IBIT vs. SIEGY
IBIT (iShares Bitcoin Trust ETF) is Cryptocurrency fund tracking the CME CF Bitcoin Reference Rate - New York Variant, while SIEGY (Siemens Aktiengesellschaft) is a stock. Over the past year, IBIT returned -40.63% vs 23.99% for SIEGY. At a 0.28 correlation, their price movements are largely independent.
Performance
IBIT vs. SIEGY - Performance Comparison
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Returns By Period
In the year-to-date period, IBIT achieves a -27.41% return, which is significantly lower than SIEGY's 11.68% return.
IBIT
- 1D
- -0.03%
- 1M
- -20.12%
- YTD
- -27.41%
- 6M
- -29.61%
- 1Y
- -40.63%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SIEGY
- 1D
- -0.16%
- 1M
- -2.53%
- YTD
- 11.68%
- 6M
- 12.22%
- 1Y
- 23.99%
- 3Y*
- 22.88%
- 5Y*
- 15.84%
- 10Y*
- 15.98%
IBIT vs. SIEGY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
IBIT iShares Bitcoin Trust ETF | -27.41% | -6.41% | 89.87% |
SIEGY Siemens Aktiengesellschaft | 11.68% | 48.14% | 12.65% |
Correlation
The correlation between IBIT and SIEGY is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Jan 11, 2024 | 0.28 |
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Return for Risk
IBIT vs. SIEGY — Risk / Return Rank
IBIT
SIEGY
IBIT vs. SIEGY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Bitcoin Trust ETF (IBIT) and Siemens Aktiengesellschaft (SIEGY). 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.
| IBIT | SIEGY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.66 | ||
| Sortino ratioReturn per unit of downside risk | -2.48 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 1.15 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | -0.78 | 1.04 | -1.82 |
| Martin ratioReturn relative to average drawdown | -1.37 | 3.37 | -4.74 |
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Drawdowns
IBIT vs. SIEGY - Drawdown Comparison
The maximum IBIT drawdown since its inception was -52.11%, roughly equal to the maximum SIEGY drawdown of -54.15%. Use the drawdown chart below to compare losses from any high point for IBIT and SIEGY.
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Drawdown Indicators
| IBIT | SIEGY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.11% | -54.15% | +2.04% |
Max Drawdown (1Y)Largest decline over 1 year | -52.11% | -23.23% | -28.88% |
Max Drawdown (3Y)Largest decline over 3 years | — | -29.91% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -46.02% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -54.15% | — |
Current DrawdownCurrent decline from peak | -49.45% | -5.37% | -44.08% |
Average DrawdownAverage peak-to-trough decline | -16.53% | -12.82% | -3.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 29.64% | 7.14% | +22.50% |
Volatility
IBIT vs. SIEGY - Volatility Comparison
iShares Bitcoin Trust ETF (IBIT) has a higher volatility of 12.07% compared to Siemens Aktiengesellschaft (SIEGY) at 10.01%. This indicates that IBIT's price experiences larger fluctuations and is considered to be riskier than SIEGY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IBIT | SIEGY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.07% | 10.01% | +2.06% |
Volatility (6M)Calculated over the trailing 6-month period | 34.45% | 26.19% | +8.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.10% | 32.87% | +11.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 50.26% | 31.74% | +18.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.26% | 29.56% | +20.70% |
Dividends
IBIT vs. SIEGY - Dividend Comparison
IBIT has not paid dividends to shareholders, while SIEGY's dividend yield for the trailing twelve months is around 2.07%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SIEGY Siemens Aktiengesellschaft | 2.07% | 1.94% | 2.64% | 2.43% | 2.42% | 1.81% | 10.83% | 2.44% | 2.86% | 6.82% | 5.76% | 2.87% |
Frequently Asked Questions
IBIT and SIEGY have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IBIT has higher volatility (12.07%) compared to SIEGY (10.01%). In terms of maximum drawdown, IBIT dropped -52.11% vs SIEGY's -54.15%.
SIEGY currently has the higher Sharpe Ratio (0.73 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.
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