PortfoliosLab logoPortfoliosLab logo
BTCY vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BTCY vs. IBIT - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, BTCY achieves a -53.33% return, which is significantly lower than IBIT's -23.36% return.


BTCY

1D
22.59%
1M
-46.73%
YTD
-53.33%
6M
-72.14%
1Y
-73.58%
3Y*
-67.82%
5Y*
-62.01%
10Y*
-33.60%

IBIT

1D
-6.03%
1M
-14.44%
YTD
-23.36%
6M
-26.36%
1Y
-35.90%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BTCY vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
BTCY
Biotricity, Inc.
-53.33%3.50%-70.72%
IBIT
iShares Bitcoin Trust ETF
-23.36%-6.41%99.21%

Correlation

The correlation between BTCY and IBIT is 0.05, 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

0.05

Correlation (All Time)
Calculated using the full available price history since Jan 12, 2024

0.00

Compare stocks, funds, or ETFs

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


Return for Risk

BTCY vs. IBIT — Risk / Return Rank

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

BTCY
BTCY Risk / Return Rank: 1313
Overall Rank
BTCY Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
BTCY Sortino Ratio Rank: 1919
Sortino Ratio Rank
BTCY Omega Ratio Rank: 2020
Omega Ratio Rank
BTCY Calmar Ratio Rank: 77
Calmar Ratio Rank
BTCY Martin Ratio Rank: 44
Martin Ratio Rank

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

BTCY vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Biotricity, Inc. (BTCY) and iShares Bitcoin Trust ETF (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.


BTCYIBITDifference

Sharpe ratio

Return per unit of total volatility

-0.55

-0.83

+0.27

Sortino ratio

Return per unit of downside risk

-0.48

-1.09

+0.61

Omega ratio

Gain probability vs. loss probability

0.95

0.88

+0.07

Calmar ratio

Return relative to maximum drawdown

-0.87

-0.73

-0.14

Martin ratio

Return relative to average drawdown

-1.55

-1.27

-0.28

BTCY vs. IBIT - Sharpe Ratio Comparison

The current BTCY Sharpe Ratio is -0.55, which is higher than the IBIT Sharpe Ratio of -0.83. The chart below compares the historical Sharpe Ratios of BTCY and IBIT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


BTCYIBITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.55

-0.83

+0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.28

0.32

-0.61

Drawdowns

BTCY vs. IBIT - Drawdown Comparison

The maximum BTCY drawdown since its inception was -99.83%, which is greater than IBIT's maximum drawdown of -49.36%. Use the drawdown chart below to compare losses from any high point for BTCY and IBIT.


Loading charts...

Drawdown Indicators


BTCYIBITDifference

Max Drawdown

Largest peak-to-trough decline

-99.83%

-49.36%

-50.47%

Max Drawdown (1Y)

Largest decline over 1 year

-85.91%

-49.36%

-36.55%

Max Drawdown (3Y)

Largest decline over 3 years

-97.59%

Max Drawdown (5Y)

Largest decline over 5 years

-99.63%

Max Drawdown (10Y)

Largest decline over 10 years

-99.83%

Current Drawdown

Current decline from peak

-99.77%

-46.63%

-53.14%

Average Drawdown

Average peak-to-trough decline

-76.01%

-15.96%

-60.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

48.07%

28.28%

+19.79%

Volatility

BTCY vs. IBIT - Volatility Comparison

Biotricity, Inc. (BTCY) has a higher volatility of 61.97% compared to iShares Bitcoin Trust ETF (IBIT) at 9.76%. This indicates that BTCY'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.


Loading charts...

Volatility by Period


BTCYIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

61.97%

9.76%

+52.21%

Volatility (6M)

Calculated over the trailing 6-month period

95.52%

34.85%

+60.67%

Volatility (1Y)

Calculated over the trailing 1-year period

133.15%

43.65%

+89.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

126.95%

50.20%

+76.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

130.35%

50.20%

+80.15%

Dividends

BTCY vs. IBIT - Dividend Comparison

Neither BTCY nor IBIT has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


BTCY and IBIT have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BTCY has higher volatility (61.97%) compared to IBIT (9.76%). In terms of maximum drawdown, BTCY dropped -99.83% vs IBIT's -49.36%.

BTCY currently has the higher Sharpe Ratio (-0.55 vs -0.82), 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 BTCY and IBIT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer