Bitcoin’s price return ‘stands apart from the crowd’ — NYDIG

As a seasoned researcher with a keen interest in financial markets and their dynamics, I find the recent analysis by NYDIG particularly intriguing. Having spent years analyzing various asset classes, I can attest to the fact that Bitcoin’s performance, despite its volatility, is truly remarkable.


According to the New York Digital Investment Group (NYDIG), Bitcoin stands out as the top-yielding investment asset, even considering its price fluctuations.

As a crypto investor, I recently found myself captivated by an analysis published on October 11th, penned by Greg Cipolaro, Global Head of Research at NYDIG. His insights suggested that Bitcoin (BTC) truly distinguishes itself from other investment options in terms of returns. To put it into perspective, he utilized the Sharpe ratio, a commonly used measure in finance to compare the risk-adjusted performance of different asset classes, and found that BTC stands tall among them.

The ratio is used in finance to evaluate the performance of an asset relative to its risk. Specifically, it calculates the ratio of excess returns to the volatility of those returns, with a higher Sharpe ratio indicating better risk-adjusted performance.

Cipolaro shared the Sharpe Ratios for various investment assets such as stocks and bonds, calculated over varying timeframes using monthly performance data. This was done by generating rolling Sharpe Ratios and offering the latest calculation result.

After analyzing the data, it was clear that Bitcoin performs exceptionally well against most types of assets across all time periods.

He noted that gold had a slightly higher Sharpe ratio over the past 12 months but said the two were so close that they were “splitting hairs,” he said.

Bitcoin’s price return ‘stands apart from the crowd’ — NYDIG

On October 7th, Cipolaro contested the assertion made by Goldman Sachs, which suggested that even with a 40% increase in value so far this year, Bitcoin‘s returns were insufficient to offset its high levels of volatility.

“This analysis shows the contrary, that the risks (price volatility) that Bitcoin investors endure are more than made up for in terms of returns.”

Additionally, Cipolaro pointed out that although Sharpe Ratios aid in the comparison of risk-adjusted yields, it is the absolute returns that truly count when fulfilling financial responsibilities.

He also pointed out that this metric doesn’t capture all types of risk an investor might face, such as censorship or seizure of assets.

According to an October report by NYDIG analysts, Bitcoin has outperformed other assets this year, despite a relatively sluggish third quarter.

Over the last day, Bitcoin’s price has remained relatively stable, mirroring a narrow trading range experienced over the weekend. It dipped from its intraday peak of $63,150 during late-afternoon trade on October 13, and currently trades at $62,560 as of this writing.

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2024-10-14 06:46