^SP100 vs. BTC-USD

In the year-to-date period, ^SP100 achieves a -5.24% return, which is significantly lower than BTC-USD's 3.86% return. Over the past 10 years, ^SP100 has underperformed BTC-USD with an annualized return of 11.49%, while BTC-USD has yielded a comparatively higher 82.12% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for S&P 100 Index (^SP100) 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 ^SP100 Sharpe Ratio is 0.53, which is lower than the BTC-USD Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of ^SP100 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 ^SP100 drawdown since its inception was -61.31%, smaller than the maximum BTC-USD drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for ^SP100 and BTC-USD. For additional features, visit the drawdowns tool.

The current volatility for S&P 100 Index (^SP100) is 12.04%, while Bitcoin (BTC-USD) has a volatility of 12.87%. This indicates that ^SP100 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.