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IAK vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

IAK vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Insurance ETF (IAK) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IAK achieves a 1.11% return, which is significantly higher than BTC-USD's -25.06% return. Over the past 10 years, IAK has underperformed BTC-USD with an annualized return of 12.67%, while BTC-USD has yielded a comparatively higher 55.97% annualized return.


IAK

1D
0.68%
1M
2.70%
YTD
1.11%
6M
0.88%
1Y
5.16%
3Y*
18.27%
5Y*
13.37%
10Y*
12.67%

BTC-USD

1D
2.42%
1M
-17.06%
YTD
-25.06%
6M
-25.64%
1Y
-37.83%
3Y*
36.87%
5Y*
10.30%
10Y*
55.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IAK vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IAK
iShares U.S. Insurance ETF
1.11%9.50%28.25%11.28%11.33%26.84%-2.86%25.94%-11.48%14.18%
BTC-USD
Bitcoin
-25.06%-6.27%120.76%155.82%-64.23%59.40%304.57%94.10%-73.37%1,324.24%

Correlation

The correlation between IAK and BTC-USD is 0.05, 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

0.05

Correlation (3Y)
Calculated over the trailing 3-year period

0.07

Correlation (5Y)
Calculated over the trailing 5-year period

0.13

Correlation (10Y)
Calculated over the trailing 10-year period

0.08

Correlation (All Time)
Calculated using the full available price history since Sep 29, 2012

0.06

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Return for Risk

IAK vs. BTC-USD — Risk / Return Rank

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

IAK
IAK Risk / Return Rank: 1515
Overall Rank
IAK Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
IAK Sortino Ratio Rank: 1313
Sortino Ratio Rank
IAK Omega Ratio Rank: 1313
Omega Ratio Rank
IAK Calmar Ratio Rank: 1717
Calmar Ratio Rank
IAK Martin Ratio Rank: 1616
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 3636
Overall Rank
BTC-USD Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3636
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3535
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 5353
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 3535
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.

IAK vs. BTC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Insurance ETF (IAK) and Bitcoin (BTC-USD). 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.


IAKBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+1.17

Sortino ratioReturn per unit of downside risk

+1.70

Omega ratioGain probability vs. loss probability

1.06

0.88

+0.18

Calmar ratioReturn relative to maximum drawdown

0.57

-0.74

+1.31

Martin ratioReturn relative to average drawdown

1.27

-1.28

+2.56

IAK vs. BTC-USD - Sharpe Ratio Comparison

The current IAK Sharpe Ratio is 0.29, which is higher than the BTC-USD Sharpe Ratio of -0.88. The chart below compares the historical Sharpe Ratios of IAK and BTC-USD, 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

IAK vs. BTC-USD - Drawdown Comparison

The maximum IAK drawdown since its inception was -77.38%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for IAK and BTC-USD.


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Drawdown Indicators


IAKBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-77.38%

-85.30%

+7.92%

Max Drawdown (1Y)

Largest decline over 1 year

-7.62%

-51.21%

+43.59%

Max Drawdown (3Y)

Largest decline over 3 years

-11.58%

-51.21%

+39.63%

Max Drawdown (5Y)

Largest decline over 5 years

-14.76%

-76.67%

+61.91%

Max Drawdown (10Y)

Largest decline over 10 years

-44.95%

-83.80%

+38.85%

Current Drawdown

Current decline from peak

-0.23%

-47.43%

+47.20%

Average Drawdown

Average peak-to-trough decline

-16.11%

-42.37%

+26.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.41%

35.28%

-31.87%

Volatility

IAK vs. BTC-USD - Volatility Comparison

The current volatility for iShares U.S. Insurance ETF (IAK) is 5.49%, while Bitcoin (BTC-USD) has a volatility of 12.10%. This indicates that IAK experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IAKBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.49%

12.10%

-6.61%

Volatility (6M)

Calculated over the trailing 6-month period

10.75%

34.64%

-23.89%

Volatility (1Y)

Calculated over the trailing 1-year period

15.10%

35.63%

-20.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.14%

44.55%

-26.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.92%

56.61%

-35.69%

Frequently Asked Questions


IAK and BTC-USD have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BTC-USD has higher volatility (12.10%) compared to IAK (5.49%). In terms of maximum drawdown, IAK dropped -77.38% vs BTC-USD's -85.30%.

IAK currently has the higher Sharpe Ratio (0.29 vs -0.88), 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 IAK and BTC-USD

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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