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IMNM vs. BITO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period

In the year-to-date period, IMNM achieves a -13.50% return, which is significantly higher than BITO's -32.00% return.


IMNM

1D
-5.59%
1M
-16.27%
YTD
-13.50%
6M
-5.97%
1Y
103.50%
3Y*
55.62%
5Y*
-1.94%
10Y*

BITO

1D
-4.97%
1M
-24.89%
YTD
-32.00%
6M
-33.58%
1Y
-44.50%
3Y*
22.23%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IMNM vs. BITO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IMNM
Immunome, Inc.
-13.50%102.26%-0.75%384.16%-82.95%-28.87%
BITO
ProShares Bitcoin Strategy ETF
-32.00%-11.19%104.45%137.33%-63.91%-31.09%

Correlation

The correlation between IMNM and BITO is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.22

Correlation (3Y)
Calculated over the trailing 3-year period

0.17

Correlation (All Time)
Calculated using the full available price history since Oct 20, 2021

0.22

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Return for Risk

IMNM vs. BITO — Risk / Return Rank

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

IMNM
IMNM Risk / Return Rank: 8181
Overall Rank
IMNM Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
IMNM Sortino Ratio Rank: 8080
Sortino Ratio Rank
IMNM Omega Ratio Rank: 7575
Omega Ratio Rank
IMNM Calmar Ratio Rank: 8585
Calmar Ratio Rank
IMNM Martin Ratio Rank: 8383
Martin Ratio Rank

BITO
BITO Risk / Return Rank: 22
Overall Rank
BITO Sharpe Ratio Rank: 11
Sharpe Ratio Rank
BITO Sortino Ratio Rank: 22
Sortino Ratio Rank
BITO Omega Ratio Rank: 22
Omega Ratio Rank
BITO Calmar Ratio Rank: 22
Calmar Ratio Rank
BITO Martin Ratio Rank: 11
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IMNM vs. BITO - Risk-Adjusted Trends 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.


IMNMBITODifference
Sharpe ratioReturn per unit of total volatility

+2.44

Sortino ratioReturn per unit of downside risk

+3.71

Omega ratioGain probability vs. loss probability

1.26

0.84

+0.42

Calmar ratioReturn relative to maximum drawdown

3.35

-0.82

+4.17

Martin ratioReturn relative to average drawdown

7.80

-1.47

+9.27

IMNM vs. BITO - Sharpe Ratio Comparison

The current IMNM Sharpe Ratio is 1.45, which is higher than the BITO Sharpe Ratio of -0.99. The chart below compares the historical Sharpe Ratios of IMNM and BITO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IMNMBITODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.45

-0.99

+2.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

-0.12

+0.18

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.


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Drawdown Indicators


IMNMBITODifference

Max Drawdown

Largest peak-to-trough decline

-94.89%

-77.86%

-17.03%

Max Drawdown (1Y)

Largest decline over 1 year

-31.11%

-53.10%

+21.99%

Max Drawdown (3Y)

Largest decline over 3 years

-79.66%

-53.10%

-26.56%

Max Drawdown (5Y)

Largest decline over 5 years

-92.04%

Current Drawdown

Current decline from peak

-57.03%

-53.10%

-3.93%

Average Drawdown

Average peak-to-trough decline

-67.37%

-36.76%

-30.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.34%

29.46%

-16.12%

Volatility

IMNM vs. BITO - Volatility Comparison

Immunome, Inc. (IMNM) has a higher volatility of 19.31% compared to ProShares Bitcoin Strategy ETF (BITO) at 9.76%. 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.


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Volatility by Period


IMNMBITODifference

Volatility (1M)

Calculated over the trailing 1-month period

19.31%

9.76%

+9.55%

Volatility (6M)

Calculated over the trailing 6-month period

45.41%

33.97%

+11.44%

Volatility (1Y)

Calculated over the trailing 1-year period

71.75%

43.86%

+27.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

90.02%

55.13%

+34.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

99.23%

55.13%

+44.10%

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 73.23%.


PositionTTM202520242023
BITO
ProShares Bitcoin Strategy ETF
73.23%78.29%61.59%15.14%
IMNM
Immunome, Inc.
0.00%0.00%0.00%0.00%

Frequently Asked Questions


IMNM and BITO have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IMNM has higher volatility (19.31%) compared to BITO (9.76%). In terms of maximum drawdown, IMNM dropped -94.89% vs BITO's -77.86%.

IMNM currently has the higher Sharpe Ratio (1.45 vs -0.99), 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.

Portfolio Optimizer

Find the right allocation for IMNM and BITO

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