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BABX vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BABX vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares 2x Long BABA Daily ETF (BABX) 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, BABX achieves a -34.02% return, which is significantly lower than IBIT's -27.45% return.


BABX

1D
-2.02%
1M
-11.70%
YTD
-34.02%
6M
-43.39%
1Y
-12.32%
3Y*
5.92%
5Y*
10Y*

IBIT

1D
-2.65%
1M
-22.17%
YTD
-27.45%
6M
-31.40%
1Y
-39.60%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BABX vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
BABX
GraniteShares 2x Long BABA Daily ETF
-34.02%123.85%14.84%
IBIT
iShares Bitcoin Trust ETF
-27.45%-6.41%99.21%

Correlation

The correlation between BABX and IBIT is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

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

0.26

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Return for Risk

BABX vs. IBIT — Risk / Return Rank

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

BABX
BABX Risk / Return Rank: 99
Overall Rank
BABX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
BABX Sortino Ratio Rank: 1212
Sortino Ratio Rank
BABX Omega Ratio Rank: 1212
Omega Ratio Rank
BABX Calmar Ratio Rank: 77
Calmar Ratio Rank
BABX Martin Ratio Rank: 88
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.

BABX vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares 2x Long BABA Daily ETF (BABX) 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.


BABXIBITDifference
Sharpe ratioReturn per unit of total volatility

+0.77

Sortino ratioReturn per unit of downside risk

+1.71

Omega ratioGain probability vs. loss probability

1.05

0.86

+0.19

Calmar ratioReturn relative to maximum drawdown

-0.19

-0.80

+0.61

Martin ratioReturn relative to average drawdown

-0.34

-1.39

+1.05

BABX vs. IBIT - Sharpe Ratio Comparison

The current BABX Sharpe Ratio is -0.14, which is higher than the IBIT Sharpe Ratio of -0.91. The chart below compares the historical Sharpe Ratios of BABX 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


BABXIBITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.14

-0.91

+0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.03

0.27

-0.30

Drawdowns

BABX vs. IBIT - Drawdown Comparison

The maximum BABX drawdown since its inception was -70.62%, which is greater than IBIT's maximum drawdown of -49.47%. Use the drawdown chart below to compare losses from any high point for BABX and IBIT.


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Drawdown Indicators


BABXIBITDifference

Max Drawdown

Largest peak-to-trough decline

-70.62%

-49.47%

-21.15%

Max Drawdown (1Y)

Largest decline over 1 year

-64.86%

-49.47%

-15.39%

Max Drawdown (3Y)

Largest decline over 3 years

-64.86%

Current Drawdown

Current decline from peak

-62.76%

-49.47%

-13.29%

Average Drawdown

Average peak-to-trough decline

-45.26%

-16.07%

-29.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

36.51%

28.61%

+7.90%

Volatility

BABX vs. IBIT - Volatility Comparison

GraniteShares 2x Long BABA Daily ETF (BABX) has a higher volatility of 29.33% compared to iShares Bitcoin Trust ETF (IBIT) at 9.14%. This indicates that BABX's price experiences larger fluctuations and is considered to be riskier 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


BABXIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

29.33%

9.14%

+20.19%

Volatility (6M)

Calculated over the trailing 6-month period

57.66%

33.89%

+23.77%

Volatility (1Y)

Calculated over the trailing 1-year period

87.54%

43.76%

+43.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

83.08%

50.18%

+32.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

83.08%

50.18%

+32.90%

BABX vs. IBIT - Expense Ratio Comparison

BABX has a 1.15% expense ratio, which is higher than IBIT's 0.25% expense ratio.


Dividends

BABX vs. IBIT - Dividend Comparison

Neither BABX nor IBIT has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


BABX and IBIT have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BABX has higher volatility (29.33%) compared to IBIT (9.14%). In terms of maximum drawdown, BABX dropped -70.62% vs IBIT's -49.47%.

On 1-year performance, BABX leads with -12.32% vs -39.60% for IBIT. On fees, IBIT is cheaper at 0.25% per year. On volatility, IBIT has been the lower-risk option at 9.14%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, BABX has performed better with a -12.32% return vs -39.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBIT is cheaper with a 0.25% expense ratio, compared with 1.15% for BABX.

BABX and IBIT have nearly identical dividend yields, around 0.00%.

BABX is categorized as Leveraged Equities, while IBIT is Cryptocurrency. They also come from different issuers: GraniteShares and iShares. Their fees differ too: 1.15% for BABX and 0.25% for IBIT.

BABX currently has the higher Sharpe Ratio (-0.14 vs -0.91), 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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