YFI-USD vs. BTC-USD
YFI-USD (yearnfinance) and BTC-USD (Bitcoin) are both cryptocurrencies. Over the past 5 years, YFI-USD returned -42.30%/yr vs 9.91%/yr for BTC-USD. Their 0.61 correlation means they have sometimes moved together and sometimes differently.
Performance
YFI-USD vs. BTC-USD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, YFI-USD achieves a -37.32% return, which is significantly lower than BTC-USD's -28.25% return.
YFI-USD
- 1D
- 1.95%
- 1M
- 15.34%
- 6M
- -28.54%
- YTD
- -37.32%
- 1Y
- -59.86%
- 3Y*
- -31.78%
- 5Y*
- -42.30%
- 10Y*
- —
- ALL TIME*
- 11.66%
BTC-USD
- 1D
- -0.07%
- 1M
- 2.11%
- 6M
- -20.17%
- YTD
- -28.25%
- 1Y
- -44.56%
- 3Y*
- 29.12%
- 5Y*
- 9.91%
- 10Y*
- 59.93%
- ALL TIME*
- 87.72%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
BTC-USD Bitcoin | $1567.39T | $1617.70T | $2123.65T |
YFI-USD yearnfinance | $8.62B | $20.89B | $25.36B |
YFI-USD vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
YFI-USD yearnfinance | -37.32% | -59.17% | -1.19% | 58.94% | -84.61% | 45.28% | 2,064.77% |
BTC-USD Bitcoin | -28.25% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 215.94% |
Correlation
The correlation between YFI-USD and BTC-USD is 0.68, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.68 |
Correlation (3Y) Balances recent behavior with more history. | 0.64 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.66 |
Correlation (All Time) Calculated using the full available price history since Jul 19, 2020 | 0.61 |
The correlation between YFI-USD and BTC-USD has been stable across timeframes, ranging from 0.61 to 0.68 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
YFI-USD vs. BTC-USD — Risk / Return Rank
YFI-USD
BTC-USD
YFI-USD vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for yearnfinance (YFI-USD) 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.
| YFI-USD | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.27 | ||
| Sortino ratioReturn per unit of downside risk | +0.26 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 0.85 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.82 | -0.84 | +0.02 |
| Martin ratioReturn relative to average drawdown | -1.26 | -1.29 | +0.03 |
Loading charts...
Drawdowns
YFI-USD vs. BTC-USD - Drawdown Comparison
The maximum YFI-USD drawdown since its inception was -98.04%, 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 YFI-USD and BTC-USD.
Loading charts...
Drawdown Indicators
| YFI-USD | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.04% | -85.30% | -12.74% |
Max Drawdown (1Y)Largest decline over 1 year | -73.43% | -53.08% | -20.35% |
Max Drawdown (3Y)Largest decline over 3 years | -88.86% | -53.08% | -35.78% |
Max Drawdown (5Y)Largest decline over 5 years | -96.23% | -76.67% | -19.56% |
Max Drawdown (10Y)Largest decline over 10 years | — | -83.80% | — |
Current DrawdownCurrent decline from peak | -97.53% | -49.66% | -47.87% |
Average DrawdownAverage peak-to-trough decline | -79.22% | -42.72% | -36.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 37.89% | 24.84% | +13.05% |
Volatility
YFI-USD vs. BTC-USD - Volatility Comparison
yearnfinance (YFI-USD) has a higher volatility of 46.04% compared to Bitcoin (BTC-USD) at 8.58%. This indicates that YFI-USD'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.
Loading charts...
Volatility by Period
| YFI-USD | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 46.04% | 8.58% | +37.46% |
Volatility (6M)Calculated over the trailing 6-month period | 60.36% | 33.78% | +26.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.36% | 35.90% | +29.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 74.27% | 43.65% | +30.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 101.90% | 56.25% | +45.65% |
Frequently Asked Questions
YFI-USD and BTC-USD have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
YFI-USD has higher volatility (46.04%) compared to BTC-USD (8.58%). In terms of maximum drawdown, YFI-USD dropped -98.04% vs BTC-USD's -85.30%.
YFI-USD currently has the higher Sharpe Ratio (-0.76 vs -1.03), 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.
Find the right allocation for YFI-USD 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.
Open Portfolio Optimizer