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CP vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CP vs. IBIT - Performance Comparison

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

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Returns By Period

In the year-to-date period, CP achieves a 22.60% return, which is significantly higher than IBIT's -27.41% return.


CP

1D
0.86%
1M
5.18%
YTD
22.60%
6M
20.36%
1Y
11.97%
3Y*
6.19%
5Y*
3.16%
10Y*
14.53%

IBIT

1D
-0.03%
1M
-20.12%
YTD
-27.41%
6M
-29.61%
1Y
-40.63%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CP vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
CP
Canadian Pacific Railway Limited
22.60%2.60%-7.66%
IBIT
iShares Bitcoin Trust ETF
-27.41%-6.41%89.87%

Correlation

The correlation between CP and IBIT is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.14

Correlation (All Time)
Calculated using the full available price history since Jan 11, 2024

0.18

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Return for Risk

CP vs. IBIT — Risk / Return Rank

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

CP
CP Risk / Return Rank: 5757
Overall Rank
CP Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
CP Sortino Ratio Rank: 5555
Sortino Ratio Rank
CP Omega Ratio Rank: 5252
Omega Ratio Rank
CP Calmar Ratio Rank: 5959
Calmar Ratio Rank
CP Martin Ratio Rank: 5858
Martin Ratio Rank

IBIT
IBIT Risk / Return Rank: 33
Overall Rank
IBIT Sharpe Ratio Rank: 22
Sharpe Ratio Rank
IBIT Sortino Ratio Rank: 33
Sortino Ratio Rank
IBIT Omega Ratio Rank: 33
Omega Ratio Rank
IBIT Calmar Ratio Rank: 33
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.

CP vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Canadian Pacific Railway Limited (CP) 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.

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.


CPIBITDifference
Sharpe ratioReturn per unit of total volatility

+1.46

Sortino ratioReturn per unit of downside risk

+2.25

Omega ratioGain probability vs. loss probability

1.11

0.85

+0.25

Calmar ratioReturn relative to maximum drawdown

0.74

-0.78

+1.52

Martin ratioReturn relative to average drawdown

1.41

-1.37

+2.78

CP vs. IBIT - Sharpe Ratio Comparison

The current CP Sharpe Ratio is 0.53, which is higher than the IBIT Sharpe Ratio of -0.92. The chart below compares the historical Sharpe Ratios of CP 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.


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Drawdowns

CP vs. IBIT - Drawdown Comparison

The maximum CP drawdown since its inception was -69.17%, which is greater than IBIT's maximum drawdown of -52.11%. Use the drawdown chart below to compare losses from any high point for CP and IBIT.


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Drawdown Indicators


CPIBITDifference

Max Drawdown

Largest peak-to-trough decline

-69.17%

-52.11%

-17.06%

Max Drawdown (1Y)

Largest decline over 1 year

-16.23%

-52.11%

+35.88%

Max Drawdown (3Y)

Largest decline over 3 years

-25.88%

Max Drawdown (5Y)

Largest decline over 5 years

-25.88%

Max Drawdown (10Y)

Largest decline over 10 years

-33.70%

Current Drawdown

Current decline from peak

-1.29%

-49.45%

+48.16%

Average Drawdown

Average peak-to-trough decline

-20.29%

-16.53%

-3.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.50%

29.64%

-21.14%

Volatility

CP vs. IBIT - Volatility Comparison

The current volatility for Canadian Pacific Railway Limited (CP) is 5.88%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 12.07%. This indicates that CP 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.


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Volatility by Period


CPIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.88%

12.07%

-6.19%

Volatility (6M)

Calculated over the trailing 6-month period

17.25%

34.45%

-17.20%

Volatility (1Y)

Calculated over the trailing 1-year period

22.48%

44.10%

-21.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.45%

50.26%

-25.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.60%

50.26%

-24.66%

Dividends

CP vs. IBIT - Dividend Comparison

CP's dividend yield for the trailing twelve months is around 0.74%, while IBIT has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CP
Canadian Pacific Railway Limited
0.74%0.86%0.76%0.78%0.96%0.84%0.76%0.93%1.07%0.92%0.98%0.98%
IBIT
iShares Bitcoin Trust ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CP and IBIT have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBIT has higher volatility (12.07%) compared to CP (5.88%). In terms of maximum drawdown, CP dropped -69.17% vs IBIT's -52.11%.

CP currently has the higher Sharpe Ratio (0.53 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.

Portfolio Optimizer

Find the right allocation for CP 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.

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