PortfoliosLab logoPortfoliosLab logo
IBIT vs. AMLP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBIT vs. AMLP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Bitcoin Trust ETF (IBIT) and Alerian MLP ETF (AMLP). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IBIT achieves a -27.41% return, which is significantly lower than AMLP's 15.29% return.


IBIT

1D
-0.03%
1M
-20.12%
YTD
-27.41%
6M
-29.61%
1Y
-40.63%
3Y*
5Y*
10Y*

AMLP

1D
-0.34%
1M
-1.96%
YTD
15.29%
6M
14.35%
1Y
14.76%
3Y*
20.22%
5Y*
15.26%
10Y*
6.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBIT vs. AMLP - Yearly Performance Comparison


2026 (YTD)20252024
IBIT
iShares Bitcoin Trust ETF
-27.41%-6.41%89.87%
AMLP
Alerian MLP ETF
15.29%5.78%21.76%

Correlation

The correlation between IBIT and AMLP is -0.00, 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

-0.00

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

0.16

The correlation between IBIT and AMLP shifts across timeframes, from -0.00 (1 year) to 0.16 (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. AMLP — Risk / Return Rank

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

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

AMLP
AMLP Risk / Return Rank: 3838
Overall Rank
AMLP Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
AMLP Sortino Ratio Rank: 3939
Sortino Ratio Rank
AMLP Omega Ratio Rank: 3737
Omega Ratio Rank
AMLP Calmar Ratio Rank: 3838
Calmar Ratio Rank
AMLP Martin Ratio Rank: 3939
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.

IBIT vs. AMLP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Bitcoin Trust ETF (IBIT) and Alerian MLP ETF (AMLP). 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.


IBITAMLPDifference
Sharpe ratioReturn per unit of total volatility

-2.18

Sortino ratioReturn per unit of downside risk

-3.09

Omega ratioGain probability vs. loss probability

0.85

1.22

-0.36

Calmar ratioReturn relative to maximum drawdown

-0.78

1.66

-2.44

Martin ratioReturn relative to average drawdown

-1.37

5.35

-6.73

IBIT vs. AMLP - Sharpe Ratio Comparison

The current IBIT Sharpe Ratio is -0.92, which is lower than the AMLP Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of IBIT and AMLP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

IBIT vs. AMLP - Drawdown Comparison

The maximum IBIT drawdown since its inception was -52.11%, smaller than the maximum AMLP drawdown of -77.19%. Use the drawdown chart below to compare losses from any high point for IBIT and AMLP.


Loading charts...

Drawdown Indicators


IBITAMLPDifference

Max Drawdown

Largest peak-to-trough decline

-52.11%

-77.19%

+25.08%

Max Drawdown (1Y)

Largest decline over 1 year

-52.11%

-8.94%

-43.17%

Max Drawdown (3Y)

Largest decline over 3 years

-14.27%

Max Drawdown (5Y)

Largest decline over 5 years

-20.92%

Max Drawdown (10Y)

Largest decline over 10 years

-72.62%

Current Drawdown

Current decline from peak

-49.45%

-4.94%

-44.51%

Average Drawdown

Average peak-to-trough decline

-16.53%

-17.37%

+0.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

29.64%

2.77%

+26.87%

Volatility

IBIT vs. AMLP - Volatility Comparison

iShares Bitcoin Trust ETF (IBIT) has a higher volatility of 12.07% compared to Alerian MLP ETF (AMLP) at 4.71%. This indicates that IBIT's price experiences larger fluctuations and is considered to be riskier than AMLP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IBITAMLPDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.07%

4.71%

+7.36%

Volatility (6M)

Calculated over the trailing 6-month period

34.45%

8.77%

+25.68%

Volatility (1Y)

Calculated over the trailing 1-year period

44.10%

11.84%

+32.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.26%

19.95%

+30.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.26%

27.67%

+22.59%

IBIT vs. AMLP - Expense Ratio Comparison

IBIT has a 0.25% expense ratio, which is lower than AMLP's 0.90% expense ratio.


Dividends

IBIT vs. AMLP - Dividend Comparison

IBIT has not paid dividends to shareholders, while AMLP's dividend yield for the trailing twelve months is around 7.71%.


PositionTTM20252024202320222021202020192018201720162015
AMLP
Alerian MLP ETF
7.71%8.36%7.70%7.86%7.70%8.55%12.31%9.12%9.29%7.97%8.09%9.84%
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 AMLP have a correlation of -0.00, 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 AMLP (4.71%). In terms of maximum drawdown, IBIT dropped -52.11% vs AMLP's -77.19%.

On 1-year performance, AMLP leads with 14.76% vs -40.63% for IBIT. On fees, IBIT is cheaper at 0.25% per year. On volatility, AMLP has been the lower-risk option at 4.71%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, AMLP has performed better with a 14.76% return vs -40.63%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBIT is cheaper with a 0.25% expense ratio, compared with 0.90% for AMLP.

AMLP has the higher dividend yield at 7.71%, compared with 0.00% for IBIT.

IBIT is categorized as Cryptocurrency, while AMLP is MLPs. IBIT tracks CME CF Bitcoin Reference Rate - New York Variant, while AMLP tracks Alerian MLP Infrastructure Index. They also come from different issuers: iShares and SS&C. Their fees differ too: 0.25% for IBIT and 0.90% for AMLP.

AMLP currently has the higher Sharpe Ratio (1.25 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 IBIT and AMLP

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