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BITB vs. BTC-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between BITB and BTC-USD is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

BITB vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bitwise Bitcoin ETF (BITB) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%AugustSeptemberOctoberNovemberDecember2025
55.74%
55.53%
BITB
BTC-USD

Key characteristics

Sharpe Ratio

BITB:

2.54

BTC-USD:

2.38

Sortino Ratio

BITB:

3.03

BTC-USD:

3.04

Omega Ratio

BITB:

1.36

BTC-USD:

1.30

Calmar Ratio

BITB:

5.25

BTC-USD:

2.37

Martin Ratio

BITB:

12.01

BTC-USD:

10.81

Ulcer Index

BITB:

11.98%

BTC-USD:

11.01%

Daily Std Dev

BITB:

56.65%

BTC-USD:

43.94%

Max Drawdown

BITB:

-27.44%

BTC-USD:

-93.07%

Current Drawdown

BITB:

-1.82%

BTC-USD:

-1.58%

Returns By Period

The year-to-date returns for both stocks are quite close, with BITB having a 12.25% return and BTC-USD slightly lower at 11.81%.


BITB

YTD

12.25%

1M

4.20%

6M

55.74%

1Y

155.51%

5Y*

N/A

10Y*

N/A

BTC-USD

YTD

11.81%

1M

4.42%

6M

56.59%

1Y

153.17%

5Y*

64.37%

10Y*

85.95%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

BITB vs. BTC-USD — Risk-Adjusted Performance Rank

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

BITB
The Risk-Adjusted Performance Rank of BITB is 8686
Overall Rank
The Sharpe Ratio Rank of BITB is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of BITB is 8585
Sortino Ratio Rank
The Omega Ratio Rank of BITB is 7777
Omega Ratio Rank
The Calmar Ratio Rank of BITB is 9696
Calmar Ratio Rank
The Martin Ratio Rank of BITB is 8181
Martin Ratio Rank

BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 8787
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 8585
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8585
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 9292
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 8888
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.

BITB vs. BTC-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bitwise Bitcoin ETF (BITB) and Bitcoin (BTC-USD). 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.


Sharpe ratio
The chart of Sharpe ratio for BITB, currently valued at 2.16, compared to the broader market0.002.004.002.162.38
The chart of Sortino ratio for BITB, currently valued at 2.75, compared to the broader market0.005.0010.002.753.04
The chart of Omega ratio for BITB, currently valued at 1.33, compared to the broader market0.501.001.502.002.503.003.501.331.30
The chart of Calmar ratio for BITB, currently valued at 2.29, compared to the broader market0.005.0010.0015.002.292.37
The chart of Martin ratio for BITB, currently valued at 10.92, compared to the broader market0.0020.0040.0060.0080.00100.0010.9210.81
BITB
BTC-USD

The current BITB Sharpe Ratio is 2.54, which is comparable to the BTC-USD Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of BITB and BTC-USD, 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 Ratio0.501.001.502.00Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15Dec 22Dec 29Jan 05Jan 12
2.16
2.38
BITB
BTC-USD

Drawdowns

BITB vs. BTC-USD - Drawdown Comparison

The maximum BITB drawdown since its inception was -27.44%, smaller than the maximum BTC-USD drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for BITB and BTC-USD. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-1.82%
-1.58%
BITB
BTC-USD

Volatility

BITB vs. BTC-USD - Volatility Comparison

Bitwise Bitcoin ETF (BITB) has a higher volatility of 14.37% compared to Bitcoin (BTC-USD) at 12.88%. This indicates that BITB's price experiences larger fluctuations and is considered to be riskier than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember2025
14.37%
12.88%
BITB
BTC-USD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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