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IMST vs. ARR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IMST vs. ARR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bitwise Funds Trust (IMST) and ARMOUR Residential REIT, Inc. (ARR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IMST achieves a -14.98% return, which is significantly lower than ARR's 3.25% return.


IMST

1D
-5.79%
1M
-25.22%
YTD
-14.98%
6M
-28.07%
1Y
-62.31%
3Y*
5Y*
10Y*

ARR

1D
-1.10%
1M
0.11%
YTD
3.25%
6M
5.75%
1Y
23.59%
3Y*
3.67%
5Y*
-8.20%
10Y*
-3.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IMST vs. ARR - Yearly Performance Comparison


2026 (YTD)2025
IMST
Bitwise Funds Trust
-14.98%-44.26%
ARR
ARMOUR Residential REIT, Inc.
3.25%23.56%

Correlation

The correlation between IMST and ARR is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

Correlation (All Time)
Calculated using the full available price history since Apr 4, 2025

0.22

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Return for Risk

IMST vs. ARR — Risk / Return Rank

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

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

ARR
ARR Risk / Return Rank: 6767
Overall Rank
ARR Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
ARR Sortino Ratio Rank: 6363
Sortino Ratio Rank
ARR Omega Ratio Rank: 6464
Omega Ratio Rank
ARR Calmar Ratio Rank: 6767
Calmar Ratio Rank
ARR Martin Ratio Rank: 7171
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.

IMST vs. ARR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bitwise Funds Trust (IMST) and ARMOUR Residential REIT, Inc. (ARR). 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.


IMSTARRDifference
Sharpe ratioReturn per unit of total volatility

-2.12

Sortino ratioReturn per unit of downside risk

-3.33

Omega ratioGain probability vs. loss probability

0.78

1.19

-0.41

Calmar ratioReturn relative to maximum drawdown

-0.89

1.41

-2.30

Martin ratioReturn relative to average drawdown

-1.35

3.97

-5.32

IMST vs. ARR - Sharpe Ratio Comparison

The current IMST Sharpe Ratio is -1.10, which is lower than the ARR Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of IMST and ARR, 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


IMSTARRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.10

1.02

-2.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.80

-0.11

-0.69

Drawdowns

IMST vs. ARR - Drawdown Comparison

The maximum IMST drawdown since its inception was -69.86%, smaller than the maximum ARR drawdown of -80.12%. Use the drawdown chart below to compare losses from any high point for IMST and ARR.


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Drawdown Indicators


IMSTARRDifference

Max Drawdown

Largest peak-to-trough decline

-69.86%

-80.12%

+10.26%

Max Drawdown (1Y)

Largest decline over 1 year

-69.86%

-16.79%

-53.07%

Max Drawdown (3Y)

Largest decline over 3 years

-45.79%

Max Drawdown (5Y)

Largest decline over 5 years

-66.68%

Max Drawdown (10Y)

Largest decline over 10 years

-78.34%

Current Drawdown

Current decline from peak

-66.74%

-61.49%

-5.25%

Average Drawdown

Average peak-to-trough decline

-35.27%

-33.12%

-2.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

46.22%

5.95%

+40.27%

Volatility

IMST vs. ARR - Volatility Comparison

Bitwise Funds Trust (IMST) has a higher volatility of 14.83% compared to ARMOUR Residential REIT, Inc. (ARR) at 5.11%. This indicates that IMST's price experiences larger fluctuations and is considered to be riskier than ARR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IMSTARRDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.83%

5.11%

+9.72%

Volatility (6M)

Calculated over the trailing 6-month period

44.06%

18.00%

+26.06%

Volatility (1Y)

Calculated over the trailing 1-year period

56.91%

23.43%

+33.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

59.73%

29.04%

+30.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

59.73%

34.21%

+25.52%

Dividends

IMST vs. ARR - Dividend Comparison

IMST's dividend yield for the trailing twelve months is around 221.80%, more than ARR's 16.87% yield.


PositionTTM20252024202320222021202020192018201720162015
ARR
ARMOUR Residential REIT, Inc.
16.87%16.28%15.27%25.88%21.31%12.23%11.12%12.09%11.12%8.86%13.92%17.88%
IMST
Bitwise Funds Trust
221.80%195.93%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IMST and ARR have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IMST has higher volatility (14.83%) compared to ARR (5.11%). In terms of maximum drawdown, IMST dropped -69.86% vs ARR's -80.12%.

ARR currently has the higher Sharpe Ratio (1.02 vs -1.10), 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

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