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BMY vs. BITB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BMY vs. BITB - Performance Comparison

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

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Returns By Period

In the year-to-date period, BMY achieves a 8.27% return, which is significantly higher than BITB's -27.42% return.


BMY

1D
0.40%
1M
0.23%
YTD
8.27%
6M
11.43%
1Y
20.57%
3Y*
0.45%
5Y*
0.73%
10Y*
1.00%

BITB

1D
0.03%
1M
-19.63%
YTD
-27.42%
6M
-29.61%
1Y
-39.67%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BMY vs. BITB - Yearly Performance Comparison


2026 (YTD)20252024
BMY
Bristol-Myers Squibb Company
8.27%0.11%15.95%
BITB
Bitwise Bitcoin ETF
-27.42%-6.47%89.74%

Correlation

The correlation between BMY and BITB is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.10

Correlation (All Time)
Calculated using the full available price history since Jan 11, 2024

0.06

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Return for Risk

BMY vs. BITB — Risk / Return Rank

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

BMY
BMY Risk / Return Rank: 6565
Overall Rank
BMY Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
BMY Sortino Ratio Rank: 6161
Sortino Ratio Rank
BMY Omega Ratio Rank: 5858
Omega Ratio Rank
BMY Calmar Ratio Rank: 7171
Calmar Ratio Rank
BMY Martin Ratio Rank: 7070
Martin Ratio Rank

BITB
BITB Risk / Return Rank: 33
Overall Rank
BITB Sharpe Ratio Rank: 22
Sharpe Ratio Rank
BITB Sortino Ratio Rank: 33
Sortino Ratio Rank
BITB Omega Ratio Rank: 33
Omega Ratio Rank
BITB Calmar Ratio Rank: 33
Calmar Ratio Rank
BITB 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.

BMY vs. BITB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bristol-Myers Squibb Company (BMY) and Bitwise Bitcoin ETF (BITB). 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.


BMYBITBDifference
Sharpe ratioReturn per unit of total volatility

+1.61

Sortino ratioReturn per unit of downside risk

+2.49

Omega ratioGain probability vs. loss probability

1.14

0.85

+0.28

Calmar ratioReturn relative to maximum drawdown

1.53

-0.78

+2.31

Martin ratioReturn relative to average drawdown

3.32

-1.37

+4.69

BMY vs. BITB - Sharpe Ratio Comparison

The current BMY Sharpe Ratio is 0.68, which is higher than the BITB Sharpe Ratio of -0.93. The chart below compares the historical Sharpe Ratios of BMY and BITB, 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

BMY vs. BITB - Drawdown Comparison

The maximum BMY drawdown since its inception was -72.03%, which is greater than BITB's maximum drawdown of -52.04%. Use the drawdown chart below to compare losses from any high point for BMY and BITB.


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Drawdown Indicators


BMYBITBDifference

Max Drawdown

Largest peak-to-trough decline

-72.03%

-52.04%

-19.99%

Max Drawdown (1Y)

Largest decline over 1 year

-12.05%

-52.04%

+39.99%

Max Drawdown (3Y)

Largest decline over 3 years

-36.85%

Max Drawdown (5Y)

Largest decline over 5 years

-47.67%

Max Drawdown (10Y)

Largest decline over 10 years

-47.67%

Current Drawdown

Current decline from peak

-17.79%

-49.44%

+31.65%

Average Drawdown

Average peak-to-trough decline

-22.38%

-16.54%

-5.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.34%

29.62%

-23.28%

Volatility

BMY vs. BITB - Volatility Comparison

The current volatility for Bristol-Myers Squibb Company (BMY) is 8.22%, while Bitwise Bitcoin ETF (BITB) has a volatility of 11.94%. This indicates that BMY experiences smaller price fluctuations and is considered to be less risky than BITB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BMYBITBDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.22%

11.94%

-3.72%

Volatility (6M)

Calculated over the trailing 6-month period

18.18%

34.40%

-16.22%

Volatility (1Y)

Calculated over the trailing 1-year period

27.08%

43.98%

-16.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.02%

50.04%

-26.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.29%

50.04%

-24.75%

Dividends

BMY vs. BITB - Dividend Comparison

BMY's dividend yield for the trailing twelve months is around 4.38%, while BITB has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
BITB
Bitwise Bitcoin ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BMY
Bristol-Myers Squibb Company
4.38%4.60%4.24%4.44%3.00%2.36%3.69%2.55%3.08%2.55%1.95%2.17%

Frequently Asked Questions


BMY and BITB have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BITB has higher volatility (11.94%) compared to BMY (8.22%). In terms of maximum drawdown, BMY dropped -72.03% vs BITB's -52.04%.

BMY currently has the higher Sharpe Ratio (0.68 vs -0.93), 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 BMY and BITB

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