Sharpe Ratio indicates Bitcoin is the best horse in the race

Quick Take

• The Sharpe Ratio measures risk-adjusted return, which considers each asset’s volatility.
• We looked at the Sharpe Ratio of assets over time; we’ll calculate the rolling Sharpe Ratio for each asset using a 12-month rolling window.
• A higher Sharpe Ratio indicates better risk-adjusted performance.
• Looking at five popular assets, Bitcoin generates the best returns based on the Share Ratio.

1. Bitcoin: 6344.70%
2. S&P 500: 241.27%
3. Nasdaq: 423.21%
4. TLT: 11.88%
5. US House Prices: 103.15%

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