DGXX vs. IBIT

Last updated Jul 14, 2026

DGXX (Digi Power X Inc) is a stock, while IBIT (iShares Bitcoin Trust ETF) is Cryptocurrency fund tracking the CME CF Bitcoin Reference Rate - New York Variant. Over the past year, DGXX returned 70.00% vs -47.60% for IBIT. At a 0.35 correlation, their price movements are largely independent.

Performance

DGXX vs. IBIT - Performance Comparison

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

Returns By Period

In the year-to-date period, DGXX achieves a 66.67% return, which is significantly higher than IBIT's -29.06% return.

DGXX

• 1D: -5.56%
• 1M: -31.89%
• 6M: 43.10%
• YTD: 66.67%
• 1Y: 70.00%
• 3Y*: —
• 5Y*: —
• 10Y*: —

IBIT

• 1D: -2.79%
• 1M: -2.28%
• 6M: -32.10%
• YTD: -29.06%
• 1Y: -47.60%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DGXX vs. IBIT - Yearly Performance Comparison

	2026 (YTD)	2025
DGXX Digi Power X Inc	66.67%	107.32%
IBIT iShares Bitcoin Trust ETF	-29.06%	3.14%

Correlation

The correlation between DGXX and IBIT is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.36
Correlation (All Time) Calculated using the full available price history since Mar 17, 2025	0.35

Return for Risk

DGXX vs. IBIT — Risk / Return Rank

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

DGXX

DGXX Risk / Return Rank: 68
DGXX Sharpe Ratio Rank: 65
DGXX Sortino Ratio Rank: 74
DGXX Omega Ratio Rank: 70
DGXX Calmar Ratio Rank: 67
DGXX Martin Ratio Rank: 63

IBIT

IBIT Risk / Return Rank: 1
IBIT Sharpe Ratio Rank: 1
IBIT Sortino Ratio Rank: 1
IBIT Omega Ratio Rank: 1
IBIT Calmar Ratio Rank: 1
IBIT Martin Ratio Rank: 1

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.

DGXX vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Digi Power X Inc (DGXX) 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.

	DGXX	IBIT	Difference
Sharpe ratio: Return per unit of total volatility	0.57	-1.08	+1.65
Sortino ratio: Return per unit of downside risk	1.67	-1.65	+3.32
Omega ratio: Gain probability vs. loss probability	1.19	0.82	+0.38
Calmar ratio: Return relative to maximum drawdown	1.01	-0.90	+1.90
Martin ratio: Return relative to average drawdown	1.68	-1.46	+3.14

DGXX vs. IBIT - Sharpe Ratio Comparison

The current DGXX Sharpe Ratio is 0.57, which is higher than the IBIT Sharpe Ratio of -1.08. The chart below compares the historical Sharpe Ratios of DGXX 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.

Drawdowns

DGXX vs. IBIT - Drawdown Comparison

The maximum DGXX drawdown since its inception was -69.95%, which is greater than IBIT's maximum drawdown of -53.30%. Use the drawdown chart below to compare losses from any high point for DGXX and IBIT.

Drawdown Indicators

	DGXX	IBIT	Difference
Max Drawdown Largest peak-to-trough decline	-69.95%	-53.30%	-16.65%
Max Drawdown (1Y) Largest decline over 1 year	-69.95%	-53.30%	-16.65%
Current Drawdown Current decline from peak	-49.76%	-50.60%	+0.84%
Average Drawdown Average peak-to-trough decline	-30.40%	-17.56%	-12.84%
Ulcer Index Depth and duration of drawdowns from previous peaks	41.68%	32.72%	+8.96%

Volatility

DGXX vs. IBIT - Volatility Comparison

Digi Power X Inc (DGXX) has a higher volatility of 26.91% compared to iShares Bitcoin Trust ETF (IBIT) at 11.51%. This indicates that DGXX'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.

Volatility by Period

	DGXX	IBIT	Difference
Volatility (1M) Calculated over the trailing 1-month period	26.91%	11.51%	+15.40%
Volatility (6M) Calculated over the trailing 6-month period	79.13%	34.79%	+44.34%
Volatility (1Y) Calculated over the trailing 1-year period	123.12%	44.38%	+78.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	125.40%	49.97%	+75.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	125.40%	49.97%	+75.43%

Dividends

DGXX vs. IBIT - Dividend Comparison

Neither DGXX nor IBIT has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both DGXX and IBIT in my portfolio?

DGXX and IBIT have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DGXX or IBIT?

DGXX has higher volatility (26.91%) compared to IBIT (11.51%). In terms of maximum drawdown, DGXX dropped -69.95% vs IBIT's -53.30%.

Which has better risk-adjusted returns?

DGXX currently has the higher Sharpe Ratio (0.57 vs -1.08), 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.