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BRRR vs. IBIT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BRRR and IBIT is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.4

Performance

BRRR vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Valkyrie Bitcoin ETF (BRRR) and iShares Bitcoin Trust (IBIT). The values are adjusted to include any dividend payments, if applicable.

40.00%60.00%80.00%100.00%120.00%NovemberDecember2025FebruaryMarchApril
103.09%
103.79%
BRRR
IBIT

Key characteristics

Sharpe Ratio

BRRR:

0.80

IBIT:

0.79

Sortino Ratio

BRRR:

1.43

IBIT:

1.43

Omega Ratio

BRRR:

1.17

IBIT:

1.17

Calmar Ratio

BRRR:

1.53

IBIT:

1.53

Martin Ratio

BRRR:

3.37

IBIT:

3.37

Ulcer Index

BRRR:

12.77%

IBIT:

12.82%

Daily Std Dev

BRRR:

54.00%

IBIT:

54.50%

Max Drawdown

BRRR:

-28.13%

IBIT:

-28.22%

Current Drawdown

BRRR:

-10.69%

IBIT:

-10.64%

Returns By Period

In the year-to-date period, BRRR achieves a 2.04% return, which is significantly lower than IBIT's 2.30% return.


BRRR

YTD

2.04%

1M

10.30%

6M

42.73%

1Y

47.16%

5Y*

N/A

10Y*

N/A

IBIT

YTD

2.30%

1M

10.35%

6M

42.78%

1Y

47.23%

5Y*

N/A

10Y*

N/A

*Annualized

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BRRR vs. IBIT - Expense Ratio Comparison

Both BRRR and IBIT have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Expense ratio chart for BRRR: current value is 0.25%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BRRR: 0.25%
Expense ratio chart for IBIT: current value is 0.25%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IBIT: 0.25%

Risk-Adjusted Performance

BRRR vs. IBIT — Risk-Adjusted Performance Rank

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

BRRR
The Risk-Adjusted Performance Rank of BRRR is 7878
Overall Rank
The Sharpe Ratio Rank of BRRR is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of BRRR is 7979
Sortino Ratio Rank
The Omega Ratio Rank of BRRR is 7373
Omega Ratio Rank
The Calmar Ratio Rank of BRRR is 8989
Calmar Ratio Rank
The Martin Ratio Rank of BRRR is 7676
Martin Ratio Rank

IBIT
The Risk-Adjusted Performance Rank of IBIT is 7878
Overall Rank
The Sharpe Ratio Rank of IBIT is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of IBIT is 7979
Sortino Ratio Rank
The Omega Ratio Rank of IBIT is 7272
Omega Ratio Rank
The Calmar Ratio Rank of IBIT is 9090
Calmar Ratio Rank
The Martin Ratio Rank of IBIT is 7676
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.

BRRR vs. IBIT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Valkyrie Bitcoin ETF (BRRR) and iShares Bitcoin Trust (IBIT). 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.


The chart of Sharpe ratio for BRRR, currently valued at 0.80, compared to the broader market-1.000.001.002.003.004.00
BRRR: 0.80
IBIT: 0.79
The chart of Sortino ratio for BRRR, currently valued at 1.43, compared to the broader market-2.000.002.004.006.008.00
BRRR: 1.43
IBIT: 1.43
The chart of Omega ratio for BRRR, currently valued at 1.17, compared to the broader market0.501.001.502.002.50
BRRR: 1.17
IBIT: 1.17
The chart of Calmar ratio for BRRR, currently valued at 1.53, compared to the broader market0.002.004.006.008.0010.0012.00
BRRR: 1.53
IBIT: 1.53
The chart of Martin ratio for BRRR, currently valued at 3.37, compared to the broader market0.0020.0040.0060.00
BRRR: 3.37
IBIT: 3.37

The current BRRR Sharpe Ratio is 0.80, which is comparable to the IBIT Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of BRRR and IBIT, 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 Ratio0.000.501.001.502.002.503.00Jan 19Jan 26Feb 02Feb 09Feb 16Feb 23Mar 02Mar 09Mar 16Mar 23Mar 30Apr 06Apr 13Apr 20
0.80
0.79
BRRR
IBIT

Dividends

BRRR vs. IBIT - Dividend Comparison

Neither BRRR nor IBIT has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BRRR vs. IBIT - Drawdown Comparison

The maximum BRRR drawdown since its inception was -28.13%, roughly equal to the maximum IBIT drawdown of -28.22%. Use the drawdown chart below to compare losses from any high point for BRRR and IBIT. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.69%
-10.64%
BRRR
IBIT

Volatility

BRRR vs. IBIT - Volatility Comparison

Valkyrie Bitcoin ETF (BRRR) and iShares Bitcoin Trust (IBIT) have volatilities of 16.26% and 16.61%, 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.


8.00%10.00%12.00%14.00%16.00%18.00%20.00%NovemberDecember2025FebruaryMarchApril
16.26%
16.61%
BRRR
IBIT