^HSI vs. BTC-USD

In the year-to-date period, ^HSI achieves a 17.04% return, which is significantly higher than BTC-USD's 2.89% return. Over the past 10 years, ^HSI has underperformed BTC-USD with an annualized return of -0.54%, while BTC-USD has yielded a comparatively higher 82.18% annualized return.

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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 current ^HSI Sharpe Ratio is 1.93, which is higher than the BTC-USD Sharpe Ratio of 1.48. 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.

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.

The current volatility for Hang Seng Index (^HSI) is 7.43%, while Bitcoin (BTC-USD) has a volatility of 9.00%. 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.