CIBR vs. BTC-USD
CIBR (First Trust NASDAQ Cybersecurity ETF) is Cybersecurity fund tracking the Nasdaq CTA Cybersecurity Index, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, CIBR returned 17.88%/yr vs 57.23%/yr for BTC-USD. At a 0.16 correlation, their price movements are largely independent.
Performance
CIBR vs. BTC-USD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CIBR achieves a 19.63% return, which is significantly higher than BTC-USD's -26.27% return. Over the past 10 years, CIBR has underperformed BTC-USD with an annualized return of 17.88%, while BTC-USD has yielded a comparatively higher 57.23% annualized return.
CIBR
- 1D
- -0.16%
- 1M
- 8.89%
- YTD
- 19.63%
- 6M
- 15.68%
- 1Y
- 18.53%
- 3Y*
- 24.30%
- 5Y*
- 13.58%
- 10Y*
- 17.88%
BTC-USD
- 1D
- 1.71%
- 1M
- -20.43%
- YTD
- -26.27%
- 6M
- -28.52%
- 1Y
- -39.20%
- 3Y*
- 36.94%
- 5Y*
- 9.74%
- 10Y*
- 57.23%
CIBR vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CIBR First Trust NASDAQ Cybersecurity ETF | 19.63% | 13.06% | 18.21% | 39.71% | -26.46% | 19.67% | 50.53% | 28.52% | 1.47% | 18.61% |
BTC-USD Bitcoin | -26.27% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
Correlation
The correlation between CIBR and BTC-USD is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Jul 7, 2015 | 0.16 |
The correlation between CIBR and BTC-USD shifts across timeframes, from 0.16 (all time) to 0.33 (1 year), reflecting how their relationship changes across market environments.
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
CIBR vs. BTC-USD — Risk / Return Rank
CIBR
BTC-USD
CIBR vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust NASDAQ Cybersecurity ETF (CIBR) and Bitcoin (BTC-USD). 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.
| CIBR | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.61 | ||
| Sortino ratioReturn per unit of downside risk | +2.38 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 0.87 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 0.79 | -0.77 | +1.56 |
| Martin ratioReturn relative to average drawdown | 1.86 | -1.33 | +3.19 |
Loading charts...
Drawdowns
CIBR vs. BTC-USD - Drawdown Comparison
The maximum CIBR drawdown since its inception was -33.89%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for CIBR and BTC-USD.
Loading charts...
Drawdown Indicators
| CIBR | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.89% | -85.30% | +51.41% |
Max Drawdown (1Y)Largest decline over 1 year | -21.99% | -51.21% | +29.22% |
Max Drawdown (3Y)Largest decline over 3 years | -21.99% | -51.21% | +29.22% |
Max Drawdown (5Y)Largest decline over 5 years | -33.89% | -76.67% | +42.78% |
Max Drawdown (10Y)Largest decline over 10 years | -33.89% | -83.80% | +49.91% |
Current DrawdownCurrent decline from peak | -9.53% | -48.27% | +38.74% |
Average DrawdownAverage peak-to-trough decline | -8.66% | -42.36% | +33.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.38% | 35.16% | -25.78% |
Volatility
CIBR vs. BTC-USD - Volatility Comparison
First Trust NASDAQ Cybersecurity ETF (CIBR) and Bitcoin (BTC-USD) have volatilities of 12.35% and 11.97%, 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.
Loading charts...
Volatility by Period
| CIBR | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.35% | 11.97% | +0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 21.72% | 34.64% | -12.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.16% | 35.59% | -10.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.04% | 44.57% | -19.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.65% | 56.61% | -32.96% |
Frequently Asked Questions
CIBR and BTC-USD have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CIBR has higher volatility (12.35%) compared to BTC-USD (11.97%). In terms of maximum drawdown, CIBR dropped -33.89% vs BTC-USD's -85.30%.
CIBR currently has the higher Sharpe Ratio (0.69 vs -0.92), 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.
Find the right allocation for CIBR and BTC-USD
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