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

Correlation

The correlation between BTCTW and IBIT is 0.02, 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.


-0.50.00.51.00.0

Performance

BTCTW vs. IBIT - Performance Comparison

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

-100.00%0.00%100.00%200.00%300.00%400.00%SeptemberOctoberNovemberDecember2025February
88.01%
63.11%
BTCTW
IBIT

Key characteristics

Sharpe Ratio

BTCTW:

0.04

IBIT:

1.71

Sortino Ratio

BTCTW:

3.11

IBIT:

2.38

Omega Ratio

BTCTW:

1.38

IBIT:

1.28

Calmar Ratio

BTCTW:

0.15

IBIT:

3.49

Martin Ratio

BTCTW:

0.25

IBIT:

7.94

Ulcer Index

BTCTW:

58.41%

IBIT:

12.10%

Daily Std Dev

BTCTW:

364.44%

IBIT:

56.11%

Max Drawdown

BTCTW:

-98.78%

IBIT:

-27.51%

Current Drawdown

BTCTW:

-95.20%

IBIT:

-8.89%

Returns By Period

In the year-to-date period, BTCTW achieves a -5.05% return, which is significantly lower than IBIT's 4.30% return.


BTCTW

YTD

-5.05%

1M

-30.98%

6M

113.64%

1Y

38.24%

5Y*

N/A

10Y*

N/A

IBIT

YTD

4.30%

1M

-7.20%

6M

64.57%

1Y

86.80%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

BTCTW vs. IBIT — Risk-Adjusted Performance Rank

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

BTCTW
The Risk-Adjusted Performance Rank of BTCTW is 6565
Overall Rank
The Sharpe Ratio Rank of BTCTW is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of BTCTW is 9191
Sortino Ratio Rank
The Omega Ratio Rank of BTCTW is 8989
Omega Ratio Rank
The Calmar Ratio Rank of BTCTW is 5151
Calmar Ratio Rank
The Martin Ratio Rank of BTCTW is 4848
Martin Ratio Rank

IBIT
The Risk-Adjusted Performance Rank of IBIT is 7070
Overall Rank
The Sharpe Ratio Rank of IBIT is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of IBIT is 6767
Sortino Ratio Rank
The Omega Ratio Rank of IBIT is 6060
Omega Ratio Rank
The Calmar Ratio Rank of IBIT is 8787
Calmar Ratio Rank
The Martin Ratio Rank of IBIT is 6565
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.

BTCTW vs. IBIT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BTC Digital Ltd. (BTCTW) 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 BTCTW, currently valued at 0.09, compared to the broader market-2.000.002.004.000.091.71
The chart of Sortino ratio for BTCTW, currently valued at 2.98, compared to the broader market-6.00-4.00-2.000.002.004.006.002.982.38
The chart of Omega ratio for BTCTW, currently valued at 1.40, compared to the broader market0.501.001.502.001.401.28
The chart of Calmar ratio for BTCTW, currently valued at 0.36, compared to the broader market0.002.004.006.000.363.49
The chart of Martin ratio for BTCTW, currently valued at 0.64, compared to the broader market-10.000.0010.0020.0030.000.647.94
BTCTW
IBIT

The current BTCTW Sharpe Ratio is 0.04, which is lower than the IBIT Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of BTCTW 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 Ratio-0.500.000.501.001.502.002.503.00Thu 16Sat 18Mon 20Wed 22Fri 24Jan 26Tue 28Thu 30FebruaryMon 03Wed 05Fri 07Feb 09Tue 11Thu 13
0.09
1.71
BTCTW
IBIT

Dividends

BTCTW vs. IBIT - Dividend Comparison

Neither BTCTW nor IBIT has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BTCTW vs. IBIT - Drawdown Comparison

The maximum BTCTW drawdown since its inception was -98.78%, which is greater than IBIT's maximum drawdown of -27.51%. Use the drawdown chart below to compare losses from any high point for BTCTW and IBIT. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-60.83%
-8.89%
BTCTW
IBIT

Volatility

BTCTW vs. IBIT - Volatility Comparison

BTC Digital Ltd. (BTCTW) has a higher volatility of 65.64% compared to iShares Bitcoin Trust (IBIT) at 9.40%. This indicates that BTCTW's price experiences larger fluctuations and is considered to be riskier than IBIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%50.00%100.00%150.00%SeptemberOctoberNovemberDecember2025February
65.64%
9.40%
BTCTW
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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