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BITX vs. BBAI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BITX vs. BBAI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in 2x Bitcoin Strategy ETF (BITX) and BigBear.ai Holdings, Inc. (BBAI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BITX achieves a -56.44% return, which is significantly lower than BBAI's -47.04% return.


BITX

1D
2.83%
1M
6.13%
6M
-43.47%
YTD
-56.44%
1Y
-77.31%
3Y*
6.79%
5Y*
10Y*
ALL TIME*
0.89%

BBAI

1D
2.51%
1M
-18.98%
6M
-40.17%
YTD
-47.04%
1Y
-55.31%
3Y*
12.48%
5Y*
10Y*
ALL TIME*
-19.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$70.52M$77.44M$143.32M
$88.24M$96.85M$117.71M

BITX vs. BBAI - Yearly Performance Comparison


2026 (YTD)202520242023
BITX
2x Bitcoin Strategy ETF
-56.44%-38.71%163.41%46.18%
BBAI
BigBear.ai Holdings, Inc.
-47.04%21.35%107.94%-6.14%

Correlation

The correlation between BITX and BBAI is 0.43, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.43

Correlation (3Y)
Balances recent behavior with more history.

0.32

Correlation (All Time)
Calculated using the full available price history since Jun 27, 2023

0.32

The correlation between BITX and BBAI shifts across timeframes, from 0.32 (3 years) to 0.43 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

BITX vs. BBAI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BITX
BITX Risk / Return Rank: 22
Overall Rank
BITX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
BITX Sortino Ratio Rank: 11
Sortino Ratio Rank
BITX Omega Ratio Rank: 22
Omega Ratio Rank
BITX Calmar Ratio Rank: 11
Calmar Ratio Rank
BITX Martin Ratio Rank: 22
Martin Ratio Rank

BBAI
BBAI Risk / Return Rank: 1515
Overall Rank
BBAI Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
BBAI Sortino Ratio Rank: 1515
Sortino Ratio Rank
BBAI Omega Ratio Rank: 1818
Omega Ratio Rank
BBAI Calmar Ratio Rank: 1313
Calmar Ratio Rank
BBAI Martin Ratio Rank: 1313
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BITX vs. BBAI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for 2x Bitcoin Strategy ETF (BITX) and BigBear.ai Holdings, Inc. (BBAI). 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.


BITXBBAIDifference
Sharpe ratioReturn per unit of total volatility

-0.24

Sortino ratioReturn per unit of downside risk

-0.85

Omega ratioGain probability vs. loss probability

0.82

0.92

-0.10

Calmar ratioReturn relative to maximum drawdown

-0.93

-0.78

-0.15

Martin ratioReturn relative to average drawdown

-1.30

-1.24

-0.06

BITX vs. BBAI - Sharpe Ratio Comparison

The current BITX Sharpe Ratio is -0.88, which is lower than the BBAI Sharpe Ratio of -0.64. The chart below compares the historical Sharpe Ratios of BITX and BBAI, 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

BITX vs. BBAI - Drawdown Comparison

The maximum BITX drawdown since its inception was -83.45%, smaller than the maximum BBAI drawdown of -95.01%. Use the drawdown chart below to compare losses from any high point for BITX and BBAI.


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Drawdown Indicators


BITXBBAIDifference

Max Drawdown

Largest peak-to-trough decline

-83.45%

-95.01%

+11.56%

Max Drawdown (1Y)

Largest decline over 1 year

-83.45%

-70.93%

-12.52%

Max Drawdown (3Y)

Largest decline over 3 years

-83.45%

-75.56%

-7.89%

Current Drawdown

Current decline from peak

-80.75%

-77.46%

-3.29%

Average Drawdown

Average peak-to-trough decline

-34.25%

-70.90%

+36.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

59.65%

44.75%

+14.90%

Volatility

BITX vs. BBAI - Volatility Comparison

2x Bitcoin Strategy ETF (BITX) and BigBear.ai Holdings, Inc. (BBAI) have volatilities of 17.57% and 17.20%, 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.


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Volatility by Period


BITXBBAIDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.57%

17.20%

+0.37%

Volatility (6M)

Calculated over the trailing 6-month period

67.80%

53.01%

+14.79%

Volatility (1Y)

Calculated over the trailing 1-year period

88.21%

86.47%

+1.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

97.14%

172.33%

-75.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

97.14%

172.33%

-75.19%

Dividends

BITX vs. BBAI - Dividend Comparison

BITX's dividend yield for the trailing twelve months is around 27.12%, while BBAI has not paid dividends to shareholders.


PositionTTM20252024
BBAI
BigBear.ai Holdings, Inc.
0.00%0.00%0.00%
BITX
2x Bitcoin Strategy ETF
27.12%21.69%10.70%

Frequently Asked Questions


BITX and BBAI have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BITX has higher volatility (17.57%) compared to BBAI (17.20%). In terms of maximum drawdown, BITX dropped -83.45% vs BBAI's -95.01%.

BBAI currently has the higher Sharpe Ratio (-0.64 vs -0.88), 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 BITX and BBAI

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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