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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 -52.31% return, which is significantly lower than BBAI's -10.56% return.


BITX

1D
-5.39%
1M
-34.65%
YTD
-52.31%
6M
-58.66%
1Y
-73.21%
3Y*
5Y*
10Y*

BBAI

1D
-5.48%
1M
15.83%
YTD
-10.56%
6M
-20.82%
1Y
27.44%
3Y*
33.72%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BITX vs. BBAI - Yearly Performance Comparison


2026 (YTD)202520242023
BITX
2x Bitcoin Strategy ETF
-52.31%-38.71%163.41%47.23%
BBAI
BigBear.ai Holdings, Inc.
-10.56%21.35%107.94%-10.08%

Correlation

The correlation between BITX and BBAI is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.37

Correlation (All Time)
Calculated using the full available price history since Jun 28, 2023

0.31

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Return for Risk

BITX vs. BBAI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments 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: 22
Sortino Ratio Rank
BITX Omega Ratio Rank: 22
Omega Ratio Rank
BITX Calmar Ratio Rank: 11
Calmar Ratio Rank
BITX Martin Ratio Rank: 11
Martin Ratio Rank

BBAI
BBAI Risk / Return Rank: 5252
Overall Rank
BBAI Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
BBAI Sortino Ratio Rank: 5959
Sortino Ratio Rank
BBAI Omega Ratio Rank: 5353
Omega Ratio Rank
BBAI Calmar Ratio Rank: 5050
Calmar Ratio Rank
BBAI Martin Ratio Rank: 4848
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.

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.


BITXBBAIDifference
Sharpe ratioReturn per unit of total volatility

-1.13

Sortino ratioReturn per unit of downside risk

-2.70

Omega ratioGain probability vs. loss probability

0.84

1.13

-0.29

Calmar ratioReturn relative to maximum drawdown

-0.93

0.42

-1.35

Martin ratioReturn relative to average drawdown

-1.46

0.72

-2.18

BITX vs. BBAI - Sharpe Ratio Comparison

The current BITX Sharpe Ratio is -0.85, which is lower than the BBAI Sharpe Ratio of 0.28. 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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Sharpe Ratios by Period


BITXBBAIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.85

0.28

-1.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

-0.07

+0.12

Drawdowns

BITX vs. BBAI - Drawdown Comparison

The maximum BITX drawdown since its inception was -78.92%, 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

-78.92%

-95.01%

+16.09%

Max Drawdown (1Y)

Largest decline over 1 year

-78.92%

-65.88%

-13.04%

Max Drawdown (3Y)

Largest decline over 3 years

-75.56%

Current Drawdown

Current decline from peak

-78.92%

-61.94%

-16.98%

Average Drawdown

Average peak-to-trough decline

-31.70%

-70.89%

+39.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

50.03%

38.34%

+11.69%

Volatility

BITX vs. BBAI - Volatility Comparison

The current volatility for 2x Bitcoin Strategy ETF (BITX) is 19.24%, while BigBear.ai Holdings, Inc. (BBAI) has a volatility of 21.79%. This indicates that BITX experiences smaller price fluctuations and is considered to be less risky than BBAI based on this measure. 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

19.24%

21.79%

-2.55%

Volatility (6M)

Calculated over the trailing 6-month period

69.07%

57.08%

+11.99%

Volatility (1Y)

Calculated over the trailing 1-year period

86.83%

97.66%

-10.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

98.27%

175.05%

-76.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

98.27%

175.05%

-76.78%

Dividends

BITX vs. BBAI - Dividend Comparison

BITX's dividend yield for the trailing twelve months is around 33.24%, 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
33.24%21.69%10.70%

Frequently Asked Questions


BITX and BBAI have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BBAI has higher volatility (21.79%) compared to BITX (19.24%). In terms of maximum drawdown, BITX dropped -78.92% vs BBAI's -95.01%.

BBAI currently has the higher Sharpe Ratio (0.28 vs -0.85), 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

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