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IMNM vs. BITO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IMNM and BITO is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

IMNM vs. BITO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Immunome, Inc. (IMNM) and ProShares Bitcoin Strategy ETF (BITO). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%SeptemberOctoberNovemberDecember2025February
-11.23%
60.08%
IMNM
BITO

Key characteristics

Sharpe Ratio

IMNM:

-0.76

BITO:

1.83

Sortino Ratio

IMNM:

-1.06

BITO:

2.48

Omega Ratio

IMNM:

0.88

BITO:

1.29

Calmar Ratio

IMNM:

-0.70

BITO:

2.70

Martin Ratio

IMNM:

-1.15

BITO:

7.75

Ulcer Index

IMNM:

47.69%

BITO:

13.51%

Daily Std Dev

IMNM:

72.60%

BITO:

57.15%

Max Drawdown

IMNM:

-94.89%

BITO:

-77.86%

Current Drawdown

IMNM:

-74.05%

BITO:

-10.04%

Returns By Period

In the year-to-date period, IMNM achieves a 5.65% return, which is significantly higher than BITO's 3.41% return.


IMNM

YTD

5.65%

1M

5.85%

6M

-11.23%

1Y

-51.45%

5Y*

N/A

10Y*

N/A

BITO

YTD

3.41%

1M

2.20%

6M

60.08%

1Y

90.27%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

IMNM vs. BITO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IMNM
The Risk-Adjusted Performance Rank of IMNM is 1111
Overall Rank
The Sharpe Ratio Rank of IMNM is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of IMNM is 1010
Sortino Ratio Rank
The Omega Ratio Rank of IMNM is 1212
Omega Ratio Rank
The Calmar Ratio Rank of IMNM is 88
Calmar Ratio Rank
The Martin Ratio Rank of IMNM is 1717
Martin Ratio Rank

BITO
The Risk-Adjusted Performance Rank of BITO is 7272
Overall Rank
The Sharpe Ratio Rank of BITO is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of BITO is 7474
Sortino Ratio Rank
The Omega Ratio Rank of BITO is 6666
Omega Ratio Rank
The Calmar Ratio Rank of BITO is 7777
Calmar Ratio Rank
The Martin Ratio Rank of BITO is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IMNM vs. BITO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Immunome, Inc. (IMNM) and ProShares Bitcoin Strategy ETF (BITO). 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.


Sharpe ratio
The chart of Sharpe ratio for IMNM, currently valued at -0.76, compared to the broader market-2.000.002.004.00-0.761.83
The chart of Sortino ratio for IMNM, currently valued at -1.06, compared to the broader market-4.00-2.000.002.004.00-1.062.48
The chart of Omega ratio for IMNM, currently valued at 0.88, compared to the broader market0.501.001.502.000.881.29
The chart of Calmar ratio for IMNM, currently valued at -0.83, compared to the broader market0.002.004.006.00-0.832.70
The chart of Martin ratio for IMNM, currently valued at -1.15, compared to the broader market0.0010.0020.0030.00-1.157.75
IMNM
BITO

The current IMNM Sharpe Ratio is -0.76, which is lower than the BITO Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of IMNM and BITO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.76
1.83
IMNM
BITO

Dividends

IMNM vs. BITO - Dividend Comparison

IMNM has not paid dividends to shareholders, while BITO's dividend yield for the trailing twelve months is around 64.47%.


TTM20242023
IMNM
Immunome, Inc.
0.00%0.00%0.00%
BITO
ProShares Bitcoin Strategy ETF
64.47%61.58%15.14%

Drawdowns

IMNM vs. BITO - Drawdown Comparison

The maximum IMNM drawdown since its inception was -94.89%, which is greater than BITO's maximum drawdown of -77.86%. Use the drawdown chart below to compare losses from any high point for IMNM and BITO. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-58.96%
-10.04%
IMNM
BITO

Volatility

IMNM vs. BITO - Volatility Comparison

Immunome, Inc. (IMNM) has a higher volatility of 23.49% compared to ProShares Bitcoin Strategy ETF (BITO) at 10.16%. This indicates that IMNM's price experiences larger fluctuations and is considered to be riskier than BITO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%SeptemberOctoberNovemberDecember2025February
23.49%
10.16%
IMNM
BITO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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