVR drawdown since its inception was -56.28%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for XOVR and BTC-USD.


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Drawdown Indicators


XOVRBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-56.28%

-85.30%

+29.02%

Max Drawdown (1Y)

Largest decline over 1 year

-24.32%

-51.21%

+26.89%

Max Drawdown (3Y)

Largest decline over 3 years

-25.23%

-51.21%

+25.98%

Max Drawdown (5Y)

Largest decline over 5 years

-49.35%

-76.67%

+27.32%

Max Drawdown (10Y)

Largest decline over 10 years

-83.80%

Current Drawdown

Current decline from peak

-8.06%

-49.01%

+40.95%

Average Drawdown

Average peak-to-trough decline

-18.37%

-42.35%

+23.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.02%

35.02%

-24.00%

Volatility

XOVR vs. BTC-USD - Volatility Comparison

The current volatility for ERShares Entrepreneur Private-Public Crossover ETF (XOVR) is 8.27%, while Bitcoin (BTC-USD) has a volatility of 12.11%. This indicates that XOVR 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


XOVRBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.27%

12.11%

-3.84%

Volatility (6M)

Calculated over the trailing 6-month period

16.23%

34.59%

-18.36%

Volatility (1Y)

Calculated over the trailing 1-year period

21.11%

35.62%

-14.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.31%

44.71%

-18.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.93%

56.62%

-29.69%

Frequently Asked Questions


XOVR 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 (12.11%) compared to XOVR (8.27%). In terms of maximum drawdown, XOVR dropped -56.28% vs BTC-USD's -85.30%.

XOVR currently has the higher Sharpe Ratio (0.42 vs -0.93), 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.

Portfolio Optimizer

Find the right allocation for XOVR 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.

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