PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
IBIT vs. BTC-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between IBIT and BTC-USD is 0.76, 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%AugustSeptemberOctoberNovemberDecember2025
55.26%
55.53%
IBIT
BTC-USD

Key characteristics

Sharpe Ratio

IBIT:

2.54

BTC-USD:

2.38

Sortino Ratio

IBIT:

3.02

BTC-USD:

3.04

Omega Ratio

IBIT:

1.36

BTC-USD:

1.30

Calmar Ratio

IBIT:

5.24

BTC-USD:

2.37

Martin Ratio

IBIT:

12.06

BTC-USD:

10.81

Ulcer Index

IBIT:

11.96%

BTC-USD:

11.01%

Daily Std Dev

IBIT:

56.90%

BTC-USD:

43.94%

Max Drawdown

IBIT:

-27.51%

BTC-USD:

-93.07%

Current Drawdown

IBIT:

-1.83%

BTC-USD:

-1.58%

Returns By Period

The year-to-date returns for both stocks are quite close, with IBIT having a 12.38% return and BTC-USD slightly lower at 11.81%.


IBIT

YTD

12.38%

1M

4.27%

6M

55.26%

1Y

155.44%

5Y*

N/A

10Y*

N/A

BTC-USD

YTD

11.81%

1M

4.42%

6M

56.59%

1Y

153.17%

5Y*

64.37%

10Y*

85.95%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

IBIT vs. BTC-USD — Risk-Adjusted Performance Rank

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

IBIT
The Risk-Adjusted Performance Rank of IBIT is 8686
Overall Rank
The Sharpe Ratio Rank of IBIT is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of IBIT is 8484
Sortino Ratio Rank
The Omega Ratio Rank of IBIT is 7676
Omega Ratio Rank
The Calmar Ratio Rank of IBIT is 9595
Calmar Ratio Rank
The Martin Ratio Rank of IBIT is 8181
Martin Ratio Rank

BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 8787
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 8585
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8585
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 9292
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 8888
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 2.14, compared to the broader market0.002.004.002.142.38
The chart of Sortino ratio for IBIT, currently valued at 2.74, compared to the broader market0.005.0010.002.743.04
The chart of Omega ratio for IBIT, currently valued at 1.33, compared to the broader market0.501.001.502.002.503.003.501.331.30
The chart of Calmar ratio for IBIT, currently valued at 2.28, compared to the broader market0.005.0010.0015.002.282.37
The chart of Martin ratio for IBIT, currently valued at 10.84, compared to the broader market0.0020.0040.0060.0080.00100.0010.8410.81
IBIT
BTC-USD

The current IBIT Sharpe Ratio is 2.54, which is comparable to the BTC-USD Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of IBIT and BTC-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15Dec 22Dec 29Jan 05Jan 12
2.14
2.38
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%AugustSeptemberOctoberNovemberDecember2025
-1.83%
-1.58%
IBIT
BTC-USD

Volatility

IBIT vs. BTC-USD - Volatility Comparison

iShares Bitcoin Trust (IBIT) has a higher volatility of 14.48% compared to Bitcoin (BTC-USD) at 12.88%. 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%AugustSeptemberOctoberNovemberDecember2025
14.48%
12.88%
IBIT
BTC-USD
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab