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AVAL vs. BITO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AVAL vs. BITO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grupo Aval Acciones y Valores S.A. (AVAL) and ProShares Bitcoin Strategy ETF (BITO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AVAL achieves a 33.29% return, which is significantly higher than BITO's -29.93% return.


AVAL

1D
-0.37%
1M
26.16%
YTD
33.29%
6M
30.76%
1Y
95.69%
3Y*
38.95%
5Y*
4.07%
10Y*
1.41%

BITO

1D
-3.31%
1M
-18.05%
YTD
-29.93%
6M
-30.03%
1Y
-42.09%
3Y*
18.00%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AVAL vs. BITO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
AVAL
Grupo Aval Acciones y Valores S.A.
33.29%107.81%-11.10%3.30%-47.13%-13.00%
BITO
ProShares Bitcoin Strategy ETF
-29.93%-11.19%104.45%137.33%-63.91%-29.31%

Correlation

The correlation between AVAL and BITO is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

Correlation (3Y)
Calculated over the trailing 3-year period

0.14

Correlation (All Time)
Calculated using the full available price history since Oct 19, 2021

0.15

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Return for Risk

AVAL vs. BITO — Risk / Return Rank

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

AVAL
AVAL Risk / Return Rank: 8787
Overall Rank
AVAL Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
AVAL Sortino Ratio Rank: 8888
Sortino Ratio Rank
AVAL Omega Ratio Rank: 8787
Omega Ratio Rank
AVAL Calmar Ratio Rank: 8484
Calmar Ratio Rank
AVAL Martin Ratio Rank: 8787
Martin Ratio Rank

BITO
BITO Risk / Return Rank: 22
Overall Rank
BITO Sharpe Ratio Rank: 11
Sharpe Ratio Rank
BITO Sortino Ratio Rank: 22
Sortino Ratio Rank
BITO Omega Ratio Rank: 22
Omega Ratio Rank
BITO Calmar Ratio Rank: 22
Calmar Ratio Rank
BITO 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.

AVAL vs. BITO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Grupo Aval Acciones y Valores S.A. (AVAL) and ProShares Bitcoin Strategy ETF (BITO). 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.


AVALBITODifference
Sharpe ratioReturn per unit of total volatility

+3.09

Sortino ratioReturn per unit of downside risk

+4.26

Omega ratioGain probability vs. loss probability

1.36

0.85

+0.51

Calmar ratioReturn relative to maximum drawdown

2.98

-0.80

+3.77

Martin ratioReturn relative to average drawdown

9.25

-1.35

+10.60

AVAL vs. BITO - Sharpe Ratio Comparison

The current AVAL Sharpe Ratio is 2.13, which is higher than the BITO Sharpe Ratio of -0.96. The chart below compares the historical Sharpe Ratios of AVAL and BITO, 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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Drawdowns

AVAL vs. BITO - Drawdown Comparison

The maximum AVAL drawdown since its inception was -77.41%, roughly equal to the maximum BITO drawdown of -77.86%. Use the drawdown chart below to compare losses from any high point for AVAL and BITO.


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Drawdown Indicators


AVALBITODifference

Max Drawdown

Largest peak-to-trough decline

-77.41%

-77.86%

+0.45%

Max Drawdown (1Y)

Largest decline over 1 year

-32.30%

-53.10%

+20.80%

Max Drawdown (3Y)

Largest decline over 3 years

-32.30%

-53.10%

+20.80%

Max Drawdown (5Y)

Largest decline over 5 years

-63.65%

Max Drawdown (10Y)

Largest decline over 10 years

-72.42%

Current Drawdown

Current decline from peak

-29.07%

-51.67%

+22.60%

Average Drawdown

Average peak-to-trough decline

-45.90%

-36.86%

-9.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.38%

31.28%

-20.90%

Volatility

AVAL vs. BITO - Volatility Comparison

Grupo Aval Acciones y Valores S.A. (AVAL) has a higher volatility of 19.12% compared to ProShares Bitcoin Strategy ETF (BITO) at 12.79%. This indicates that AVAL's price experiences larger fluctuations and is considered to be riskier than BITO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AVALBITODifference

Volatility (1M)

Calculated over the trailing 1-month period

19.12%

12.79%

+6.33%

Volatility (6M)

Calculated over the trailing 6-month period

39.70%

34.39%

+5.31%

Volatility (1Y)

Calculated over the trailing 1-year period

45.20%

44.08%

+1.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.67%

55.02%

-17.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.33%

55.02%

-19.69%

Dividends

AVAL vs. BITO - Dividend Comparison

AVAL's dividend yield for the trailing twelve months is around 2.68%, less than BITO's 71.07% yield.


PositionTTM20252024202320222021202020192018201720162015
AVAL
Grupo Aval Acciones y Valores S.A.
2.68%3.14%6.85%6.98%12.61%5.75%4.67%4.15%4.52%4.70%4.84%6.56%
BITO
ProShares Bitcoin Strategy ETF
71.07%78.29%61.59%15.14%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


AVAL and BITO have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AVAL has higher volatility (19.12%) compared to BITO (12.79%). In terms of maximum drawdown, AVAL dropped -77.41% vs BITO's -77.86%.

AVAL currently has the higher Sharpe Ratio (2.13 vs -0.96), 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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