IMST vs. ARR
IMST (Bitwise Funds Trust) is Derivative Income fund actively managed by Bitwise, while ARR (ARMOUR Residential REIT, Inc.) is a stock. Over the past year, IMST returned -67.20% vs 19.39% for ARR. Their 0.20 correlation means their historical movements had little consistent relationship.
Performance
IMST vs. ARR - Performance Comparison
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Returns By Period
In the year-to-date period, IMST achieves a -30.61% return, which is significantly lower than ARR's 2.48% return.
IMST
- 1D
- 0.56%
- 1M
- -5.61%
- 6M
- -31.75%
- YTD
- -30.61%
- 1Y
- -67.20%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -52.56%
ARR
- 1D
- 0.12%
- 1M
- -2.49%
- 6M
- 2.86%
- YTD
- 2.48%
- 1Y
- 19.39%
- 3Y*
- 2.49%
- 5Y*
- -5.93%
- 10Y*
- -5.09%
- ALL TIME*
- -3.24%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $55.47M | $71.78M | $62.28M | |
| $166.01K | $154.83K | $265.20K |
IMST vs. ARR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IMST Bitwise Funds Trust | -30.61% | -46.36% |
ARR ARMOUR Residential REIT, Inc. | 2.48% | 21.05% |
Correlation
The correlation between IMST and ARR is 0.18, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.18 |
Correlation (All Time) Calculated using the full available price history since Apr 3, 2025 | 0.20 |
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Return for Risk
IMST vs. ARR — Risk / Return Rank
IMST
ARR
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.
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.
| IMST | ARR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.00 | ||
| Sortino ratioReturn per unit of downside risk | -3.49 | ||
| Omega ratioGain probability vs. loss probability | 0.75 | 1.16 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | -0.96 | 1.19 | -2.15 |
| Martin ratioReturn relative to average drawdown | -1.40 | 3.22 | -4.62 |
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Drawdowns
IMST vs. ARR - Drawdown Comparison
The maximum IMST drawdown since its inception was -75.63%, 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
| IMST | ARR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.63% | -80.12% | +4.49% |
Max Drawdown (1Y)Largest decline over 1 year | -72.94% | -16.79% | -56.15% |
Max Drawdown (3Y)Largest decline over 3 years | — | -44.25% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -64.74% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -78.34% | — |
Current DrawdownCurrent decline from peak | -72.85% | -61.77% | -11.08% |
Average DrawdownAverage peak-to-trough decline | -39.52% | -33.35% | -6.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 50.26% | 6.20% | +44.06% |
Volatility
IMST vs. ARR - Volatility Comparison
Bitwise Funds Trust (IMST) has a higher volatility of 9.69% compared to ARMOUR Residential REIT, Inc. (ARR) at 5.59%. 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
| IMST | ARR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.69% | 5.59% | +4.10% |
Volatility (6M)Calculated over the trailing 6-month period | 45.17% | 18.07% | +27.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 60.00% | 24.00% | +36.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.75% | 28.91% | +30.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 59.75% | 34.25% | +25.50% |
Dividends
IMST vs. ARR - Dividend Comparison
IMST's dividend yield for the trailing twelve months is around 209.43%, more than ARR's 17.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARR ARMOUR Residential REIT, Inc. | 17.49% | 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 | 209.43% | 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 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IMST has higher volatility (9.69%) compared to ARR (5.59%). In terms of maximum drawdown, IMST dropped -75.63% vs ARR's -80.12%.
ARR currently has the higher Sharpe Ratio (0.83 vs -1.17), 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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