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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%SeptemberOctoberNovemberDecember2025February
48.62%
49.97%
IBIT
BTC-USD

Key characteristics

Sharpe Ratio

IBIT:

1.45

BTC-USD:

1.48

Sortino Ratio

IBIT:

2.15

BTC-USD:

2.19

Omega Ratio

IBIT:

1.25

BTC-USD:

1.22

Calmar Ratio

IBIT:

2.97

BTC-USD:

1.23

Martin Ratio

IBIT:

6.72

BTC-USD:

8.41

Ulcer Index

IBIT:

12.17%

BTC-USD:

8.60%

Daily Std Dev

IBIT:

56.40%

BTC-USD:

43.82%

Max Drawdown

IBIT:

-27.51%

BTC-USD:

-93.07%

Current Drawdown

IBIT:

-11.21%

BTC-USD:

-9.44%

Returns By Period

In the year-to-date period, IBIT achieves a 1.64% return, which is significantly lower than BTC-USD's 2.89% return.


IBIT

YTD

1.64%

1M

-9.20%

6M

48.62%

1Y

81.43%

5Y*

N/A

10Y*

N/A

BTC-USD

YTD

2.89%

1M

-7.26%

6M

49.98%

1Y

87.36%

5Y*

57.48%

10Y*

82.18%

*Annualized

Compare stocks, funds, or ETFs

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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 6565
Overall Rank
The Sharpe Ratio Rank of IBIT is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of IBIT is 6464
Sortino Ratio Rank
The Omega Ratio Rank of IBIT is 5656
Omega Ratio Rank
The Calmar Ratio Rank of IBIT is 8282
Calmar Ratio Rank
The Martin Ratio Rank of IBIT is 6161
Martin Ratio Rank

BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 8686
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 8383
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8484
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 8787
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 9090
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 1.28, compared to the broader market0.002.004.001.281.48
The chart of Sortino ratio for IBIT, currently valued at 1.96, compared to the broader market0.005.0010.001.962.19
The chart of Omega ratio for IBIT, currently valued at 1.23, compared to the broader market0.501.001.502.002.503.001.231.22
The chart of Calmar ratio for IBIT, currently valued at 1.13, compared to the broader market0.005.0010.0015.001.131.23
The chart of Martin ratio for IBIT, currently valued at 7.99, compared to the broader market0.0020.0040.0060.0080.00100.007.998.41
IBIT
BTC-USD

The current IBIT Sharpe Ratio is 1.45, which is comparable to the BTC-USD Sharpe Ratio of 1.48. 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 Ratio0.501.001.502.00OctoberNovemberDecember2025February
1.28
1.48
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%SeptemberOctoberNovemberDecember2025February
-11.21%
-9.44%
IBIT
BTC-USD

Volatility

IBIT vs. BTC-USD - Volatility Comparison

iShares Bitcoin Trust (IBIT) has a higher volatility of 9.86% compared to Bitcoin (BTC-USD) at 9.00%. 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%SeptemberOctoberNovemberDecember2025February
9.86%
9.00%
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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