ALRM vs. IBIT

Last updated Apr 1, 2026

Compare and contrast key facts about Alarm.com Holdings, Inc. (ALRM) and iShares Bitcoin Trust ETF (IBIT).

IBIT is a passively managed fund by iShares that tracks the performance of the CME CF Bitcoin Reference Rate - New York Variant. It was launched on Jan 5, 2024.

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 ETF (IBIT). The values are adjusted to include any dividend payments, if applicable.

ALRM vs. IBIT - Yearly Performance Comparison

	2026 (YTD)	2025	2024
ALRM Alarm.com Holdings, Inc.	-15.35%	-16.09%	-1.84%
IBIT iShares Bitcoin Trust ETF	-22.62%	-6.41%	99.21%

Returns By Period

In the year-to-date period, ALRM achieves a -15.35% return, which is significantly higher than IBIT's -22.62% return.

ALRM

• 1D: 2.01%
• 1M: -9.74%
• YTD: -15.35%
• 6M: -18.63%
• 1Y: -22.39%
• 3Y*: -4.94%
• 5Y*: -13.17%
• 10Y*: 6.40%

IBIT

• 1D: 1.96%
• 1M: 3.31%
• YTD: -22.62%
• 6M: -40.89%
• 1Y: -17.92%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

ALRM vs. IBIT — Risk / Return Rank

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

ALRM

ALRM Risk / Return Rank: 12
ALRM Sharpe Ratio Rank: 10
ALRM Sortino Ratio Rank: 11
ALRM Omega Ratio Rank: 13
ALRM Calmar Ratio Rank: 15
ALRM Martin Ratio Rank: 8

IBIT

IBIT Risk / Return Rank: 6
IBIT Sharpe Ratio Rank: 5
IBIT Sortino Ratio Rank: 6
IBIT Omega Ratio Rank: 7
IBIT Calmar Ratio Rank: 6
IBIT Martin Ratio Rank: 6

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ALRM vs. IBIT - Risk-Adjusted Trends Comparison

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

	ALRM	IBIT	Difference
Sharpe ratio Return per unit of total volatility	-0.75	-0.40	-0.35
Sortino ratio Return per unit of downside risk	-1.00	-0.29	-0.71
Omega ratio Gain probability vs. loss probability	0.89	0.97	-0.08
Calmar ratio Return relative to maximum drawdown	-0.75	-0.39	-0.36
Martin ratio Return relative to average drawdown	-1.57	-0.83	-0.74
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ALRM vs. IBIT - Sharpe Ratio Comparison

The current ALRM Sharpe Ratio is -0.75, which is lower than the IBIT Sharpe Ratio of -0.40. 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.

Sharpe Ratios by Period

	ALRM	IBIT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.75	-0.40	-0.35
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.39	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.17	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.24	0.35	-0.12

Correlation

The correlation between ALRM and IBIT is 0.30, 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.

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 -60.68%, which is greater than IBIT's maximum drawdown of -49.36%. Use the drawdown chart below to compare losses from any high point for ALRM and IBIT.

Drawdown Indicators

	ALRM	IBIT	Difference
Max Drawdown Largest peak-to-trough decline	-60.68%	-49.36%	-11.32%
Max Drawdown (1Y) Largest decline over 1 year	-30.22%	-49.36%	+19.14%
Max Drawdown (5Y) Largest decline over 5 years	-55.54%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-60.68%	—	—
Current Drawdown Current decline from peak	-59.89%	-46.11%	-13.78%
Average Drawdown Average peak-to-trough decline	-27.71%	-14.13%	-13.58%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.41%	23.09%	-8.68%

Volatility

ALRM vs. IBIT - Volatility Comparison

The current volatility for Alarm.com Holdings, Inc. (ALRM) is 8.88%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 12.99%. 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.

Volatility by Period

	ALRM	IBIT	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.88%	12.99%	-4.11%
Volatility (6M) Calculated over the trailing 6-month period	21.17%	36.75%	-15.58%
Volatility (1Y) Calculated over the trailing 1-year period	29.92%	45.42%	-15.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	34.00%	51.26%	-17.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	37.63%	51.26%	-13.63%