Bitcoin Performance
| BTC Crypto | USD 113,465 2,375 2.14% |
The crypto shows a Beta (market volatility) of 0.64, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Bitcoin's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bitcoin is expected to be smaller as well.
Risk-Adjusted Performance
Weakest
Weak | Strong |
Over the last 90 days Bitcoin has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of rather sound fundamental indicators, Bitcoin is not utilizing all of its potentials. The latest stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
1 | Fintech firms rush to raise equity in Hong Kong to tap crypto frenzy - Reuters | 07/31/2025 |
2 | U.S. Isnt Buying More Crypto, Bessent Says - The Wall Street Journal | 08/14/2025 |
3 | Is Cryptocurrency Liquidity Shifting From Bitcoin to Altcoins - The Motley Fool | 08/28/2025 |
4 | UK trading platform IG Group buys Australian crypto exchange - Reuters | 09/18/2025 |
5 | Litecoin, HBAR and more crypto ETFs at the goal line as shutdown sits in the backdrop, analysts say - theblock.co | 10/07/2025 |
Bitcoin |
Bitcoin Relative Risk vs. Return Landscape
If you would invest 11,777,800 in Bitcoin on July 14, 2025 and sell it today you would lose (431,300) from holding Bitcoin or give up 3.66% of portfolio value over 90 days. Bitcoin is producing return of less than zero assuming 2.0082% volatility of returns over the 90 days investment horizon. Simply put, 18% of all crypto coins have less volatile historical return distribution than Bitcoin, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Bitcoin Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bitcoin's investment risk. Standard deviation is the most common way to measure market volatility of crypto coins, such as Bitcoin, and traders can use it to determine the average amount a Bitcoin's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.0181
| Best Portfolio | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | BTC |
Estimated Market Risk
| 2.01 actual daily | 18 82% of assets are more volatile |
Expected Return
| -0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.02 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Bitcoin is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Bitcoin by adding Bitcoin to a well-diversified portfolio.
About Bitcoin Performance
By analyzing Bitcoin's fundamental ratios, stakeholders can gain valuable insights into Bitcoin's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Bitcoin has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Bitcoin has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Bitcoin is peer-to-peer digital currency powered by the Blockchain technology.| Bitcoin generated a negative expected return over the last 90 days | |
| Latest headline from news.google.com: Litecoin, HBAR and more crypto ETFs at the goal line as shutdown sits in the backdrop, analysts say - theblock.co |
Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Bitcoin. Also, note that the market value of any cryptocurrency could be closely tied with the direction of predictive economic indicators such as signals in state. You can also try the Sectors module to list of equity sectors categorizing publicly traded companies based on their primary business activities.