Crypto vs Stocks
Compare crypto vs stocks, indices, gold, and silver with normalized returns, Sharpe ratio, CAGR, drawdown, beta, alpha, volatility, and correlation.
Snapshot as of
1,255 common daily closes, Nov 8, 2021 to Nov 6, 2026. Risk-free rate 4.0% (3-month US T-bill), 252-day annualization.
SPX has the highest risk-adjusted score. It leads BTC by 17.8 points.
| SPXBenchmark | 42.8 | Weak |
| BTC | 25.0 | Risk High |
| ETH | 15.3 | Risk High |
| 2026 (to Nov 6) | −13.47% | −24.71% | +7.76% |
| 2025 | −6.24% | −10.86% | +16.39% |
| 2024 | +121.90% | +44.81% | +23.31% |
| 2023 | +153.43% | +91.83% | +24.23% |
| 2022 | −64.19% | −67.41% | −19.44% |
| 2021 (from Nov 8) | −31.33% | −23.56% | +1.37% |
| SPXBenchmark | +56.90% | +9.44% | +9.51% | −5.97% |
| BTC | +12.20% | +2.33% | +20.04% | −22.68% |
| ETH | −53.56% | −14.24% | +27.72% | −27.38% |
| ETH | −78.40% | Nov 8, 2021 | Jul 12, 2022 | Aug 22, 2025 | 1,383d |
| BTC | −76.61% | Nov 8, 2021 | Nov 21, 2022 | Mar 4, 2024 | 847d |
| ETH | −67.50% | Aug 22, 2025 | Jun 25, 2026 | Not yet | 441d |
| BTC | −53.05% | Oct 6, 2025 | Jun 30, 2026 | Not yet | 396d |
| BTC | −28.15% | Jan 21, 2025 | Apr 8, 2025 | May 20, 2025 | 119d |
| SPXBenchmark | −25.43% | Jan 3, 2022 | Oct 12, 2022 | Jan 19, 2024 | 746d |
| SPXBenchmark | −18.90% | Feb 19, 2025 | Apr 8, 2025 | Jun 27, 2025 | 128d |
| SPXBenchmark | −9.10% | Jan 27, 2026 | Mar 30, 2026 | Apr 15, 2026 | 78d |
| 2026 | −13.47% | −4.0% | −21.6% | +3.4% | +12.0% | −3.7% | −20.3% | +7.3% | +25.0% | +6.4% | −7.5% | −1.9% | — |
| 2025 | −6.24% | +9.6% | −17.7% | −2.1% | +14.1% | +10.4% | +3.0% | +8.0% | −6.4% | +5.3% | −4.0% | −17.0% | −3.7% |
| 2024 | +121.90% | +1.1% | +43.8% | +15.6% | −14.4% | +11.4% | −10.6% | +7.1% | −8.5% | +7.2% | +10.8% | +38.9% | −4.2% |
| 2023 | +153.43% | +39.4% | 0.0% | +23.2% | +2.9% | −7.2% | +11.8% | −4.1% | −11.2% | +3.7% | +28.9% | +8.8% | +11.6% |
| 2022 | −64.19% | −17.1% | +12.6% | +5.2% | −15.1% | −17.7% | −38.3% | +21.6% | −16.1% | −2.8% | +5.3% | −16.0% | −3.6% |
| 2021 | −31.33% | — | — | — | — | — | — | — | — | — | — | −15.7% | −18.5% |
Sharpe and Sortino measure excess return over the risk-free rate (“vs cash”); Information ratio and Treynor are the benchmark-relative measures. Sortino downside deviation uses the full sample as its denominator. VaR is 95% parametric (normal). Data: CoinGecko (crypto), Financial Modeling Prep and Yahoo Finance (stocks, indices, commodities). Past performance does not indicate future results.