Bitcoin Risk Adjusted Returns vs Other Assets

source: charts.woobull.com
(Risk adjusted returns is calculated using Sharpe Ratio over a 4 yr HODL period)

About Risk Adjusted Returns

Risk adjusted returns is defined as the ROI / Risk. Where risk is calculated as the changeability (volatility) of ROI. This is officially known as the Sharpe Ratio.

In this chart I`ve used a 4 year HODL period to run the Sharpe Ratio calculation, this seems a sensible choice as it is sufficient time to cover a full bear to bull cycle.

Data Source

Data for macro markets is from the US Federal Reserve. Bitcoin price data is from Blockchain.com


Signalling

Bitcoin Price Models
Various price models for Bitcoin.

Bitcoin NVT Ratio
Bitcoin's PE ratio. Detects when Bitcoin is overvalued or undervalued.

Bitcoin NVT Signal
NVT Ratio optimised to be more responsive, useful as a long-range trading indicator.

Bitcoin MVRV Ratio
A Bitcoin under/overvaluation indicator based on Realised Cap.

Bitcoin Network Momentum
A leading indicator on Bitcoin price based on volume throughput through the blockchain (experimental).

Bitcoin Mayer Multiple
Trace Mayer's ratio to measure Bitcoin price in relation to its historical movement.

Bitcoin Difficulty Ribbon
A view into miner capitulation, typically signals times when buying is sensible.

Investment Related

Bitcoin Risk-Adjusted Returns
Compares Bitcoin ROI, adjusted for its risk, to other assets.

Bitcoin Valuations
A collection of useful valuation metrics on Bitcoin.

Bitcoin HODL Waves
A cross sectional view of Bitcoin HODLers over time, shows demand and supply from new and old HODLers.

Bitcoin HODL Capitalisation
A visualisation of Bitcoin's capitalisation stratified by investor HODL duration.

Monetary Properties

Bitcoin Volatility
Bitcoin volatility trend, compares to FOREX, also traded volume.

Bitcoin Volatility vs Other Asset Classes
Compares Bitcoin volatility to other asset classes.

Bitcoin Money Supply vs USD
Is Bitcoin trending towards a world reserve currency?

Bitcoin Inflation Rate
Track the historic inflation annual rate of Bitcoin's money supply.

Bitcoin Monetary Velocity
Is Bitcoin trending towards payments or savings/investments?

Bitcoin Volume vs Network Value
Volume transmitted by Bitcoin's blockchain tracks very closely to its Network Value.

Network Properties

Bitcoin Network Properties
Tracks Bitcoin's utility value, security, and valuation over time.

Bitcoin Segwit Adoption
Track the adoption of Segwit.

Bitcoin Network Throughput
Bitcoin's throughput in transactions, payments, and USD value per second.

Bitcoin Congestion
User-centric metrics tracking network congestion, e.g. payment fees, confirm times.

Bitcoin Hash Price
Price per hash tracks the Bitcoin's mining hardware capabilities over time.

Bitcoin Outputs per Tx
Tracks how many outputs are packed into each Bitcoin Transaction.


Woobull Charts

: Author : @woonomic


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