IBIT vs. WMT
IBIT (iShares Bitcoin Trust ETF) is Cryptocurrency fund tracking the CME CF Bitcoin Reference Rate - New York Variant, while WMT (Walmart Inc.) is a stock. Over the past year, IBIT returned -40.63% vs 28.71% for WMT. At a 0.06 correlation, their price movements are largely independent.
Performance
IBIT vs. WMT - 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 WMT's 9.07% return.
IBIT
- 1D
- -0.03%
- 1M
- -20.12%
- YTD
- -27.41%
- 6M
- -29.61%
- 1Y
- -40.63%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
WMT
- 1D
- 0.45%
- 1M
- -7.93%
- YTD
- 9.07%
- 6M
- 4.13%
- 1Y
- 28.71%
- 3Y*
- 34.18%
- 5Y*
- 22.42%
- 10Y*
- 19.77%
IBIT vs. WMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
IBIT iShares Bitcoin Trust ETF | -27.41% | -6.41% | 89.87% |
WMT Walmart Inc. | 9.07% | 24.49% | 70.06% |
Correlation
The correlation between IBIT and WMT is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.07 |
Correlation (All Time) Calculated using the full available price history since Jan 11, 2024 | 0.06 |
The correlation between IBIT and WMT shifts across timeframes, from -0.07 (1 year) to 0.06 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IBIT vs. WMT — Risk / Return Rank
IBIT
WMT
IBIT vs. WMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Bitcoin Trust ETF (IBIT) and Walmart Inc. (WMT). 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 | WMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.14 | ||
| Sortino ratioReturn per unit of downside risk | -3.09 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 1.23 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | -0.78 | 1.83 | -2.61 |
| Martin ratioReturn relative to average drawdown | -1.37 | 5.82 | -7.19 |
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Drawdowns
IBIT vs. WMT - Drawdown Comparison
The maximum IBIT drawdown since its inception was -52.11%, smaller than the maximum WMT drawdown of -77.14%. Use the drawdown chart below to compare losses from any high point for IBIT and WMT.
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Drawdown Indicators
| IBIT | WMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.11% | -77.14% | +25.03% |
Max Drawdown (1Y)Largest decline over 1 year | -52.11% | -15.75% | -36.36% |
Max Drawdown (3Y)Largest decline over 3 years | — | -21.93% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.74% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -25.74% | — |
Current DrawdownCurrent decline from peak | -49.45% | -9.81% | -39.64% |
Average DrawdownAverage peak-to-trough decline | -16.53% | -14.63% | -1.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 29.64% | 4.94% | +24.70% |
Volatility
IBIT vs. WMT - Volatility Comparison
iShares Bitcoin Trust ETF (IBIT) has a higher volatility of 12.07% compared to Walmart Inc. (WMT) at 9.86%. This indicates that IBIT's price experiences larger fluctuations and is considered to be riskier than WMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IBIT | WMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.07% | 9.86% | +2.21% |
Volatility (6M)Calculated over the trailing 6-month period | 34.45% | 18.49% | +15.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.10% | 23.67% | +20.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 50.26% | 21.68% | +28.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.26% | 21.73% | +28.53% |
Dividends
IBIT vs. WMT - Dividend Comparison
IBIT has not paid dividends to shareholders, while WMT's dividend yield for the trailing twelve months is around 0.80%.
| 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% |
WMT Walmart Inc. | 0.80% | 0.84% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% |
Frequently Asked Questions
IBIT and WMT have a correlation of -0.07, 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 WMT (9.86%). In terms of maximum drawdown, IBIT dropped -52.11% vs WMT's -77.14%.
WMT currently has the higher Sharpe Ratio (1.22 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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