IBIT vs. SOFI
IBIT (iShares Bitcoin Trust ETF) is Cryptocurrency fund tracking the CME CF Bitcoin Reference Rate - New York Variant, while SOFI (SoFi Technologies, Inc.) is a stock. Over the past year, IBIT returned -38.89% vs 20.72% for SOFI. At a 0.40 correlation, their price movements are largely independent.
Performance
IBIT vs. SOFI - Performance Comparison
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Returns By Period
In the year-to-date period, IBIT achieves a -26.77% return, which is significantly higher than SOFI's -33.46% return.
IBIT
- 1D
- -2.18%
- 1M
- -16.47%
- YTD
- -26.77%
- 6M
- -25.35%
- 1Y
- -38.89%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SOFI
- 1D
- -1.64%
- 1M
- 10.88%
- YTD
- -33.46%
- 6M
- -31.06%
- 1Y
- 20.72%
- 3Y*
- 26.53%
- 5Y*
- -5.44%
- 10Y*
- —
IBIT vs. SOFI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
IBIT iShares Bitcoin Trust ETF | -26.77% | -6.41% | 89.87% |
SOFI SoFi Technologies, Inc. | -33.46% | 70.00% | 81.60% |
Correlation
The correlation between IBIT and SOFI is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Jan 11, 2024 | 0.40 |
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Return for Risk
IBIT vs. SOFI — Risk / Return Rank
IBIT
SOFI
IBIT vs. SOFI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Bitcoin Trust ETF (IBIT) and SoFi Technologies, Inc. (SOFI). 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 | SOFI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.26 | ||
| Sortino ratioReturn per unit of downside risk | -2.08 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.11 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.75 | 0.39 | -1.14 |
| Martin ratioReturn relative to average drawdown | -1.29 | 0.71 | -2.00 |
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Drawdowns
IBIT vs. SOFI - Drawdown Comparison
The maximum IBIT drawdown since its inception was -52.11%, smaller than the maximum SOFI drawdown of -83.32%. Use the drawdown chart below to compare losses from any high point for IBIT and SOFI.
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Drawdown Indicators
| IBIT | SOFI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.11% | -83.32% | +31.21% |
Max Drawdown (1Y)Largest decline over 1 year | -52.11% | -52.96% | +0.85% |
Max Drawdown (3Y)Largest decline over 3 years | — | -52.96% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -81.54% | — |
Current DrawdownCurrent decline from peak | -49.00% | -45.92% | -3.08% |
Average DrawdownAverage peak-to-trough decline | -16.69% | -51.19% | +34.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 30.09% | 29.31% | +0.78% |
Volatility
IBIT vs. SOFI - Volatility Comparison
The current volatility for iShares Bitcoin Trust ETF (IBIT) is 12.68%, while SoFi Technologies, Inc. (SOFI) has a volatility of 17.19%. This indicates that IBIT experiences smaller price fluctuations and is considered to be less risky than SOFI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IBIT | SOFI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.68% | 17.19% | -4.51% |
Volatility (6M)Calculated over the trailing 6-month period | 34.50% | 38.58% | -4.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.23% | 56.18% | -11.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 50.26% | 66.65% | -16.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.26% | 71.87% | -21.61% |
Dividends
IBIT vs. SOFI - Dividend Comparison
Neither IBIT nor SOFI has paid dividends to shareholders.
Frequently Asked Questions
IBIT and SOFI have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOFI has higher volatility (17.19%) compared to IBIT (12.68%). In terms of maximum drawdown, IBIT dropped -52.11% vs SOFI's -83.32%.
SOFI currently has the higher Sharpe Ratio (0.37 vs -0.88), 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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