Bitcoin Performance
| BTC Crypto | USD 87,823 508.21 0.58% |
The crypto shows a Beta (market volatility) of 0.17, which signifies not very significant fluctuations relative to the market. 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 unsteady performance in the last few months, the Crypto's fundamental indicators remain rather sound which may send shares a bit higher in January 2026. The latest tumult may also be a sign of longer-term up-swing for Bitcoin shareholders. ...more
1 | Ship has sailed Ripple CEO Brad Garlinghouse says US wont return to hostile crypto climate under Gensler - theblock.co | 10/15/2025 |
2 | Bitcoin Price, Ethereum Drop. How Powell Took Down the Crypto Rally. - Barrons | 10/30/2025 |
3 | How Crypto Could Trigger the Next Financial Crisis - The Atlantic | 11/17/2025 |
4 | Teachers union AFT slams crypto market bill, warns of profound risks for Americas retirement plans - CNBC | 12/09/2025 |
5 | Exclusive Jump Accused of Contributing to Collapse of Terraform, Do Kwons Crypto Empire - wsj.com | 12/18/2025 |
6 | Crypto investors got almost everything they wanted in 2025, yet prices still fell. Theyre looking for more help from the White House in 2026. - MarketWatch | 12/24/2025 |
Bitcoin |
Bitcoin Relative Risk vs. Return Landscape
If you would invest 11,866,700 in Bitcoin on September 30, 2025 and sell it today you would lose (3,084,369) from holding Bitcoin or give up 25.99% of portfolio value over 90 days. Bitcoin is producing return of less than zero assuming 2.2636% volatility of returns over the 90 days investment horizon. Simply put, 20% 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 = -0.1927
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | BTC |
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: Crypto investors got almost everything they wanted in 2025, yet prices still fell. Theyre looking for more help from the White House in 2026. - MarketWatch |
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 employment. You can also try the Investing Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.