ALIZY vs. IBIT
ALIZY (Allianz SE ADR) is a stock, while IBIT (iShares Bitcoin Trust ETF) is Cryptocurrency fund tracking the CME CF Bitcoin Reference Rate - New York Variant. Over the past year, ALIZY returned 17.68% vs -40.63% for IBIT. At a 0.20 correlation, their price movements are largely independent.
Performance
ALIZY vs. IBIT - Performance Comparison
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Returns By Period
In the year-to-date period, ALIZY achieves a 1.59% return, which is significantly higher than IBIT's -27.41% return.
ALIZY
- 1D
- 0.01%
- 1M
- 2.36%
- YTD
- 1.59%
- 6M
- 4.55%
- 1Y
- 17.68%
- 3Y*
- 31.68%
- 5Y*
- 16.69%
- 10Y*
- —
IBIT
- 1D
- -0.03%
- 1M
- -20.12%
- YTD
- -27.41%
- 6M
- -29.61%
- 1Y
- -40.63%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ALIZY vs. IBIT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
ALIZY Allianz SE ADR | 1.59% | 56.96% | 21.38% |
IBIT iShares Bitcoin Trust ETF | -27.41% | -6.41% | 89.87% |
Correlation
The correlation between ALIZY and IBIT is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Jan 11, 2024 | 0.20 |
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Return for Risk
ALIZY vs. IBIT — Risk / Return Rank
ALIZY
IBIT
ALIZY vs. IBIT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Allianz SE ADR (ALIZY) and iShares Bitcoin Trust ETF (IBIT). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ALIZY | IBIT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.81 | ||
| Sortino ratioReturn per unit of downside risk | +2.61 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 0.85 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 1.31 | -0.78 | +2.09 |
| Martin ratioReturn relative to average drawdown | 3.39 | -1.37 | +4.77 |
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Drawdowns
ALIZY vs. IBIT - Drawdown Comparison
The maximum ALIZY drawdown since its inception was -49.10%, smaller than the maximum IBIT drawdown of -52.11%. Use the drawdown chart below to compare losses from any high point for ALIZY and IBIT.
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Drawdown Indicators
| ALIZY | IBIT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.10% | -52.11% | +3.01% |
Max Drawdown (1Y)Largest decline over 1 year | -13.55% | -52.11% | +38.56% |
Max Drawdown (3Y)Largest decline over 3 years | -13.55% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -38.14% | — | — |
Current DrawdownCurrent decline from peak | -1.35% | -49.45% | +48.10% |
Average DrawdownAverage peak-to-trough decline | -8.65% | -16.53% | +7.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.23% | 29.64% | -24.41% |
Volatility
ALIZY vs. IBIT - Volatility Comparison
The current volatility for Allianz SE ADR (ALIZY) is 6.09%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 12.07%. This indicates that ALIZY experiences smaller price fluctuations and is considered to be less risky than IBIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ALIZY | IBIT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.09% | 12.07% | -5.98% |
Volatility (6M)Calculated over the trailing 6-month period | 15.16% | 34.45% | -19.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.07% | 44.10% | -24.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.19% | 50.26% | -28.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.64% | 50.26% | -22.62% |
Dividends
ALIZY vs. IBIT - Dividend Comparison
ALIZY's dividend yield for the trailing twelve months is around 4.37%, while IBIT has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
ALIZY Allianz SE ADR | 4.37% | 3.71% | 4.91% | 4.70% | 5.43% | 4.87% | 2.95% |
IBIT iShares Bitcoin Trust ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ALIZY and IBIT have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IBIT has higher volatility (12.07%) compared to ALIZY (6.09%). In terms of maximum drawdown, ALIZY dropped -49.10% vs IBIT's -52.11%.
ALIZY currently has the higher Sharpe Ratio (0.89 vs -0.92), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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