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GLXY vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLXY vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Galaxy Digital Inc. (GLXY) 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, GLXY achieves a -6.04% return, which is significantly higher than IBIT's -28.22% return.


GLXY

1D
-2.37%
1M
-14.56%
6M
-25.65%
YTD
-6.04%
1Y
-21.84%
3Y*
5Y*
10Y*
ALL TIME*
-8.86%

IBIT

1D
-2.89%
1M
2.21%
6M
-24.95%
YTD
-28.22%
1Y
-44.50%
3Y*
5Y*
10Y*
ALL TIME*
10.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$133.62M$141.92M$181.78M
$1.30B$1.34B$1.68B

GLXY vs. IBIT - Yearly Performance Comparison


2026 (YTD)2025
GLXY
Galaxy Digital Inc.
-6.04%-4.85%
IBIT
iShares Bitcoin Trust ETF
-28.22%-15.37%

Correlation

The correlation between GLXY and IBIT is 0.68, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.68

Correlation (All Time)
Calculated using the full available price history since May 16, 2025

0.65

The correlation between GLXY and IBIT has been stable across timeframes, ranging from 0.65 to 0.68 - a consistent structural relationship.

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Return for Risk

GLXY vs. IBIT — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GLXY
GLXY Risk / Return Rank: 3333
Overall Rank
GLXY Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
GLXY Sortino Ratio Rank: 3737
Sortino Ratio Rank
GLXY Omega Ratio Rank: 3737
Omega Ratio Rank
GLXY Calmar Ratio Rank: 2929
Calmar Ratio Rank
GLXY Martin Ratio Rank: 3030
Martin Ratio Rank

IBIT
IBIT Risk / Return Rank: 11
Overall Rank
IBIT Sharpe Ratio Rank: 11
Sharpe Ratio Rank
IBIT Sortino Ratio Rank: 11
Sortino Ratio Rank
IBIT Omega Ratio Rank: 22
Omega Ratio Rank
IBIT Calmar Ratio Rank: 22
Calmar Ratio Rank
IBIT Martin Ratio Rank: 11
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GLXY vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Galaxy Digital Inc. (GLXY) 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.


GLXYIBITDifference
Sharpe ratioReturn per unit of total volatility

+0.76

Sortino ratioReturn per unit of downside risk

+1.75

Omega ratioGain probability vs. loss probability

1.02

0.83

+0.19

Calmar ratioReturn relative to maximum drawdown

-0.43

-0.87

+0.44

Martin ratioReturn relative to average drawdown

-0.73

-1.34

+0.61

GLXY vs. IBIT - Sharpe Ratio Comparison

The current GLXY Sharpe Ratio is -0.29, which is higher than the IBIT Sharpe Ratio of -1.04. The chart below compares the historical Sharpe Ratios of GLXY 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

GLXY vs. IBIT - Drawdown Comparison

The maximum GLXY drawdown since its inception was -60.71%, which is greater than IBIT's maximum drawdown of -53.30%. Use the drawdown chart below to compare losses from any high point for GLXY and IBIT.


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Drawdown Indicators


GLXYIBITDifference

Max Drawdown

Largest peak-to-trough decline

-60.71%

-53.30%

-7.41%

Max Drawdown (1Y)

Largest decline over 1 year

-60.71%

-53.30%

-7.41%

Current Drawdown

Current decline from peak

-50.98%

-50.01%

-0.97%

Average Drawdown

Average peak-to-trough decline

-29.18%

-18.24%

-10.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

35.74%

34.66%

+1.08%

Volatility

GLXY vs. IBIT - Volatility Comparison

Galaxy Digital Inc. (GLXY) has a higher volatility of 30.77% compared to iShares Bitcoin Trust ETF (IBIT) at 9.21%. This indicates that GLXY'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


GLXYIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

30.77%

9.21%

+21.56%

Volatility (6M)

Calculated over the trailing 6-month period

70.62%

33.74%

+36.88%

Volatility (1Y)

Calculated over the trailing 1-year period

91.24%

44.46%

+46.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

90.32%

49.60%

+40.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

90.32%

49.60%

+40.72%

Dividends

GLXY vs. IBIT - Dividend Comparison

Neither GLXY nor IBIT has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


GLXY and IBIT have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GLXY has higher volatility (30.77%) compared to IBIT (9.21%). In terms of maximum drawdown, GLXY dropped -60.71% vs IBIT's -53.30%.

GLXY currently has the higher Sharpe Ratio (-0.29 vs -1.04), 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

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