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BITW vs. ARBK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BITW vs. ARBK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bitwise 10 Crypto Index ETF (BITW) and Argo Blockchain plc (ARBK). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BITW achieves a -30.09% return, which is significantly lower than ARBK's 3.58% return.


BITW

1D
1.83%
1M
-15.18%
YTD
-30.09%
6M
-31.04%
1Y
-33.61%
3Y*
53.76%
5Y*
3.43%
10Y*

ARBK

1D
-1.34%
1M
-8.02%
YTD
3.58%
6M
-23.22%
1Y
859.78%
3Y*
29.94%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BITW vs. ARBK - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BITW
Bitwise 10 Crypto Index ETF
-30.09%-2.63%160.69%331.10%-85.92%-15.47%
ARBK
Argo Blockchain plc
3.58%503.54%-84.89%246.30%-91.12%-18.99%

Correlation

The correlation between BITW and ARBK is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.42

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

0.42

Correlation (All Time)
Calculated using the full available price history since Sep 23, 2021

0.45

Fundamentals

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Return for Risk

BITW vs. ARBK — Risk / Return Rank

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

BITW
BITW Risk / Return Rank: 44
Overall Rank
BITW Sharpe Ratio Rank: 44
Sharpe Ratio Rank
BITW Sortino Ratio Rank: 44
Sortino Ratio Rank
BITW Omega Ratio Rank: 44
Omega Ratio Rank
BITW Calmar Ratio Rank: 44
Calmar Ratio Rank
BITW Martin Ratio Rank: 44
Martin Ratio Rank

ARBK
ARBK Risk / Return Rank: 8888
Overall Rank
ARBK Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
ARBK Sortino Ratio Rank: 100100
Sortino Ratio Rank
ARBK Omega Ratio Rank: 100100
Omega Ratio Rank
ARBK Calmar Ratio Rank: 9898
Calmar Ratio Rank
ARBK Martin Ratio Rank: 9595
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.

BITW vs. ARBK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bitwise 10 Crypto Index ETF (BITW) and Argo Blockchain plc (ARBK). 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.


BITWARBKDifference
Sharpe ratioReturn per unit of total volatility

-0.86

Sortino ratioReturn per unit of downside risk

-50.02

Omega ratioGain probability vs. loss probability

0.91

6.89

-5.98

Calmar ratioReturn relative to maximum drawdown

-0.61

10.52

-11.12

Martin ratioReturn relative to average drawdown

-1.04

18.06

-19.10

BITW vs. ARBK - Sharpe Ratio Comparison

The current BITW Sharpe Ratio is -0.68, which is lower than the ARBK Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of BITW and ARBK, 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

BITW vs. ARBK - Drawdown Comparison

The maximum BITW drawdown since its inception was -96.46%, roughly equal to the maximum ARBK drawdown of -99.31%. Use the drawdown chart below to compare losses from any high point for BITW and ARBK.


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Drawdown Indicators


BITWARBKDifference

Max Drawdown

Largest peak-to-trough decline

-96.46%

-99.31%

+2.85%

Max Drawdown (1Y)

Largest decline over 1 year

-55.51%

-82.59%

+27.08%

Max Drawdown (3Y)

Largest decline over 3 years

-55.51%

-96.52%

+41.01%

Max Drawdown (5Y)

Largest decline over 5 years

-91.93%

Current Drawdown

Current decline from peak

-70.45%

-82.82%

+12.37%

Average Drawdown

Average peak-to-trough decline

-69.56%

-84.02%

+14.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

32.38%

48.00%

-15.62%

Volatility

BITW vs. ARBK - Volatility Comparison

The current volatility for Bitwise 10 Crypto Index ETF (BITW) is 13.95%, while Argo Blockchain plc (ARBK) has a volatility of 19.86%. This indicates that BITW experiences smaller price fluctuations and is considered to be less risky than ARBK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BITWARBKDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.95%

19.86%

-5.91%

Volatility (6M)

Calculated over the trailing 6-month period

37.24%

64.81%

-27.57%

Volatility (1Y)

Calculated over the trailing 1-year period

49.88%

4,751.33%

-4,701.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

65.58%

2,185.09%

-2,119.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

108.37%

2,185.09%

-2,076.72%

Dividends

BITW vs. ARBK - Dividend Comparison

Neither BITW nor ARBK has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


BITW and ARBK have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ARBK has higher volatility (19.86%) compared to BITW (13.95%). In terms of maximum drawdown, BITW dropped -96.46% vs ARBK's -99.31%.

ARBK currently has the higher Sharpe Ratio (0.18 vs -0.68), 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

Find the right allocation for BITW and ARBK

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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