Summary
GBTC
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return -36.66% Volatility 45.45% Sharpe -0.61
Official loaded data — not a live quote.

Grayscale Investments LLC

Symbol: GBTC

Exchange: NYSE

Sector: N/A

Category: Digital Assets

Inception date: 25/09/2013

Latest date: 02/06/2026

Current price: $52.16

Expense ratio: 1.50%

Assets under management
$11.5B
-2.52% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-16.18%

Ann. -30.20% (Sharpe / Sortino numerator)

Volatility

43.45%

Sharpe ratio

-0.779

VaR 95%

-4.47%

CVaR 95%: -4.69%
Max drawdown: -11.55%
Sortino ratio: -1.310
Calmar ratio: -2.61

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-3.21%

Ann. -70.02% (Sharpe / Sortino numerator)

Volatility

58.89%

Sharpe ratio

-1.251

VaR 95%

-5.78%

CVaR 95%: -8.43%
Max drawdown: -34.92%
Sortino ratio: -1.715
Calmar ratio: -2.00

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-26.79%

Ann. -70.11% (Sharpe / Sortino numerator)

Volatility

51.88%

Sharpe ratio

-1.421

VaR 95%

-5.11%

CVaR 95%: -7.21%
Max drawdown: -49.55%
Sortino ratio: -2.156
Calmar ratio: -1.41

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-36.66%

Ann. -24.17% (Sharpe / Sortino numerator)

Volatility

45.45%

Sharpe ratio

-0.612

VaR 95%

-4.32%

CVaR 95%: -6.42%
Max drawdown: -49.55%
Sortino ratio: -0.901
Calmar ratio: -0.49

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-6.13%

Ann. -0.83% (Sharpe / Sortino numerator)

Volatility

49.87%

Sharpe ratio

-0.089

VaR 95%

-4.55%

CVaR 95%: -6.73%
Max drawdown: -49.55%
Sortino ratio: -0.138
Calmar ratio: -0.02

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

301.54%

Ann. 52.50% (Sharpe / Sortino numerator)

Volatility

53.15%

Sharpe ratio

0.919

VaR 95%

-4.84%

CVaR 95%: -6.75%
Max drawdown: -49.55%
Sortino ratio: 1.520
Calmar ratio: 1.06

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

-0.144%

Best day

10.008%

06/02/2026
Worst day

-13.212%

05/02/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $53.51 $53.55 $51.50 $52.16 3,313,600
01/06/2026 $55.66 $55.85 $54.76 $55.48 2,812,300
29/05/2026 $56.67 $57.66 $56.21 $57.02 2,303,400
28/05/2026 $56.70 $57.17 $56.26 $56.94 2,614,400
27/05/2026 $58.28 $58.52 $57.88 $58.15 1,738,500
26/05/2026 $59.57 $60.60 $58.74 $58.94 2,132,900
22/05/2026 $59.97 $60.02 $58.71 $58.85 1,786,700
21/05/2026 $59.98 $60.59 $59.51 $60.27 2,490,100
20/05/2026 $59.97 $60.43 $59.66 $60.29 1,378,400
19/05/2026 $59.42 $59.81 $59.08 $59.60 935,000