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^HSI vs. BTC-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^HSI and BTC-USD is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.2

Performance

^HSI vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hang Seng Index (^HSI) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

0.00%50,000,000.00%100,000,000.00%150,000,000.00%200,000,000.00%NovemberDecember2025FebruaryMarchApril
8.80%
191,354,441.45%
^HSI
BTC-USD

Key characteristics

Sharpe Ratio

^HSI:

1.13

BTC-USD:

1.95

Sortino Ratio

^HSI:

1.53

BTC-USD:

2.56

Omega Ratio

^HSI:

1.23

BTC-USD:

1.26

Calmar Ratio

^HSI:

0.63

BTC-USD:

1.73

Martin Ratio

^HSI:

3.13

BTC-USD:

8.72

Ulcer Index

^HSI:

10.35%

BTC-USD:

11.36%

Daily Std Dev

^HSI:

28.91%

BTC-USD:

42.72%

Max Drawdown

^HSI:

-91.54%

BTC-USD:

-93.07%

Current Drawdown

^HSI:

-33.70%

BTC-USD:

-10.76%

Returns By Period

In the year-to-date period, ^HSI achieves a 9.58% return, which is significantly higher than BTC-USD's 1.38% return. Over the past 10 years, ^HSI has underperformed BTC-USD with an annualized return of -2.59%, while BTC-USD has yielded a comparatively higher 82.95% annualized return.


^HSI

YTD

9.58%

1M

-6.78%

6M

6.75%

1Y

24.53%

5Y*

-2.02%

10Y*

-2.59%

BTC-USD

YTD

1.38%

1M

8.65%

6M

41.34%

1Y

48.57%

5Y*

64.83%

10Y*

82.95%

*Annualized

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Risk-Adjusted Performance

^HSI vs. BTC-USD — Risk-Adjusted Performance Rank

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

^HSI
The Risk-Adjusted Performance Rank of ^HSI is 9090
Overall Rank
The Sharpe Ratio Rank of ^HSI is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of ^HSI is 9292
Sortino Ratio Rank
The Omega Ratio Rank of ^HSI is 9595
Omega Ratio Rank
The Calmar Ratio Rank of ^HSI is 8484
Calmar Ratio Rank
The Martin Ratio Rank of ^HSI is 8787
Martin Ratio Rank

BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 9090
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 8585
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8787
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 9393
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 9191
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

^HSI vs. BTC-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hang Seng Index (^HSI) 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.


The chart of Sharpe ratio for ^HSI, currently valued at 1.28, compared to the broader market-0.500.000.501.001.50
^HSI: 1.28
BTC-USD: 1.95
The chart of Sortino ratio for ^HSI, currently valued at 1.66, compared to the broader market-1.00-0.500.000.501.001.502.00
^HSI: 1.66
BTC-USD: 2.56
The chart of Omega ratio for ^HSI, currently valued at 1.27, compared to the broader market0.901.001.101.201.30
^HSI: 1.27
BTC-USD: 1.26
The chart of Calmar ratio for ^HSI, currently valued at 0.31, compared to the broader market-0.500.000.501.00
^HSI: 0.31
BTC-USD: 1.73
The chart of Martin ratio for ^HSI, currently valued at 3.87, compared to the broader market0.002.004.006.00
^HSI: 3.87
BTC-USD: 8.72

The current ^HSI Sharpe Ratio is 1.13, which is lower than the BTC-USD Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of ^HSI and BTC-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
1.28
1.95
^HSI
BTC-USD

Drawdowns

^HSI vs. BTC-USD - Drawdown Comparison

The maximum ^HSI drawdown since its inception was -91.54%, roughly equal to the maximum BTC-USD drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for ^HSI and BTC-USD. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-33.18%
-10.76%
^HSI
BTC-USD

Volatility

^HSI vs. BTC-USD - Volatility Comparison

The current volatility for Hang Seng Index (^HSI) is 15.41%, while Bitcoin (BTC-USD) has a volatility of 16.25%. This indicates that ^HSI 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.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
15.41%
16.25%
^HSI
BTC-USD