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 -49.68%/yr vs 8.54%/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
In the year-to-date period, IBIO achieves a -25.91% return, which is significantly higher than MAXI's -31.58% return.
IBIO
- 1D
- -0.69%
- 1M
- -13.33%
- 6M
- -42.57%
- YTD
- -25.91%
- 1Y
- 97.27%
- 3Y*
- -49.68%
- 5Y*
- -70.68%
- 10Y*
- -53.72%
MAXI
- 1D
- 0.61%
- 1M
- 1.35%
- 6M
- -41.43%
- YTD
- -31.58%
- 1Y
- -62.64%
- 3Y*
- 8.54%
- 5Y*
- —
- 10Y*
- —
IBIO vs. MAXI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
IBIO iBio, Inc. | -25.91% | -21.22% | 78.83% | -84.59% | -90.24% |
MAXI Simplify Bitcoin Strategy PLUS Income ETF | -31.58% | -28.59% | 92.92% | 144.12% | -13.34% |
Correlation
The correlation between IBIO and MAXI is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2022 | 0.14 |
The correlation between IBIO and MAXI shifts across timeframes, from 0.14 (all time) to 0.25 (1 year), reflecting how their relationship changes across market environments.
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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.
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.
| IBIO | MAXI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.83 | ||
| Sortino ratioReturn per unit of downside risk | +3.74 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 0.82 | +0.42 |
| Calmar ratioReturn relative to maximum drawdown | 1.82 | -0.90 | +2.72 |
| Martin ratioReturn relative to average drawdown | 3.36 | -1.30 | +4.66 |
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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 -69.56%. 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% | -69.56% | -30.44% |
Max Drawdown (1Y)Largest decline over 1 year | -53.75% | -69.56% | +15.81% |
Max Drawdown (3Y)Largest decline over 3 years | -95.74% | -69.56% | -26.18% |
Max Drawdown (5Y)Largest decline over 5 years | -99.92% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -99.98% | — | — |
Current DrawdownCurrent decline from peak | -100.00% | -65.32% | -34.68% |
Average DrawdownAverage peak-to-trough decline | -86.73% | -20.16% | -66.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 29.07% | 48.22% | -19.15% |
Volatility
IBIO vs. MAXI - Volatility Comparison
iBio, Inc. (IBIO) and Simplify Bitcoin Strategy PLUS Income ETF (MAXI) have volatilities of 15.35% and 15.12%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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 | 15.35% | 15.12% | +0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 58.14% | 44.98% | +13.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 113.97% | 64.88% | +49.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 153.45% | 63.47% | +89.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 156.95% | 63.47% | +93.48% |
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 62.26%.
| 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 | 62.26% | 49.00% | 32.06% | 29.63% | 4.43% |
Frequently Asked Questions
IBIO and MAXI have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IBIO has higher volatility (15.35%) compared to MAXI (15.12%). In terms of maximum drawdown, IBIO dropped -100.00% vs MAXI's -69.56%.
IBIO currently has the higher Sharpe Ratio (0.86 vs -0.97), 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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