星球日报|Nov 05, 2026 13:37
[21shares: Bitcoin's Annualized Volatility Lower Than Tesla's, Correlation with Gold Only 4%] Odaily Planet Daily reports that 21shares released a digital asset allocation analysis report, analyzing the allocation value of Bitcoin, Ethereum, and Solana in traditional investment portfolios. Data shows that from October 2023 to September 2026, Bitcoin's three-year correlations with US stocks, real estate, and gold were 38%, 11%, and 4%, respectively, lower than the correlations among many traditional assets, demonstrating a certain value in portfolio diversification.
Furthermore, Bitcoin's volatility has decreased, with its annualized volatility for the 12 months ending September 30, 2026, at 44%, lower than Tesla's 46% and Palantir's 59%. Regarding portfolio allocation, 21shares backtested data from October 2023 to September 2026 and found that allocating 2% to 5% of digital assets in a traditional 60/40 stock/bond portfolio helps improve risk-adjusted returns. Bitcoin, Ethereum, and Solana play different roles in the portfolio, focusing on alternative asset allocation, technology growth assets, and high-risk growth asset allocation, respectively.
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