IBIO vs. MAXI
IBIO (iBio, Inc.) is a stock, while MAXI (Simplify Bitcoin Strategy PLUS Income ETF) is Cryptocurrency fund actively managed by Simplify. Over the past 3 years, IBIO returned -49.53%/yr vs 12.72%/yr for MAXI. At a 0.14 correlation, their price movements are largely independent.
Performance
IBIO vs. MAXI - Performance Comparison
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Returns By Period
IBIO
- 1D
- 4.89%
- 1M
- 19.88%
- YTD
- 0.00%
- 6M
- 50.78%
- 1Y
- 95.28%
- 3Y*
- -49.53%
- 5Y*
- -69.23%
- 10Y*
- -52.43%
MAXI
- 1D
- -2.53%
- 1M
- -24.95%
- YTD
- -35.14%
- 6M
- -43.24%
- 1Y
- -61.18%
- 3Y*
- 12.72%
- 5Y*
- —
- 10Y*
- —
IBIO vs. MAXI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
IBIO iBio, Inc. | 0.00% | -21.22% | 78.83% | -84.59% | -89.56% |
MAXI Simplify Bitcoin Strategy PLUS Income ETF | -35.14% | -28.59% | 92.92% | 144.12% | -13.34% |
Correlation
The correlation between IBIO and MAXI is 0.23, 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 (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Oct 3, 2022 | 0.14 |
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Return for Risk
IBIO vs. MAXI — Risk / Return Rank
IBIO
MAXI
IBIO vs. MAXI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iBio, Inc. (IBIO) and Simplify Bitcoin Strategy PLUS Income ETF (MAXI). 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.
| IBIO | MAXI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.75 | ||
| Sortino ratioReturn per unit of downside risk | +3.55 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 0.84 | +0.40 |
| Calmar ratioReturn relative to maximum drawdown | 1.78 | -0.91 | +2.70 |
| Martin ratioReturn relative to average drawdown | 3.38 | -1.42 | +4.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IBIO | MAXI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | -0.93 | +1.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.45 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.33 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.23 | 0.30 | -0.53 |
Drawdowns
IBIO vs. MAXI - Drawdown Comparison
The maximum IBIO drawdown since its inception was -100.00%, which is greater than MAXI's maximum drawdown of -67.12%. Use the drawdown chart below to compare losses from any high point for IBIO and MAXI.
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Drawdown Indicators
| IBIO | MAXI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -100.00% | -67.12% | -32.88% |
Max Drawdown (1Y)Largest decline over 1 year | -53.75% | -67.12% | +13.37% |
Max Drawdown (3Y)Largest decline over 3 years | -96.51% | -67.12% | -29.39% |
Max Drawdown (5Y)Largest decline over 5 years | -99.93% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -99.98% | — | — |
Current DrawdownCurrent decline from peak | -99.99% | -67.12% | -32.87% |
Average DrawdownAverage peak-to-trough decline | -86.67% | -18.80% | -67.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 28.29% | 42.96% | -14.67% |
Volatility
IBIO vs. MAXI - Volatility Comparison
iBio, Inc. (IBIO) has a higher volatility of 26.14% compared to Simplify Bitcoin Strategy PLUS Income ETF (MAXI) at 11.13%. This indicates that IBIO's price experiences larger fluctuations and is considered to be riskier than MAXI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IBIO | MAXI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 26.14% | 11.13% | +15.01% |
Volatility (6M)Calculated over the trailing 6-month period | 87.98% | 44.80% | +43.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 117.98% | 65.74% | +52.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 153.42% | 63.80% | +89.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 156.96% | 63.80% | +93.16% |
Dividends
IBIO vs. MAXI - Dividend Comparison
IBIO has not paid dividends to shareholders, while MAXI's dividend yield for the trailing twelve months is around 68.05%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
IBIO iBio, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MAXI Simplify Bitcoin Strategy PLUS Income ETF | 68.05% | 49.00% | 32.06% | 29.63% | 4.43% |
Frequently Asked Questions
IBIO and MAXI have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IBIO has higher volatility (26.14%) compared to MAXI (11.13%). In terms of maximum drawdown, IBIO dropped -100.00% vs MAXI's -67.12%.
IBIO currently has the higher Sharpe Ratio (0.82 vs -0.93), 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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