This study investigates the relationship between Bitcoin, the first cryptocurrency, and US financial markets. To broadly represent US financial markets, two assets are considered: the S&P 500 (SPY) and Gold. The prices of these three assets are used to create a Vector Autoregression (VAR) model to show that the price behavior of the individual assets does not have a statistically significant relationship to Bitcoin (and vice-versa) due to the stark differences in the market structure these assets trade-in and the characteristics of the asset itself. The daily closing price data is sourced from the Intercontinental Exchange (ICE) and is transformed to a monthly level prior to the VAR model. This reduces the effects of outlier events and creates a dataset fit for longer-term analysis. While all three assets see long-term growth (year-over-year), independently, in the short-term (month-to-month), the VAR results suggest no statistical relationship between Bitcoin-S&P and Bitcoin-Gold. The relevance of this study can be seen in the context of portfolio theories.