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AOM vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AOM vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core Moderate Allocation ETF (AOM) and iShares Bitcoin Trust ETF (IBIT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AOM achieves a 5.00% return, which is significantly higher than IBIT's -25.48% return.


AOM

1D
-0.46%
1M
2.13%
YTD
5.00%
6M
5.31%
1Y
14.51%
3Y*
10.87%
5Y*
4.80%
10Y*
6.22%

IBIT

1D
-2.76%
1M
-18.50%
YTD
-25.48%
6M
-29.84%
1Y
-38.74%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AOM vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
AOM
iShares Core Moderate Allocation ETF
5.00%13.28%8.47%
IBIT
iShares Bitcoin Trust ETF
-25.48%-6.41%99.21%

Correlation

The correlation between AOM and IBIT is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.41

Correlation (All Time)
Calculated using the full available price history since Jan 12, 2024

0.34

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Return for Risk

AOM vs. IBIT — Risk / Return Rank

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

AOM
AOM Risk / Return Rank: 6565
Overall Rank
AOM Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
AOM Sortino Ratio Rank: 6969
Sortino Ratio Rank
AOM Omega Ratio Rank: 6767
Omega Ratio Rank
AOM Calmar Ratio Rank: 5757
Calmar Ratio Rank
AOM Martin Ratio Rank: 6767
Martin Ratio Rank

IBIT
IBIT Risk / Return Rank: 22
Overall Rank
IBIT Sharpe Ratio Rank: 22
Sharpe Ratio Rank
IBIT Sortino Ratio Rank: 22
Sortino Ratio Rank
IBIT Omega Ratio Rank: 22
Omega Ratio Rank
IBIT Calmar Ratio Rank: 22
Calmar Ratio Rank
IBIT Martin Ratio Rank: 22
Martin Ratio Rank
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.

AOM vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Moderate Allocation ETF (AOM) 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.


AOMIBITDifference
Sharpe ratioReturn per unit of total volatility

+3.12

Sortino ratioReturn per unit of downside risk

+4.45

Omega ratioGain probability vs. loss probability

1.42

0.86

+0.55

Calmar ratioReturn relative to maximum drawdown

2.85

-0.79

+3.64

Martin ratioReturn relative to average drawdown

12.45

-1.36

+13.81

AOM vs. IBIT - Sharpe Ratio Comparison

The current AOM Sharpe Ratio is 2.23, which is higher than the IBIT Sharpe Ratio of -0.89. The chart below compares the historical Sharpe Ratios of AOM and IBIT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


AOMIBITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.23

-0.89

+3.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.30

+0.40

Drawdowns

AOM vs. IBIT - Drawdown Comparison

The maximum AOM drawdown since its inception was -19.96%, smaller than the maximum IBIT drawdown of -49.36%. Use the drawdown chart below to compare losses from any high point for AOM and IBIT.


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Drawdown Indicators


AOMIBITDifference

Max Drawdown

Largest peak-to-trough decline

-19.96%

-49.36%

+29.40%

Max Drawdown (1Y)

Largest decline over 1 year

-5.11%

-49.36%

+44.25%

Max Drawdown (3Y)

Largest decline over 3 years

-6.85%

Max Drawdown (5Y)

Largest decline over 5 years

-19.96%

Max Drawdown (10Y)

Largest decline over 10 years

-19.96%

Current Drawdown

Current decline from peak

-0.46%

-48.10%

+47.64%

Average Drawdown

Average peak-to-trough decline

-2.70%

-16.02%

+13.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.17%

28.44%

-27.27%

Volatility

AOM vs. IBIT - Volatility Comparison

The current volatility for iShares Core Moderate Allocation ETF (AOM) is 2.17%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 9.50%. This indicates that AOM 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


AOMIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.17%

9.50%

-7.33%

Volatility (6M)

Calculated over the trailing 6-month period

5.22%

34.44%

-29.22%

Volatility (1Y)

Calculated over the trailing 1-year period

6.55%

43.73%

-37.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.14%

50.19%

-42.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.93%

50.19%

-42.26%

AOM vs. IBIT - Expense Ratio Comparison

Both AOM and IBIT have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

AOM vs. IBIT - Dividend Comparison

AOM's dividend yield for the trailing twelve months is around 2.98%, while IBIT has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
AOM
iShares Core Moderate Allocation ETF
2.98%2.98%3.10%2.79%2.27%1.56%2.02%2.66%2.53%3.31%2.14%1.98%
IBIT
iShares Bitcoin Trust ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


AOM and IBIT have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBIT has higher volatility (9.50%) compared to AOM (2.17%). In terms of maximum drawdown, AOM dropped -19.96% vs IBIT's -49.36%.

On 1-year performance, AOM leads with 14.51% vs -38.74% for IBIT. Both ETFs have the same 0.25% expense ratio. On volatility, AOM has been the lower-risk option at 2.17%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, AOM has performed better with a 14.51% return vs -38.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

AOM and IBIT have the same expense ratio: 0.25% per year.

AOM has the higher dividend yield at 2.98%, compared with 0.00% for IBIT.

AOM is categorized as Diversified Portfolio, while IBIT is Cryptocurrency. AOM tracks S&P Target Risk Moderate, while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant.

AOM currently has the higher Sharpe Ratio (2.23 vs -0.89), 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.

Portfolio Optimizer

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