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ALRM vs. IBIT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ALRM and IBIT is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.3

Performance

ALRM vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alarm.com Holdings, Inc. (ALRM) and iShares Bitcoin Trust (IBIT). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%NovemberDecember2025FebruaryMarchApril
-18.63%
81.22%
ALRM
IBIT

Key characteristics

Sharpe Ratio

ALRM:

-0.75

IBIT:

0.64

Sortino Ratio

ALRM:

-1.00

IBIT:

1.26

Omega Ratio

ALRM:

0.88

IBIT:

1.14

Calmar Ratio

ALRM:

-0.41

IBIT:

1.24

Martin Ratio

ALRM:

-1.39

IBIT:

2.75

Ulcer Index

ALRM:

15.90%

IBIT:

12.74%

Daily Std Dev

ALRM:

29.42%

IBIT:

54.56%

Max Drawdown

ALRM:

-57.92%

IBIT:

-28.22%

Current Drawdown

ALRM:

-53.20%

IBIT:

-20.53%

Returns By Period

In the year-to-date period, ALRM achieves a -17.11% return, which is significantly lower than IBIT's -9.03% return.


ALRM

YTD

-17.11%

1M

-14.97%

6M

-6.42%

1Y

-21.62%

5Y*

2.40%

10Y*

N/A

IBIT

YTD

-9.03%

1M

-0.72%

6M

23.52%

1Y

33.28%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ALRM vs. IBIT — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ALRM
The Risk-Adjusted Performance Rank of ALRM is 1818
Overall Rank
The Sharpe Ratio Rank of ALRM is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of ALRM is 1515
Sortino Ratio Rank
The Omega Ratio Rank of ALRM is 1717
Omega Ratio Rank
The Calmar Ratio Rank of ALRM is 2828
Calmar Ratio Rank
The Martin Ratio Rank of ALRM is 1515
Martin Ratio Rank

IBIT
The Risk-Adjusted Performance Rank of IBIT is 7777
Overall Rank
The Sharpe Ratio Rank of IBIT is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of IBIT is 7878
Sortino Ratio Rank
The Omega Ratio Rank of IBIT is 7373
Omega Ratio Rank
The Calmar Ratio Rank of IBIT is 8787
Calmar Ratio Rank
The Martin Ratio Rank of IBIT is 7474
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ALRM vs. IBIT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Alarm.com Holdings, Inc. (ALRM) and iShares Bitcoin Trust (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.


Sharpe ratio
The chart of Sharpe ratio for ALRM, currently valued at -0.75, compared to the broader market-2.00-1.000.001.002.003.00
ALRM: -0.75
IBIT: 0.64
The chart of Sortino ratio for ALRM, currently valued at -1.00, compared to the broader market-6.00-4.00-2.000.002.004.00
ALRM: -1.00
IBIT: 1.26
The chart of Omega ratio for ALRM, currently valued at 0.88, compared to the broader market0.501.001.502.00
ALRM: 0.88
IBIT: 1.14
The chart of Calmar ratio for ALRM, currently valued at -0.64, compared to the broader market0.001.002.003.004.00
ALRM: -0.64
IBIT: 1.24
The chart of Martin ratio for ALRM, currently valued at -1.39, compared to the broader market-5.000.005.0010.0015.0020.00
ALRM: -1.39
IBIT: 2.75

The current ALRM Sharpe Ratio is -0.75, which is lower than the IBIT Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of ALRM and IBIT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00Jan 19Jan 26Feb 02Feb 09Feb 16Feb 23Mar 02Mar 09Mar 16Mar 23Mar 30Apr 06Apr 13
-0.75
0.64
ALRM
IBIT

Dividends

ALRM vs. IBIT - Dividend Comparison

Neither ALRM nor IBIT has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ALRM vs. IBIT - Drawdown Comparison

The maximum ALRM drawdown since its inception was -57.92%, which is greater than IBIT's maximum drawdown of -28.22%. Use the drawdown chart below to compare losses from any high point for ALRM and IBIT. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-33.41%
-20.53%
ALRM
IBIT

Volatility

ALRM vs. IBIT - Volatility Comparison

The current volatility for Alarm.com Holdings, Inc. (ALRM) is 11.74%, while iShares Bitcoin Trust (IBIT) has a volatility of 16.56%. This indicates that ALRM 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.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
11.74%
16.56%
ALRM
IBIT
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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