YFI-USD vs. BTC-USD
YFI-USD (yearnfinance) and BTC-USD (Bitcoin) are both cryptocurrencies. Over the past 5 years, YFI-USD returned -42.19%/yr vs 14.32%/yr for BTC-USD. A 0.61 correlation means they provide meaningful diversification when combined.
Performance
YFI-USD vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, YFI-USD achieves a -36.04% return, which is significantly lower than BTC-USD's -26.96% return.
YFI-USD
- 1D
- -0.41%
- 1M
- 10.48%
- 6M
- -38.52%
- YTD
- -36.04%
- 1Y
- -62.74%
- 3Y*
- -34.32%
- 5Y*
- -42.19%
- 10Y*
- —
BTC-USD
- 1D
- 0.21%
- 1M
- 0.58%
- 6M
- -29.67%
- YTD
- -26.96%
- 1Y
- -45.60%
- 3Y*
- 26.63%
- 5Y*
- 14.32%
- 10Y*
- 57.94%
YFI-USD vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
YFI-USD yearnfinance | -36.04% | -59.17% | -1.19% | 58.94% | -84.61% | 45.28% | 2,064.77% |
BTC-USD Bitcoin | -26.96% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 215.94% |
Correlation
The correlation between YFI-USD and BTC-USD is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Jul 19, 2020 | 0.62 |
The correlation between YFI-USD and BTC-USD has been stable across timeframes, ranging from 0.61 to 0.69 - a consistent structural relationship.
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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 | +0.20 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 0.84 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | -0.85 | -0.86 | +0.01 |
| Martin ratioReturn relative to average drawdown | -1.38 | -1.40 | +0.02 |
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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.
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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 | -73.73% | -53.08% | -20.65% |
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 | -97.48% | -48.76% | -48.72% |
Average DrawdownAverage peak-to-trough decline | -79.05% | -42.54% | -36.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 45.44% | 29.22% | +16.22% |
Volatility
YFI-USD vs. BTC-USD - Volatility Comparison
yearnfinance (YFI-USD) has a higher volatility of 46.78% compared to Bitcoin (BTC-USD) at 8.77%. 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.
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Volatility by Period
| YFI-USD | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 46.78% | 8.77% | +38.01% |
Volatility (6M)Calculated over the trailing 6-month period | 61.46% | 34.92% | +26.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.50% | 35.53% | +29.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 74.43% | 43.94% | +30.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 102.30% | 56.32% | +45.98% |
Frequently Asked Questions
YFI-USD and BTC-USD have a correlation of 0.69, 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 (46.78%) compared to BTC-USD (8.77%). In terms of maximum drawdown, YFI-USD dropped -98.04% vs BTC-USD's -85.30%.
YFI-USD currently has the higher Sharpe Ratio (-0.80 vs -1.07), 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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