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AOR vs. IBIT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AOR vs. IBIT - Performance Comparison

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

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AOR vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
AOR
iShares Core Growth Allocation ETF
-1.02%16.44%11.23%
IBIT
iShares Bitcoin Trust ETF
-22.62%-6.41%99.21%

Returns By Period

In the year-to-date period, AOR achieves a -1.02% return, which is significantly higher than IBIT's -22.62% return.


AOR

1D
1.95%
1M
-4.47%
YTD
-1.02%
6M
1.40%
1Y
14.76%
3Y*
11.65%
5Y*
5.99%
10Y*
7.74%

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)

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AOR vs. IBIT - Expense Ratio Comparison

Both AOR 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%.


Return for Risk

AOR vs. IBIT — Risk / Return Rank

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

AOR
AOR Risk / Return Rank: 8080
Overall Rank
AOR Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
AOR Sortino Ratio Rank: 8080
Sortino Ratio Rank
AOR Omega Ratio Rank: 7979
Omega Ratio Rank
AOR Calmar Ratio Rank: 7878
Calmar Ratio Rank
AOR Martin Ratio Rank: 8282
Martin Ratio Rank

IBIT
IBIT Risk / Return Rank: 66
Overall Rank
IBIT Sharpe Ratio Rank: 55
Sharpe Ratio Rank
IBIT Sortino Ratio Rank: 66
Sortino Ratio Rank
IBIT Omega Ratio Rank: 77
Omega Ratio Rank
IBIT Calmar Ratio Rank: 66
Calmar Ratio Rank
IBIT Martin Ratio Rank: 66
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.

AOR vs. IBIT - Risk-Adjusted Trends Comparison

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


AORIBITDifference

Sharpe ratio

Return per unit of total volatility

1.38

-0.40

+1.78

Sortino ratio

Return per unit of downside risk

1.99

-0.29

+2.28

Omega ratio

Gain probability vs. loss probability

1.29

0.97

+0.32

Calmar ratio

Return relative to maximum drawdown

1.97

-0.39

+2.36

Martin ratio

Return relative to average drawdown

8.58

-0.83

+9.42

AOR vs. IBIT - Sharpe Ratio Comparison

The current AOR Sharpe Ratio is 1.38, which is higher than the IBIT Sharpe Ratio of -0.40. The chart below compares the historical Sharpe Ratios of AOR 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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Sharpe Ratios by Period


AORIBITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

-0.40

+1.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.35

+0.30

Correlation

The correlation between AOR and IBIT is 0.39, 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

AOR vs. IBIT - Dividend Comparison

AOR's dividend yield for the trailing twelve months is around 2.57%, while IBIT has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
AOR
iShares Core Growth Allocation ETF
2.57%2.55%2.66%2.50%2.12%1.64%1.89%2.56%2.49%4.51%2.16%2.12%
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%

Drawdowns

AOR vs. IBIT - Drawdown Comparison

The maximum AOR drawdown since its inception was -24.44%, smaller than the maximum IBIT drawdown of -49.36%. Use the drawdown chart below to compare losses from any high point for AOR and IBIT.


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Drawdown Indicators


AORIBITDifference

Max Drawdown

Largest peak-to-trough decline

-24.44%

-49.36%

+24.92%

Max Drawdown (1Y)

Largest decline over 1 year

-7.62%

-49.36%

+41.74%

Max Drawdown (5Y)

Largest decline over 5 years

-21.72%

Max Drawdown (10Y)

Largest decline over 10 years

-22.95%

Current Drawdown

Current decline from peak

-4.82%

-46.11%

+41.29%

Average Drawdown

Average peak-to-trough decline

-3.50%

-14.13%

+10.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.75%

23.09%

-21.34%

Volatility

AOR vs. IBIT - Volatility Comparison

The current volatility for iShares Core Growth Allocation ETF (AOR) is 4.35%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 12.99%. This indicates that AOR 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


AORIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.35%

12.99%

-8.64%

Volatility (6M)

Calculated over the trailing 6-month period

6.49%

36.75%

-30.26%

Volatility (1Y)

Calculated over the trailing 1-year period

10.73%

45.42%

-34.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.49%

51.26%

-40.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.64%

51.26%

-40.62%