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IBIT vs. BTC-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between IBIT and BTC-USD is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

IBIT vs. BTC-USD - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
65.75%
63.39%
IBIT
BTC-USD

Key characteristics

Daily Std Dev

IBIT:

57.13%

BTC-USD:

44.11%

Max Drawdown

IBIT:

-27.51%

BTC-USD:

-93.07%

Current Drawdown

IBIT:

0.00%

BTC-USD:

0.00%

Returns By Period


IBIT

YTD

N/A

1M

16.50%

6M

65.75%

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

BTC-USD

YTD

151.13%

1M

18.14%

6M

62.94%

1Y

149.02%

5Y (annualized)

71.27%

10Y (annualized)

78.13%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

IBIT vs. BTC-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Bitcoin Trust (IBIT) 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.


Sharpe ratio
The chart of Sharpe ratio for IBIT, currently valued at 1.57, compared to the broader market0.002.004.001.571.70
The chart of Sortino ratio for IBIT, currently valued at 2.24, compared to the broader market-2.000.002.004.006.008.0010.002.242.42
The chart of Omega ratio for IBIT, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.001.261.24
The chart of Calmar ratio for IBIT, currently valued at 1.51, compared to the broader market0.005.0010.0015.001.511.54
The chart of Martin ratio for IBIT, currently valued at 7.76, compared to the broader market0.0020.0040.0060.0080.00100.007.767.64
IBIT
BTC-USD


Rolling 12-month Sharpe Ratio0.600.801.001.201.401.601.80Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15
1.57
1.70
IBIT
BTC-USD

Drawdowns

IBIT vs. BTC-USD - Drawdown Comparison

The maximum IBIT drawdown since its inception was -27.51%, smaller than the maximum BTC-USD drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for IBIT and BTC-USD. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember00
IBIT
BTC-USD

Volatility

IBIT vs. BTC-USD - Volatility Comparison

iShares Bitcoin Trust (IBIT) has a higher volatility of 13.97% compared to Bitcoin (BTC-USD) at 12.45%. This indicates that IBIT's price experiences larger fluctuations and is considered to be riskier than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
13.97%
12.45%
IBIT
BTC-USD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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