PortfoliosLab logo
ARKB vs. IBIT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ARKB and IBIT is 0.36, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

ARKB vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ARK 21Shares Bitcoin ETF (ARKB) and iShares Bitcoin Trust (IBIT). The values are adjusted to include any dividend payments, if applicable.

40.00%60.00%80.00%100.00%120.00%NovemberDecember2025FebruaryMarchApril
103.57%
103.79%
ARKB
IBIT

Key characteristics

Sharpe Ratio

ARKB:

0.79

IBIT:

0.79

Sortino Ratio

ARKB:

1.42

IBIT:

1.43

Omega Ratio

ARKB:

1.16

IBIT:

1.17

Calmar Ratio

ARKB:

1.53

IBIT:

1.53

Martin Ratio

ARKB:

3.37

IBIT:

3.37

Ulcer Index

ARKB:

12.77%

IBIT:

12.82%

Daily Std Dev

ARKB:

54.22%

IBIT:

54.50%

Max Drawdown

ARKB:

-28.15%

IBIT:

-28.22%

Current Drawdown

ARKB:

-10.64%

IBIT:

-10.64%

Returns By Period

In the year-to-date period, ARKB achieves a 2.06% return, which is significantly lower than IBIT's 2.30% return.


ARKB

YTD

2.06%

1M

10.29%

6M

42.78%

1Y

46.99%

5Y*

N/A

10Y*

N/A

IBIT

YTD

2.30%

1M

10.35%

6M

42.78%

1Y

47.23%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ARKB vs. IBIT - Expense Ratio Comparison

ARKB has a 0.21% expense ratio, which is lower than IBIT's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for IBIT: current value is 0.25%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IBIT: 0.25%
Expense ratio chart for ARKB: current value is 0.21%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ARKB: 0.21%

Risk-Adjusted Performance

ARKB vs. IBIT — Risk-Adjusted Performance Rank

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

ARKB
The Risk-Adjusted Performance Rank of ARKB is 7878
Overall Rank
The Sharpe Ratio Rank of ARKB is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of ARKB is 7979
Sortino Ratio Rank
The Omega Ratio Rank of ARKB is 7373
Omega Ratio Rank
The Calmar Ratio Rank of ARKB is 9090
Calmar Ratio Rank
The Martin Ratio Rank of ARKB is 7676
Martin Ratio Rank

IBIT
The Risk-Adjusted Performance Rank of IBIT is 7878
Overall Rank
The Sharpe Ratio Rank of IBIT is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of IBIT is 7979
Sortino Ratio Rank
The Omega Ratio Rank of IBIT is 7272
Omega Ratio Rank
The Calmar Ratio Rank of IBIT is 9090
Calmar Ratio Rank
The Martin Ratio Rank of IBIT is 7676
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.

ARKB vs. IBIT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ARK 21Shares Bitcoin ETF (ARKB) 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 chart of Sharpe ratio for ARKB, currently valued at 0.79, compared to the broader market-1.000.001.002.003.004.00
ARKB: 0.79
IBIT: 0.79
The chart of Sortino ratio for ARKB, currently valued at 1.42, compared to the broader market-2.000.002.004.006.008.00
ARKB: 1.42
IBIT: 1.43
The chart of Omega ratio for ARKB, currently valued at 1.16, compared to the broader market0.501.001.502.002.50
ARKB: 1.16
IBIT: 1.17
The chart of Calmar ratio for ARKB, currently valued at 1.53, compared to the broader market0.002.004.006.008.0010.0012.00
ARKB: 1.53
IBIT: 1.53
The chart of Martin ratio for ARKB, currently valued at 3.37, compared to the broader market0.0020.0040.0060.00
ARKB: 3.37
IBIT: 3.37

The current ARKB Sharpe Ratio is 0.79, which is comparable to the IBIT Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of ARKB 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00Jan 19Jan 26Feb 02Feb 09Feb 16Feb 23Mar 02Mar 09Mar 16Mar 23Mar 30Apr 06Apr 13Apr 20
0.79
0.79
ARKB
IBIT

Dividends

ARKB vs. IBIT - Dividend Comparison

Neither ARKB nor IBIT has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ARKB vs. IBIT - Drawdown Comparison

The maximum ARKB drawdown since its inception was -28.15%, roughly equal to the maximum IBIT drawdown of -28.22%. Use the drawdown chart below to compare losses from any high point for ARKB and IBIT. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.64%
-10.64%
ARKB
IBIT

Volatility

ARKB vs. IBIT - Volatility Comparison

ARK 21Shares Bitcoin ETF (ARKB) and iShares Bitcoin Trust (IBIT) have volatilities of 16.32% and 16.61%, 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.


8.00%10.00%12.00%14.00%16.00%18.00%20.00%NovemberDecember2025FebruaryMarchApril
16.32%
16.61%
ARKB
IBIT