GLSI vs. IBIT
GLSI (Greenwich LifeSciences, 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, GLSI returned 162.90% vs -39.82% for IBIT. At a 0.24 correlation, their price movements are largely independent.
Performance
GLSI vs. IBIT - Performance Comparison
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Returns By Period
In the year-to-date period, GLSI achieves a 9.61% return, which is significantly higher than IBIT's -28.88% return.
GLSI
- 1D
- -3.03%
- 1M
- -16.71%
- YTD
- 9.61%
- 6M
- 58.06%
- 1Y
- 162.90%
- 3Y*
- 33.64%
- 5Y*
- -12.03%
- 10Y*
- —
IBIT
- 1D
- -3.26%
- 1M
- -17.81%
- YTD
- -28.88%
- 6M
- -28.88%
- 1Y
- -39.82%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GLSI vs. IBIT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
GLSI Greenwich LifeSciences, Inc. | 9.61% | 87.09% | 13.66% |
IBIT iShares Bitcoin Trust ETF | -28.88% | -6.41% | 89.87% |
Correlation
The correlation between GLSI and IBIT is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Jan 11, 2024 | 0.24 |
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Return for Risk
GLSI vs. IBIT — Risk / Return Rank
GLSI
IBIT
GLSI vs. IBIT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Greenwich LifeSciences, Inc. (GLSI) 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.
| GLSI | IBIT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.67 | ||
| Sortino ratioReturn per unit of downside risk | +3.74 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 0.86 | +0.44 |
| Calmar ratioReturn relative to maximum drawdown | 4.41 | -0.77 | +5.18 |
| Martin ratioReturn relative to average drawdown | 7.80 | -1.30 | +9.10 |
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Drawdowns
GLSI vs. IBIT - Drawdown Comparison
The maximum GLSI drawdown since its inception was -90.11%, which is greater than IBIT's maximum drawdown of -52.11%. Use the drawdown chart below to compare losses from any high point for GLSI and IBIT.
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Drawdown Indicators
| GLSI | IBIT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.11% | -52.11% | -38.00% |
Max Drawdown (1Y)Largest decline over 1 year | -37.15% | -52.11% | +14.96% |
Max Drawdown (3Y)Largest decline over 3 years | -61.37% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -84.90% | — | — |
Current DrawdownCurrent decline from peak | -68.11% | -50.47% | -17.64% |
Average DrawdownAverage peak-to-trough decline | -72.75% | -16.85% | -55.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.97% | 30.58% | -9.61% |
Volatility
GLSI vs. IBIT - Volatility Comparison
Greenwich LifeSciences, Inc. (GLSI) has a higher volatility of 24.96% compared to iShares Bitcoin Trust ETF (IBIT) at 13.18%. This indicates that GLSI'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.
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Volatility by Period
| GLSI | IBIT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 24.96% | 13.18% | +11.78% |
Volatility (6M)Calculated over the trailing 6-month period | 80.55% | 34.64% | +45.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 92.95% | 44.31% | +48.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 78.67% | 50.22% | +28.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 426.56% | 50.22% | +376.34% |
Dividends
GLSI vs. IBIT - Dividend Comparison
Neither GLSI nor IBIT has paid dividends to shareholders.
Frequently Asked Questions
GLSI and IBIT have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GLSI has higher volatility (24.96%) compared to IBIT (13.18%). In terms of maximum drawdown, GLSI dropped -90.11% vs IBIT's -52.11%.
GLSI currently has the higher Sharpe Ratio (1.76 vs -0.90), 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.
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