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HSY vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HSY vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Hershey Company (HSY) 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, HSY achieves a 1.25% return, which is significantly higher than IBIT's -27.41% return.


HSY

1D
0.45%
1M
-3.82%
YTD
1.25%
6M
1.34%
1Y
10.63%
3Y*
-8.39%
5Y*
3.29%
10Y*
9.11%

IBIT

1D
-0.03%
1M
-21.94%
YTD
-27.41%
6M
-29.61%
1Y
-39.67%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HSY vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
HSY
The Hershey Company
1.25%10.98%-8.08%
IBIT
iShares Bitcoin Trust ETF
-27.41%-6.41%89.87%

Correlation

The correlation between HSY and IBIT is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.03

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

-0.05

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Return for Risk

HSY vs. IBIT — Risk / Return Rank

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

HSY
HSY Risk / Return Rank: 5050
Overall Rank
HSY Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
HSY Sortino Ratio Rank: 4848
Sortino Ratio Rank
HSY Omega Ratio Rank: 4646
Omega Ratio Rank
HSY Calmar Ratio Rank: 5151
Calmar Ratio Rank
HSY Martin Ratio Rank: 5252
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.

HSY vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Hershey Company (HSY) 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.


HSYIBITDifference
Sharpe ratioReturn per unit of total volatility

+1.24

Sortino ratioReturn per unit of downside risk

+1.96

Omega ratioGain probability vs. loss probability

1.08

0.85

+0.22

Calmar ratioReturn relative to maximum drawdown

0.35

-0.78

+1.13

Martin ratioReturn relative to average drawdown

0.87

-1.37

+2.24

HSY vs. IBIT - Sharpe Ratio Comparison

The current HSY Sharpe Ratio is 0.32, which is higher than the IBIT Sharpe Ratio of -0.92. The chart below compares the historical Sharpe Ratios of HSY 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

HSY vs. IBIT - Drawdown Comparison

The maximum HSY drawdown since its inception was -49.15%, smaller than the maximum IBIT drawdown of -52.11%. Use the drawdown chart below to compare losses from any high point for HSY and IBIT.


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Drawdown Indicators


HSYIBITDifference

Max Drawdown

Largest peak-to-trough decline

-49.15%

-52.11%

+2.96%

Max Drawdown (1Y)

Largest decline over 1 year

-25.01%

-52.11%

+27.10%

Max Drawdown (3Y)

Largest decline over 3 years

-42.23%

Max Drawdown (5Y)

Largest decline over 5 years

-45.25%

Max Drawdown (10Y)

Largest decline over 10 years

-45.25%

Current Drawdown

Current decline from peak

-28.02%

-49.45%

+21.43%

Average Drawdown

Average peak-to-trough decline

-13.10%

-16.53%

+3.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.00%

29.64%

-19.64%

Volatility

HSY vs. IBIT - Volatility Comparison

The current volatility for The Hershey Company (HSY) is 9.48%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 12.07%. This indicates that HSY 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


HSYIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.48%

12.07%

-2.59%

Volatility (6M)

Calculated over the trailing 6-month period

20.08%

34.45%

-14.37%

Volatility (1Y)

Calculated over the trailing 1-year period

27.49%

44.10%

-16.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.77%

50.26%

-27.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.44%

50.26%

-26.82%

Dividends

HSY vs. IBIT - Dividend Comparison

HSY's dividend yield for the trailing twelve months is around 3.11%, while IBIT has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
HSY
The Hershey Company
3.11%3.01%3.24%2.39%1.67%1.76%2.07%2.03%2.57%2.24%2.32%2.50%
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


HSY and IBIT have a correlation of -0.03, 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 HSY (9.48%). In terms of maximum drawdown, HSY dropped -49.15% vs IBIT's -52.11%.

HSY currently has the higher Sharpe Ratio (0.32 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 HSY 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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