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Bitcoin’s Sharpe ratio is nearly at zero, a rare risk-reward signal

November 25, 2025 by DIGIT
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Bitcoin’s Sharpe ratio is nearly at zero, a rare risk-reward signal

Bitcoin’s Sharpe ratio has fallen to nearly zero, matching levels from 2019, 2020, and 2022 market bottoms, as 8% of all BTC moved onchain in historic volatility.

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  • bitcoinBitcoin(BTC)$89,296.00-3.82%
  • ethereumEthereum(ETH)$3,059.59-4.72%
  • tetherTether(USDT)$1.000.01%
  • rippleXRP(XRP)$2.06-4.10%
  • binancecoinBNB(BNB)$882.17-2.97%
  • usd-coinUSDC(USDC)$1.000.02%
  • solanaSolana(SOL)$133.64-6.72%
  • tronTRON(TRX)$0.2852270.67%
  • staked-etherLido Staked Ether(STETH)$3,063.39-4.27%
  • dogecoinDogecoin(DOGE)$0.140983-5.82%
© 2025 DIGIT INFO • Built with GeneratePress
  • bitcoinBitcoin(BTC)$89,296.00-3.82%
  • ethereumEthereum(ETH)$3,059.59-4.72%
  • tetherTether(USDT)$1.000.01%
  • rippleXRP(XRP)$2.06-4.10%
  • binancecoinBNB(BNB)$882.17-2.97%
  • usd-coinUSDC(USDC)$1.000.02%
  • solanaSolana(SOL)$133.64-6.72%
  • tronTRON(TRX)$0.2852270.67%
  • staked-etherLido Staked Ether(STETH)$3,063.39-4.27%
  • dogecoinDogecoin(DOGE)$0.140983-5.82%