IBIT vs. META
IBIT (iShares Bitcoin Trust ETF) is Cryptocurrency fund tracking the CME CF Bitcoin Reference Rate - New York Variant, while META (Meta Platforms, Inc.) is a stock. Over the past year, IBIT returned -39.44% vs -15.84% for META. At a 0.24 correlation, their price movements are largely independent.
Performance
IBIT vs. META - Performance Comparison
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Returns By Period
In the year-to-date period, IBIT achieves a -27.71% return, which is significantly lower than META's -11.24% return.
IBIT
- 1D
- 5.13%
- 1M
- -21.03%
- YTD
- -27.71%
- 6M
- -30.34%
- 1Y
- -39.44%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
META
- 1D
- -1.28%
- 1M
- -3.98%
- YTD
- -11.24%
- 6M
- -12.06%
- 1Y
- -15.84%
- 3Y*
- 30.58%
- 5Y*
- 12.31%
- 10Y*
- 17.60%
IBIT vs. META - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
IBIT iShares Bitcoin Trust ETF | -27.71% | -6.41% | 89.87% |
META Meta Platforms, Inc. | -11.24% | 13.09% | 58.65% |
Correlation
The correlation between IBIT and META is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Jan 11, 2024 | 0.24 |
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Return for Risk
IBIT vs. META — Risk / Return Rank
IBIT
META
IBIT vs. META - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Bitcoin Trust ETF (IBIT) and Meta Platforms, Inc. (META). 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.
| IBIT | META | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.45 | ||
| Sortino ratioReturn per unit of downside risk | -0.80 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 0.94 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | -0.76 | -0.48 | -0.28 |
| Martin ratioReturn relative to average drawdown | -1.36 | -1.01 | -0.35 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IBIT | META | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.90 | -0.45 | -0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.28 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.46 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.54 | -0.28 |
Drawdowns
IBIT vs. META - Drawdown Comparison
The maximum IBIT drawdown since its inception was -52.11%, smaller than the maximum META drawdown of -76.74%. Use the drawdown chart below to compare losses from any high point for IBIT and META.
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Drawdown Indicators
| IBIT | META | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.11% | -76.74% | +24.63% |
Max Drawdown (1Y)Largest decline over 1 year | -52.11% | -33.30% | -18.81% |
Max Drawdown (3Y)Largest decline over 3 years | — | -34.15% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -76.74% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -76.74% | — |
Current DrawdownCurrent decline from peak | -49.66% | -25.73% | -23.93% |
Average DrawdownAverage peak-to-trough decline | -16.19% | -15.26% | -0.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 28.97% | 15.69% | +13.28% |
Volatility
IBIT vs. META - Volatility Comparison
iShares Bitcoin Trust ETF (IBIT) has a higher volatility of 11.85% compared to Meta Platforms, Inc. (META) at 10.48%. This indicates that IBIT's price experiences larger fluctuations and is considered to be riskier than META based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IBIT | META | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.85% | 10.48% | +1.37% |
Volatility (6M)Calculated over the trailing 6-month period | 34.60% | 26.95% | +7.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.28% | 35.56% | +8.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 50.32% | 44.05% | +6.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.32% | 38.69% | +11.63% |
Dividends
IBIT vs. META - Dividend Comparison
IBIT has not paid dividends to shareholders, while META's dividend yield for the trailing twelve months is around 0.36%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
IBIT iShares Bitcoin Trust ETF | 0.00% | 0.00% | 0.00% |
META Meta Platforms, Inc. | 0.36% | 0.32% | 0.34% |
Frequently Asked Questions
IBIT and META have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IBIT has higher volatility (11.85%) compared to META (10.48%). In terms of maximum drawdown, IBIT dropped -52.11% vs META's -76.74%.
META currently has the higher Sharpe Ratio (-0.45 vs -0.90), 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.
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