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IBIT vs. ETN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBIT vs. ETN - Performance Comparison

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

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Returns By Period

In the year-to-date period, IBIT achieves a -27.41% return, which is significantly lower than ETN's 23.61% return.


IBIT

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

ETN

1D
-0.57%
1M
-3.82%
YTD
23.61%
6M
18.59%
1Y
19.85%
3Y*
28.04%
5Y*
23.65%
10Y*
23.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBIT vs. ETN - Yearly Performance Comparison


2026 (YTD)20252024
IBIT
iShares Bitcoin Trust ETF
-27.41%-6.41%89.87%
ETN
Eaton Corporation plc
23.61%-2.79%39.47%

Correlation

The correlation between IBIT and ETN is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.30

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

0.30

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Return for Risk

IBIT vs. ETN — 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

ETN
ETN Risk / Return Rank: 6161
Overall Rank
ETN Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
ETN Sortino Ratio Rank: 5656
Sortino Ratio Rank
ETN Omega Ratio Rank: 5656
Omega Ratio Rank
ETN Calmar Ratio Rank: 6464
Calmar Ratio Rank
ETN Martin Ratio Rank: 6464
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. ETN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Bitcoin Trust ETF (IBIT) and Eaton Corporation plc (ETN). 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.


IBITETNDifference
Sharpe ratioReturn per unit of total volatility

-1.52

Sortino ratioReturn per unit of downside risk

-2.31

Omega ratioGain probability vs. loss probability

0.85

1.13

-0.27

Calmar ratioReturn relative to maximum drawdown

-0.78

1.04

-1.82

Martin ratioReturn relative to average drawdown

-1.37

2.25

-3.62

IBIT vs. ETN - Sharpe Ratio Comparison

The current IBIT Sharpe Ratio is -0.92, which is lower than the ETN Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of IBIT and ETN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IBIT vs. ETN - Drawdown Comparison

The maximum IBIT drawdown since its inception was -52.11%, smaller than the maximum ETN drawdown of -68.95%. Use the drawdown chart below to compare losses from any high point for IBIT and ETN.


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Drawdown Indicators


IBITETNDifference

Max Drawdown

Largest peak-to-trough decline

-52.11%

-68.95%

+16.84%

Max Drawdown (1Y)

Largest decline over 1 year

-52.11%

-19.14%

-32.97%

Max Drawdown (3Y)

Largest decline over 3 years

-34.46%

Max Drawdown (5Y)

Largest decline over 5 years

-34.46%

Max Drawdown (10Y)

Largest decline over 10 years

-44.55%

Current Drawdown

Current decline from peak

-49.45%

-9.36%

-40.09%

Average Drawdown

Average peak-to-trough decline

-16.53%

-14.89%

-1.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

29.64%

8.86%

+20.78%

Volatility

IBIT vs. ETN - Volatility Comparison

The current volatility for iShares Bitcoin Trust ETF (IBIT) is 12.07%, while Eaton Corporation plc (ETN) has a volatility of 13.57%. This indicates that IBIT experiences smaller price fluctuations and is considered to be less risky than ETN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBITETNDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.07%

13.57%

-1.50%

Volatility (6M)

Calculated over the trailing 6-month period

34.45%

26.78%

+7.67%

Volatility (1Y)

Calculated over the trailing 1-year period

44.10%

33.48%

+10.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.26%

30.24%

+20.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.26%

30.10%

+20.16%

Dividends

IBIT vs. ETN - Dividend Comparison

IBIT has not paid dividends to shareholders, while ETN's dividend yield for the trailing twelve months is around 1.09%.


PositionTTM20252024202320222021202020192018201720162015
ETN
Eaton Corporation plc
1.09%1.31%1.13%1.43%2.06%1.76%1.88%3.00%3.85%3.04%3.40%4.23%
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 ETN have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ETN has higher volatility (13.57%) compared to IBIT (12.07%). In terms of maximum drawdown, IBIT dropped -52.11% vs ETN's -68.95%.

ETN currently has the higher Sharpe Ratio (0.60 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 ETN

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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