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GD vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GD vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in General Dynamics Corporation (GD) 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, GD achieves a 7.93% return, which is significantly higher than IBIT's -27.41% return.


GD

1D
0.38%
1M
5.52%
YTD
7.93%
6M
7.67%
1Y
31.05%
3Y*
21.44%
5Y*
15.92%
10Y*
12.38%

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)

GD vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
GD
General Dynamics Corporation
7.93%30.39%6.99%
IBIT
iShares Bitcoin Trust ETF
-27.41%-6.41%89.87%

Correlation

The correlation between GD and IBIT is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.24

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

0.14

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Return for Risk

GD vs. IBIT — Risk / Return Rank

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

GD
GD Risk / Return Rank: 8181
Overall Rank
GD Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
GD Sortino Ratio Rank: 8282
Sortino Ratio Rank
GD Omega Ratio Rank: 7979
Omega Ratio Rank
GD Calmar Ratio Rank: 7777
Calmar Ratio Rank
GD Martin Ratio Rank: 8383
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.

GD vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for General Dynamics Corporation (GD) 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.


GDIBITDifference
Sharpe ratioReturn per unit of total volatility

+2.37

Sortino ratioReturn per unit of downside risk

+3.61

Omega ratioGain probability vs. loss probability

1.27

0.85

+0.42

Calmar ratioReturn relative to maximum drawdown

2.15

-0.78

+2.93

Martin ratioReturn relative to average drawdown

7.36

-1.37

+8.73

GD vs. IBIT - Sharpe Ratio Comparison

The current GD Sharpe Ratio is 1.44, which is higher than the IBIT Sharpe Ratio of -0.92. The chart below compares the historical Sharpe Ratios of GD 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

GD vs. IBIT - Drawdown Comparison

The maximum GD drawdown since its inception was -75.67%, which is greater than IBIT's maximum drawdown of -52.11%. Use the drawdown chart below to compare losses from any high point for GD and IBIT.


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Drawdown Indicators


GDIBITDifference

Max Drawdown

Largest peak-to-trough decline

-75.67%

-52.11%

-23.56%

Max Drawdown (1Y)

Largest decline over 1 year

-14.53%

-52.11%

+37.58%

Max Drawdown (3Y)

Largest decline over 3 years

-22.55%

Max Drawdown (5Y)

Largest decline over 5 years

-22.55%

Max Drawdown (10Y)

Largest decline over 10 years

-51.63%

Current Drawdown

Current decline from peak

-1.49%

-49.45%

+47.96%

Average Drawdown

Average peak-to-trough decline

-15.60%

-16.53%

+0.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.23%

29.64%

-25.41%

Volatility

GD vs. IBIT - Volatility Comparison

The current volatility for General Dynamics Corporation (GD) is 7.70%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 12.07%. This indicates that GD 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


GDIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.70%

12.07%

-4.37%

Volatility (6M)

Calculated over the trailing 6-month period

17.78%

34.45%

-16.67%

Volatility (1Y)

Calculated over the trailing 1-year period

21.67%

44.10%

-22.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.54%

50.26%

-29.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.76%

50.26%

-27.50%

Dividends

GD vs. IBIT - Dividend Comparison

GD's dividend yield for the trailing twelve months is around 1.69%, while IBIT has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
GD
General Dynamics Corporation
1.69%1.76%2.12%2.01%2.00%2.24%2.90%2.26%2.31%1.61%1.72%1.96%
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


GD and IBIT have a correlation of 0.24, 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 GD (7.70%). In terms of maximum drawdown, GD dropped -75.67% vs IBIT's -52.11%.

GD currently has the higher Sharpe Ratio (1.44 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 GD and IBIT

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