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

Correlation

The correlation between ALRM and IBIT is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


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.

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Key characteristics

Sharpe Ratio

ALRM:

-0.48

IBIT:

0.99

Sortino Ratio

ALRM:

-0.59

IBIT:

1.84

Omega Ratio

ALRM:

0.93

IBIT:

1.22

Calmar Ratio

ALRM:

-0.29

IBIT:

2.27

Martin Ratio

ALRM:

-0.91

IBIT:

4.95

Ulcer Index

ALRM:

17.16%

IBIT:

12.91%

Daily Std Dev

ALRM:

30.71%

IBIT:

53.23%

Max Drawdown

ALRM:

-57.92%

IBIT:

-28.22%

Current Drawdown

ALRM:

-45.44%

IBIT:

0.00%

Returns By Period

In the year-to-date period, ALRM achieves a -3.36% return, which is significantly lower than IBIT's 14.82% return.


ALRM

YTD

-3.36%

1M

16.59%

6M

-1.67%

1Y

-14.70%

3Y*

-1.73%

5Y*

5.39%

10Y*

N/A

IBIT

YTD

14.82%

1M

26.21%

6M

15.58%

1Y

52.39%

3Y*

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Alarm.com Holdings, Inc.

iShares Bitcoin Trust

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 2525
Overall Rank
The Sharpe Ratio Rank of ALRM is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of ALRM is 2020
Sortino Ratio Rank
The Omega Ratio Rank of ALRM is 2222
Omega Ratio Rank
The Calmar Ratio Rank of ALRM is 3232
Calmar Ratio Rank
The Martin Ratio Rank of ALRM is 2929
Martin Ratio Rank

IBIT
The Risk-Adjusted Performance Rank of IBIT is 8686
Overall Rank
The Sharpe Ratio Rank of IBIT is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of IBIT is 8888
Sortino Ratio Rank
The Omega Ratio Rank of IBIT is 8383
Omega Ratio Rank
The Calmar Ratio Rank of IBIT is 9494
Calmar Ratio Rank
The Martin Ratio Rank of IBIT is 8484
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.


The current ALRM Sharpe Ratio is -0.48, which is lower than the IBIT Sharpe Ratio of 0.99. 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.


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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.


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Volatility

ALRM vs. IBIT - Volatility Comparison

Alarm.com Holdings, Inc. (ALRM) and iShares Bitcoin Trust (IBIT) have volatilities of 9.30% and 9.08%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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