IBIT vs. ALL
IBIT (iShares Bitcoin Trust ETF) is Cryptocurrency fund tracking the CME CF Bitcoin Reference Rate - New York Variant, while ALL (The Allstate Corporation) is a stock. Over the past year, IBIT returned -39.67% vs 13.66% for ALL. At a correlation of -0.01, they often move in opposite directions.
Performance
IBIT vs. ALL - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IBIT achieves a -27.41% return, which is significantly lower than ALL's 7.58% return.
IBIT
- 1D
- -0.03%
- 1M
- -19.59%
- YTD
- -27.41%
- 6M
- -29.61%
- 1Y
- -39.67%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ALL
- 1D
- 0.94%
- 1M
- 2.50%
- YTD
- 7.58%
- 6M
- 8.08%
- 1Y
- 13.66%
- 3Y*
- 27.76%
- 5Y*
- 13.66%
- 10Y*
- 15.27%
IBIT vs. ALL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
IBIT iShares Bitcoin Trust ETF | -27.41% | -6.41% | 89.87% |
ALL The Allstate Corporation | 7.58% | 10.09% | 30.94% |
Correlation
The correlation between IBIT and ALL is -0.18, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.18 |
Correlation (All Time) Calculated using the full available price history since Jan 11, 2024 | -0.01 |
The correlation between IBIT and ALL shifts across timeframes, from -0.18 (1 year) to -0.01 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IBIT vs. ALL — Risk / Return Rank
IBIT
ALL
IBIT vs. ALL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Bitcoin Trust ETF (IBIT) and The Allstate Corporation (ALL). 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.
| IBIT | ALL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.47 | ||
| Sortino ratioReturn per unit of downside risk | -2.20 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 1.11 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | -0.78 | 1.13 | -1.91 |
| Martin ratioReturn relative to average drawdown | -1.37 | 2.90 | -4.27 |
Loading charts...
Drawdowns
IBIT vs. ALL - Drawdown Comparison
The maximum IBIT drawdown since its inception was -52.11%, smaller than the maximum ALL drawdown of -77.03%. Use the drawdown chart below to compare losses from any high point for IBIT and ALL.
Loading charts...
Drawdown Indicators
| IBIT | ALL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.11% | -77.03% | +24.92% |
Max Drawdown (1Y)Largest decline over 1 year | -52.11% | -11.48% | -40.63% |
Max Drawdown (3Y)Largest decline over 3 years | — | -14.11% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -27.35% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.39% | — |
Current DrawdownCurrent decline from peak | -49.45% | -0.79% | -48.66% |
Average DrawdownAverage peak-to-trough decline | -16.53% | -16.43% | -0.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 29.64% | 4.46% | +25.18% |
Volatility
IBIT vs. ALL - Volatility Comparison
iShares Bitcoin Trust ETF (IBIT) has a higher volatility of 12.07% compared to The Allstate Corporation (ALL) at 8.80%. This indicates that IBIT's price experiences larger fluctuations and is considered to be riskier than ALL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IBIT | ALL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.07% | 8.80% | +3.27% |
Volatility (6M)Calculated over the trailing 6-month period | 34.45% | 17.29% | +17.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.10% | 23.73% | +20.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 50.26% | 25.46% | +24.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.26% | 24.95% | +25.31% |
Dividends
IBIT vs. ALL - Dividend Comparison
IBIT has not paid dividends to shareholders, while ALL's dividend yield for the trailing twelve months is around 1.88%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ALL The Allstate Corporation | 1.88% | 1.92% | 1.91% | 2.54% | 2.51% | 2.75% | 1.96% | 1.78% | 2.23% | 1.41% | 1.78% | 1.93% |
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
IBIT and ALL have a correlation of -0.18, 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 ALL (8.80%). In terms of maximum drawdown, IBIT dropped -52.11% vs ALL's -77.03%.
ALL currently has the higher Sharpe Ratio (0.55 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.
Find the right allocation for IBIT and ALL
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer