^DXY vs. BTC-USD
^DXY (US Dollar Currency Index) is an index, while BTC-USD (Bitcoin) is a cryptocurrency. At a correlation of -0.05, they often move in opposite directions.
Performance
^DXY vs. BTC-USD - Performance Comparison
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Returns By Period
^DXY
- 1D
- —
- 1M
- —
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BTC-USD
- 1D
- 1.32%
- 1M
- 2.22%
- 6M
- -30.73%
- YTD
- -27.93%
- 1Y
- -43.34%
- 3Y*
- 27.51%
- 5Y*
- 13.47%
- 10Y*
- 57.99%
^DXY vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
^DXY US Dollar Currency Index | 1.13% | -9.37% | 7.06% | -2.11% | 7.87% | 6.71% | -6.69% | 0.22% | 4.40% | -9.87% |
BTC-USD Bitcoin | -27.93% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
Correlation
The correlation between ^DXY and BTC-USD is -0.16, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.09 |
Correlation (All Time) Calculated using the full available price history since Oct 24, 2012 | -0.05 |
The correlation between ^DXY and BTC-USD shifts across timeframes, from -0.17 (5 years) to -0.05 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
^DXY vs. BTC-USD — Risk / Return Rank
^DXY
BTC-USD
^DXY vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for US Dollar Currency Index (^DXY) 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.
| ^DXY | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 0.85 | — |
| Calmar ratioReturn relative to maximum drawdown | — | -0.82 | — |
| Martin ratioReturn relative to average drawdown | — | -1.34 | — |
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Drawdowns
^DXY vs. BTC-USD - Drawdown Comparison
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Drawdown Indicators
| ^DXY | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | — | -85.30% | — |
Max Drawdown (1Y)Largest decline over 1 year | — | -53.08% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -53.08% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -76.67% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -83.80% | — |
Current DrawdownCurrent decline from peak | — | -49.44% | — |
Average DrawdownAverage peak-to-trough decline | — | -42.53% | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 31.20% | — |
Volatility
^DXY vs. BTC-USD - Volatility Comparison
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Volatility by Period
| ^DXY | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 9.25% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 34.87% | — |
Volatility (1Y)Calculated over the trailing 1-year period | — | 35.75% | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | — | 43.96% | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | — | 56.32% | — |
Frequently Asked Questions
^DXY and BTC-USD have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for ^DXY and BTC-USD
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