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BTC-USD vs. IBIT
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between BTC-USD and IBIT is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

BTC-USD vs. IBIT - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%SeptemberOctoberNovemberDecember2025February
49.97%
48.62%
BTC-USD
IBIT

Key characteristics

Sharpe Ratio

BTC-USD:

1.48

IBIT:

1.45

Sortino Ratio

BTC-USD:

2.19

IBIT:

2.15

Omega Ratio

BTC-USD:

1.22

IBIT:

1.25

Calmar Ratio

BTC-USD:

1.23

IBIT:

2.97

Martin Ratio

BTC-USD:

8.41

IBIT:

6.72

Ulcer Index

BTC-USD:

8.60%

IBIT:

12.17%

Daily Std Dev

BTC-USD:

43.82%

IBIT:

56.40%

Max Drawdown

BTC-USD:

-93.07%

IBIT:

-27.51%

Current Drawdown

BTC-USD:

-9.44%

IBIT:

-11.21%

Returns By Period

In the year-to-date period, BTC-USD achieves a 2.89% return, which is significantly higher than IBIT's 1.64% return.


BTC-USD

YTD

2.89%

1M

-7.26%

6M

49.98%

1Y

87.36%

5Y*

57.48%

10Y*

82.18%

IBIT

YTD

1.64%

1M

-9.20%

6M

48.62%

1Y

81.43%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

BTC-USD vs. IBIT — Risk-Adjusted Performance Rank

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

BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 8686
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 8383
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8484
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 8787
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 9090
Martin Ratio Rank

IBIT
The Risk-Adjusted Performance Rank of IBIT is 6565
Overall Rank
The Sharpe Ratio Rank of IBIT is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of IBIT is 6464
Sortino Ratio Rank
The Omega Ratio Rank of IBIT is 5656
Omega Ratio Rank
The Calmar Ratio Rank of IBIT is 8282
Calmar Ratio Rank
The Martin Ratio Rank of IBIT is 6161
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.

BTC-USD vs. IBIT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) 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.


Sharpe ratio
The chart of Sharpe ratio for BTC-USD, currently valued at 1.48, compared to the broader market0.002.004.006.001.481.28
The chart of Sortino ratio for BTC-USD, currently valued at 2.19, compared to the broader market-1.000.001.002.003.004.005.002.191.96
The chart of Omega ratio for BTC-USD, currently valued at 1.22, compared to the broader market0.901.001.101.201.301.401.501.221.23
The chart of Calmar ratio for BTC-USD, currently valued at 1.23, compared to the broader market1.002.003.004.005.006.001.231.13
The chart of Martin ratio for BTC-USD, currently valued at 8.41, compared to the broader market0.0010.0020.0030.0040.0050.008.417.99
BTC-USD
IBIT

The current BTC-USD Sharpe Ratio is 1.48, which is comparable to the IBIT Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of BTC-USD 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 Ratio0.501.001.502.00OctoberNovemberDecember2025February
1.48
1.28
BTC-USD
IBIT

Drawdowns

BTC-USD vs. IBIT - Drawdown Comparison

The maximum BTC-USD drawdown since its inception was -93.07%, which is greater than IBIT's maximum drawdown of -27.51%. Use the drawdown chart below to compare losses from any high point for BTC-USD and IBIT. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-9.44%
-11.21%
BTC-USD
IBIT

Volatility

BTC-USD vs. IBIT - Volatility Comparison

The current volatility for Bitcoin (BTC-USD) is 9.00%, while iShares Bitcoin Trust (IBIT) has a volatility of 9.86%. This indicates that BTC-USD experiences smaller price fluctuations and is considered to be less risky than IBIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
9.00%
9.86%
BTC-USD
IBIT
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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