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BTBT vs. BITX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BTBT vs. BITX - Performance Comparison

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

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Returns By Period

In the year-to-date period, BTBT achieves a -30.69% return, which is significantly higher than BITX's -57.64% return.


BTBT

1D
-7.75%
1M
-20.61%
6M
-35.47%
YTD
-30.69%
1Y
-51.84%
3Y*
-33.18%
5Y*
-31.98%
10Y*
ALL TIME*
-15.20%

BITX

1D
-5.89%
1M
3.21%
6M
-52.61%
YTD
-57.64%
1Y
-77.94%
3Y*
5.01%
5Y*
10Y*
ALL TIME*
-0.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$90.28M$99.74M$121.60M
$35.20M$38.64M$50.00M

BTBT vs. BITX - Yearly Performance Comparison


2026 (YTD)202520242023
BTBT
Bit Digital, Inc.
-30.69%-35.49%-30.73%5.49%
BITX
2x Bitcoin Strategy ETF
-57.64%-38.71%163.41%46.18%

Correlation

The correlation between BTBT and BITX is 0.66, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


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

0.66

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

0.62

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

0.62

The correlation between BTBT and BITX has been stable across timeframes, ranging from 0.62 to 0.66 - a consistent structural relationship.

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Return for Risk

BTBT vs. BITX — Risk / Return Rank

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

BTBT
BTBT Risk / Return Rank: 1717
Overall Rank
BTBT Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
BTBT Sortino Ratio Rank: 1818
Sortino Ratio Rank
BTBT Omega Ratio Rank: 2020
Omega Ratio Rank
BTBT Calmar Ratio Rank: 1414
Calmar Ratio Rank
BTBT Martin Ratio Rank: 1818
Martin Ratio Rank

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

BTBT vs. BITX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bit Digital, Inc. (BTBT) and 2x Bitcoin Strategy ETF (BITX). 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.


BTBTBITXDifference
Sharpe ratioReturn per unit of total volatility

+0.28

Sortino ratioReturn per unit of downside risk

+1.11

Omega ratioGain probability vs. loss probability

0.93

0.81

+0.12

Calmar ratioReturn relative to maximum drawdown

-0.77

-0.95

+0.18

Martin ratioReturn relative to average drawdown

-1.13

-1.34

+0.20

BTBT vs. BITX - Sharpe Ratio Comparison

The current BTBT Sharpe Ratio is -0.62, which is higher than the BITX Sharpe Ratio of -0.90. The chart below compares the historical Sharpe Ratios of BTBT and BITX, 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

BTBT vs. BITX - Drawdown Comparison

The maximum BTBT drawdown since its inception was -98.16%, which is greater than BITX's maximum drawdown of -83.45%. Use the drawdown chart below to compare losses from any high point for BTBT and BITX.


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Drawdown Indicators


BTBTBITXDifference

Max Drawdown

Largest peak-to-trough decline

-98.16%

-83.45%

-14.71%

Max Drawdown (1Y)

Largest decline over 1 year

-71.33%

-83.45%

+12.12%

Max Drawdown (3Y)

Largest decline over 3 years

-78.08%

-83.45%

+5.37%

Max Drawdown (5Y)

Largest decline over 5 years

-96.92%

Current Drawdown

Current decline from peak

-95.52%

-81.28%

-14.24%

Average Drawdown

Average peak-to-trough decline

-75.91%

-34.19%

-41.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

48.52%

59.44%

-10.92%

Volatility

BTBT vs. BITX - Volatility Comparison

Bit Digital, Inc. (BTBT) has a higher volatility of 28.14% compared to 2x Bitcoin Strategy ETF (BITX) at 17.98%. This indicates that BTBT's price experiences larger fluctuations and is considered to be riskier than BITX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BTBTBITXDifference

Volatility (1M)

Calculated over the trailing 1-month period

28.14%

17.98%

+10.16%

Volatility (6M)

Calculated over the trailing 6-month period

65.86%

67.72%

-1.86%

Volatility (1Y)

Calculated over the trailing 1-year period

88.63%

88.19%

+0.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

104.62%

97.19%

+7.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

133.31%

97.19%

+36.12%

Dividends

BTBT vs. BITX - Dividend Comparison

BTBT has not paid dividends to shareholders, while BITX's dividend yield for the trailing twelve months is around 27.89%.


PositionTTM20252024
BITX
2x Bitcoin Strategy ETF
27.89%21.69%10.70%
BTBT
Bit Digital, Inc.
0.00%0.00%0.00%

Frequently Asked Questions


BTBT and BITX have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BTBT has higher volatility (28.14%) compared to BITX (17.98%). In terms of maximum drawdown, BTBT dropped -98.16% vs BITX's -83.45%.

BTBT currently has the higher Sharpe Ratio (-0.62 vs -0.90), 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 BTBT and BITX

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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