PortfoliosLab logoPortfoliosLab logo
ZM vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

ZM vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Zoom Video Communications, Inc. (ZM) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ZM achieves a 6.48% return, which is significantly higher than BTC-USD's -28.58% return.


ZM

1D
2.36%
1M
-1.92%
6M
5.91%
YTD
6.48%
1Y
25.18%
3Y*
9.18%
5Y*
-23.93%
10Y*

BTC-USD

1D
-1.96%
1M
-3.01%
6M
-31.47%
YTD
-28.58%
1Y
-47.54%
3Y*
27.25%
5Y*
13.75%
10Y*
57.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZM vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ZM
Zoom Video Communications, Inc.
6.48%5.73%13.49%6.16%-63.17%-45.48%395.77%4.68%
BTC-USD
Bitcoin
-28.58%-6.27%120.76%155.82%-64.23%59.40%304.57%37.09%

Correlation

The correlation between ZM and BTC-USD is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.15

Correlation (3Y)
Calculated over the trailing 3-year period

0.14

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

0.20

Correlation (All Time)
Calculated using the full available price history since Apr 18, 2019

0.15

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

ZM vs. BTC-USD — Risk / Return Rank

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

ZM
ZM Risk / Return Rank: 6565
Overall Rank
ZM Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
ZM Sortino Ratio Rank: 6363
Sortino Ratio Rank
ZM Omega Ratio Rank: 6262
Omega Ratio Rank
ZM Calmar Ratio Rank: 6666
Calmar Ratio Rank
ZM Martin Ratio Rank: 6868
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 1818
Overall Rank
BTC-USD Sharpe Ratio Rank: 33
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 2626
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 2222
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 3434
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 55
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.

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

This table presents a comparison of risk-adjusted performance metrics for Zoom Video Communications, Inc. (ZM) 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.


ZMBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+1.70

Sortino ratioReturn per unit of downside risk

+2.89

Omega ratioGain probability vs. loss probability

1.14

0.83

+0.32

Calmar ratioReturn relative to maximum drawdown

0.98

-0.90

+1.87

Martin ratioReturn relative to average drawdown

2.42

-1.46

+3.87

ZM vs. BTC-USD - Sharpe Ratio Comparison

The current ZM Sharpe Ratio is 0.59, which is higher than the BTC-USD Sharpe Ratio of -1.11. The chart below compares the historical Sharpe Ratios of ZM 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.


Loading charts...

Drawdowns

ZM vs. BTC-USD - Drawdown Comparison

The maximum ZM drawdown since its inception was -90.27%, 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 ZM and BTC-USD.


Loading charts...

Drawdown Indicators


ZMBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-90.27%

-85.30%

-4.97%

Max Drawdown (1Y)

Largest decline over 1 year

-25.92%

-53.08%

+27.16%

Max Drawdown (3Y)

Largest decline over 3 years

-25.92%

-53.08%

+27.16%

Max Drawdown (5Y)

Largest decline over 5 years

-86.19%

-76.67%

-9.52%

Max Drawdown (10Y)

Largest decline over 10 years

-83.80%

Current Drawdown

Current decline from peak

-83.83%

-49.89%

-33.94%

Average Drawdown

Average peak-to-trough decline

-63.07%

-42.55%

-20.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.45%

28.99%

-18.54%

Volatility

ZM vs. BTC-USD - Volatility Comparison

Zoom Video Communications, Inc. (ZM) has a higher volatility of 11.89% compared to Bitcoin (BTC-USD) at 8.86%. This indicates that ZM'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


ZMBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.89%

8.86%

+3.03%

Volatility (6M)

Calculated over the trailing 6-month period

35.46%

34.96%

+0.50%

Volatility (1Y)

Calculated over the trailing 1-year period

42.89%

35.56%

+7.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.55%

43.94%

+0.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.38%

56.32%

-1.94%

Frequently Asked Questions


ZM and BTC-USD have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ZM has higher volatility (11.89%) compared to BTC-USD (8.86%). In terms of maximum drawdown, ZM dropped -90.27% vs BTC-USD's -85.30%.

ZM currently has the higher Sharpe Ratio (0.59 vs -1.11), 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 ZM 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