^HSI vs. BTC-USD
Compare and contrast key facts about Hang Seng Index (^HSI) and Bitcoin (BTC-USD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^HSI or BTC-USD.
Performance
^HSI vs. BTC-USD - Performance Comparison
Returns By Period
In the year-to-date period, ^HSI achieves a 14.84% return, which is significantly lower than BTC-USD's 112.58% return. Over the past 10 years, ^HSI has underperformed BTC-USD with an annualized return of -1.79%, while BTC-USD has yielded a comparatively higher 73.77% annualized return.
^HSI
14.84%
-5.90%
0.12%
12.16%
-6.45%
-1.79%
BTC-USD
112.58%
31.32%
35.56%
145.58%
61.39%
73.77%
Key characteristics
| ^HSI | BTC-USD | |
|---|---|---|
| Sharpe Ratio | 0.44 | 0.86 |
| Sortino Ratio | 0.81 | 1.55 |
| Omega Ratio | 1.10 | 1.15 |
| Calmar Ratio | 0.21 | 0.67 |
| Martin Ratio | 1.23 | 3.53 |
| Ulcer Index | 9.29% | 13.19% |
| Daily Std Dev | 25.59% | 44.25% |
| Max Drawdown | -91.54% | -93.07% |
| Current Drawdown | -40.95% | -1.34% |
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Correlation
The correlation between ^HSI and BTC-USD is 0.01, 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.
Risk-Adjusted Performance
^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.
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.
Volatility
^HSI vs. BTC-USD - Volatility Comparison
The current volatility for Hang Seng Index (^HSI) is 6.38%, while Bitcoin (BTC-USD) has a volatility of 16.86%. 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.