ALRM vs. IBIT
ALRM (Alarm.com Holdings, Inc.) 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, ALRM returned -22.20% vs -37.79% for IBIT. At a 0.27 correlation, their price movements are largely independent.
Performance
ALRM vs. IBIT - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ALRM achieves a -14.35% return, which is significantly higher than IBIT's -26.49% return.
ALRM
- 1D
- -1.53%
- 1M
- -0.23%
- YTD
- -14.35%
- 6M
- -16.41%
- 1Y
- -22.20%
- 3Y*
- -3.41%
- 5Y*
- -12.10%
- 10Y*
- 5.74%
IBIT
- 1D
- 2.47%
- 1M
- -15.04%
- YTD
- -26.49%
- 6M
- -27.13%
- 1Y
- -37.79%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ALRM vs. IBIT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
ALRM Alarm.com Holdings, Inc. | -14.35% | -16.09% | -0.82% |
IBIT iShares Bitcoin Trust ETF | -26.49% | -6.41% | 89.87% |
Correlation
The correlation between ALRM and IBIT is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Jan 11, 2024 | 0.27 |
The correlation between ALRM and IBIT shifts across timeframes, from 0.15 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ALRM vs. IBIT — Risk / Return Rank
ALRM
IBIT
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.
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.
| ALRM | IBIT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.12 | ||
| Sortino ratioReturn per unit of downside risk | +0.23 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 0.87 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | -0.77 | -0.73 | -0.05 |
| Martin ratioReturn relative to average drawdown | -1.32 | -1.24 | -0.07 |
Loading charts...
Drawdowns
ALRM vs. IBIT - Drawdown Comparison
The maximum ALRM drawdown since its inception was -60.88%, which is greater than IBIT's maximum drawdown of -52.11%. Use the drawdown chart below to compare losses from any high point for ALRM and IBIT.
Loading charts...
Drawdown Indicators
| ALRM | IBIT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.88% | -52.11% | -8.77% |
Max Drawdown (1Y)Largest decline over 1 year | -28.79% | -52.11% | +23.32% |
Max Drawdown (3Y)Largest decline over 3 years | -44.34% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -53.33% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -60.88% | — | — |
Current DrawdownCurrent decline from peak | -59.42% | -48.80% | -10.62% |
Average DrawdownAverage peak-to-trough decline | -28.32% | -16.79% | -11.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.87% | 30.41% | -13.54% |
Volatility
ALRM vs. IBIT - Volatility Comparison
The current volatility for Alarm.com Holdings, Inc. (ALRM) is 6.14%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 13.00%. 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.
Loading charts...
Volatility by Period
| ALRM | IBIT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.14% | 13.00% | -6.86% |
Volatility (6M)Calculated over the trailing 6-month period | 22.94% | 34.53% | -11.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.20% | 44.29% | -14.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.16% | 50.21% | -16.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.38% | 50.21% | -12.83% |
Dividends
ALRM vs. IBIT - Dividend Comparison
Neither ALRM nor IBIT has paid dividends to shareholders.
Frequently Asked Questions
ALRM and IBIT have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IBIT has higher volatility (13.00%) compared to ALRM (6.14%). In terms of maximum drawdown, ALRM dropped -60.88% vs IBIT's -52.11%.
ALRM currently has the higher Sharpe Ratio (-0.74 vs -0.86), 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.
Find the right allocation for ALRM and IBIT
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer