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IMST vs. GOOP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IMST vs. GOOP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bitwise Funds Trust (IMST) and Kurv Yield Premium Strategy Google ETF (GOOP). The values are adjusted to include any dividend payments, if applicable.

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IMST vs. GOOP - Yearly Performance Comparison


2026 (YTD)2025
IMST
Bitwise Funds Trust
-6.63%-44.26%
GOOP
Kurv Yield Premium Strategy Google ETF
-11.44%88.96%

Returns By Period

In the year-to-date period, IMST achieves a -6.63% return, which is significantly higher than GOOP's -11.44% return.


IMST

1D
2.70%
1M
-2.43%
YTD
-6.63%
6M
-52.50%
1Y
3Y*
5Y*
10Y*

GOOP

1D
5.90%
1M
-9.11%
YTD
-11.44%
6M
11.49%
1Y
63.50%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IMST vs. GOOP - Expense Ratio Comparison

Both IMST and GOOP have an expense ratio of 0.99%.


Return for Risk

IMST vs. GOOP — Risk / Return Rank

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

IMST

GOOP
GOOP Risk / Return Rank: 9292
Overall Rank
GOOP Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
GOOP Sortino Ratio Rank: 9595
Sortino Ratio Rank
GOOP Omega Ratio Rank: 9292
Omega Ratio Rank
GOOP Calmar Ratio Rank: 8888
Calmar Ratio Rank
GOOP Martin Ratio Rank: 9090
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. GOOP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bitwise Funds Trust (IMST) and Kurv Yield Premium Strategy Google ETF (GOOP). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

IMST vs. GOOP - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IMSTGOOPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.27

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.78

1.18

-1.96

Correlation

The correlation between IMST and GOOP is 0.24, 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.


Dividends

IMST vs. GOOP - Dividend Comparison

IMST's dividend yield for the trailing twelve months is around 256.65%, more than GOOP's 14.11% yield.


TTM202520242023
IMST
Bitwise Funds Trust
256.65%195.93%0.00%0.00%
GOOP
Kurv Yield Premium Strategy Google ETF
14.11%11.79%13.73%2.06%

Drawdowns

IMST vs. GOOP - Drawdown Comparison

The maximum IMST drawdown since its inception was -69.86%, which is greater than GOOP's maximum drawdown of -27.49%. Use the drawdown chart below to compare losses from any high point for IMST and GOOP.


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Drawdown Indicators


IMSTGOOPDifference

Max Drawdown

Largest peak-to-trough decline

-69.86%

-27.49%

-42.37%

Max Drawdown (1Y)

Largest decline over 1 year

-23.32%

Current Drawdown

Current decline from peak

-63.47%

-18.80%

-44.67%

Average Drawdown

Average peak-to-trough decline

-31.01%

-6.43%

-24.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.67%

Volatility

IMST vs. GOOP - Volatility Comparison


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Volatility by Period


IMSTGOOPDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.39%

Volatility (6M)

Calculated over the trailing 6-month period

19.56%

Volatility (1Y)

Calculated over the trailing 1-year period

61.92%

28.07%

+33.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

61.92%

24.61%

+37.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

61.92%

24.61%

+37.31%