PortfoliosLab logoPortfoliosLab logo
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.

Loading charts...

Returns By Period

In the year-to-date period, IMNM achieves a 8.71% return, which is significantly higher than BITO's -28.18% return.


IMNM

1D
-3.39%
1M
27.04%
6M
10.82%
YTD
8.71%
1Y
170.25%
3Y*
39.02%
5Y*
6.18%
10Y*

BITO

1D
1.17%
1M
0.36%
6M
-30.25%
YTD
-28.18%
1Y
-47.98%
3Y*
19.76%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IMNM vs. BITO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IMNM
Immunome, Inc.
8.71%102.26%-0.75%384.16%-82.95%-28.36%
BITO
ProShares Bitcoin Strategy ETF
-28.18%-11.19%104.45%137.33%-63.91%-29.31%

Correlation

The correlation between IMNM and BITO is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

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

0.17

Correlation (All Time)
Calculated using the full available price history since Oct 19, 2021

0.22

Compare stocks, funds, or ETFs

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


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: 9292
Overall Rank
IMNM Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
IMNM Sortino Ratio Rank: 9191
Sortino Ratio Rank
IMNM Omega Ratio Rank: 8888
Omega Ratio Rank
IMNM Calmar Ratio Rank: 9393
Calmar Ratio Rank
IMNM Martin Ratio Rank: 9191
Martin Ratio Rank

BITO
BITO Risk / Return Rank: 22
Overall Rank
BITO Sharpe Ratio Rank: 11
Sharpe Ratio Rank
BITO Sortino Ratio Rank: 11
Sortino Ratio Rank
BITO Omega Ratio Rank: 22
Omega Ratio Rank
BITO Calmar Ratio Rank: 22
Calmar Ratio Rank
BITO Martin Ratio Rank: 22
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.

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.


IMNMBITODifference
Sharpe ratioReturn per unit of total volatility

+3.32

Sortino ratioReturn per unit of downside risk

+4.53

Omega ratioGain probability vs. loss probability

1.35

0.83

+0.52

Calmar ratioReturn relative to maximum drawdown

4.82

-0.84

+5.66

Martin ratioReturn relative to average drawdown

10.67

-1.38

+12.05

IMNM vs. BITO - Sharpe Ratio Comparison

The current IMNM Sharpe Ratio is 2.28, which is higher than the BITO Sharpe Ratio of -1.04. 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.


Loading charts...

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.


Loading charts...

Drawdown Indicators


IMNMBITODifference

Max Drawdown

Largest peak-to-trough decline

-94.89%

-77.86%

-17.03%

Max Drawdown (1Y)

Largest decline over 1 year

-33.59%

-54.47%

+20.88%

Max Drawdown (3Y)

Largest decline over 3 years

-79.66%

-54.47%

-25.19%

Max Drawdown (5Y)

Largest decline over 5 years

-92.04%

Current Drawdown

Current decline from peak

-46.00%

-50.47%

+4.47%

Average Drawdown

Average peak-to-trough decline

-67.51%

-37.02%

-30.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.15%

33.31%

-18.16%

Volatility

IMNM vs. BITO - Volatility Comparison

Immunome, Inc. (IMNM) has a higher volatility of 12.69% compared to ProShares Bitcoin Strategy ETF (BITO) at 10.76%. 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.


Loading charts...

Volatility by Period


IMNMBITODifference

Volatility (1M)

Calculated over the trailing 1-month period

12.69%

10.76%

+1.93%

Volatility (6M)

Calculated over the trailing 6-month period

38.88%

34.39%

+4.49%

Volatility (1Y)

Calculated over the trailing 1-year period

71.01%

44.21%

+26.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

89.95%

54.85%

+35.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

98.75%

54.85%

+43.90%

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 60.59%.


PositionTTM202520242023
BITO
ProShares Bitcoin Strategy ETF
60.59%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 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IMNM has higher volatility (12.69%) compared to BITO (10.76%). In terms of maximum drawdown, IMNM dropped -94.89% vs BITO's -77.86%.

IMNM currently has the higher Sharpe Ratio (2.28 vs -1.04), 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

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer