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IMXI vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

IMXI vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in International Money Express, Inc. (IMXI) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IMXI achieves a -1.43% return, which is significantly higher than BTC-USD's -27.60% return.


IMXI

1D
-0.39%
1M
-4.72%
YTD
-1.43%
6M
-1.37%
1Y
33.63%
3Y*
-13.95%
5Y*
-0.29%
10Y*

BTC-USD

1D
-1.08%
1M
-21.71%
YTD
-27.60%
6M
-31.22%
1Y
-39.53%
3Y*
35.01%
5Y*
12.25%
10Y*
59.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IMXI vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IMXI
International Money Express, Inc.
-1.43%-26.26%-5.70%-9.36%52.69%2.84%28.90%0.67%20.57%2.27%
BTC-USD
Bitcoin
-27.60%-6.27%120.76%155.82%-64.23%59.40%304.57%94.10%-73.37%1,230.33%

Correlation

The correlation between IMXI and BTC-USD is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.08

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

0.12

Correlation (5Y)
Calculated over the trailing 5-year period

0.13

Correlation (All Time)
Calculated using the full available price history since Mar 28, 2017

0.08

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Return for Risk

IMXI vs. BTC-USD — Risk / Return Rank

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

IMXI
IMXI Risk / Return Rank: 7676
Overall Rank
IMXI Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
IMXI Sortino Ratio Rank: 8787
Sortino Ratio Rank
IMXI Omega Ratio Rank: 9393
Omega Ratio Rank
IMXI Calmar Ratio Rank: 6767
Calmar Ratio Rank
IMXI Martin Ratio Rank: 7575
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 3030
Overall Rank
BTC-USD Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3434
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3232
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 4848
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 2121
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.

IMXI vs. BTC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for International Money Express, Inc. (IMXI) and Bitcoin (BTC-USD). 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.


IMXIBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+1.46

Sortino ratioReturn per unit of downside risk

+4.20

Omega ratioGain probability vs. loss probability

1.52

0.87

+0.65

Calmar ratioReturn relative to maximum drawdown

1.34

-0.80

+2.14

Martin ratioReturn relative to average drawdown

5.04

-1.39

+6.44

IMXI vs. BTC-USD - Sharpe Ratio Comparison

The current IMXI Sharpe Ratio is 0.53, which is higher than the BTC-USD Sharpe Ratio of -0.92. The chart below compares the historical Sharpe Ratios of IMXI and BTC-USD, 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


IMXIBTC-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.53

-0.92

+1.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

0.23

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

1.13

-1.01

Drawdowns

IMXI vs. BTC-USD - Drawdown Comparison

The maximum IMXI drawdown since its inception was -67.78%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for IMXI and BTC-USD.


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Drawdown Indicators


IMXIBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-67.78%

-85.30%

+17.52%

Max Drawdown (1Y)

Largest decline over 1 year

-25.17%

-49.65%

+24.48%

Max Drawdown (3Y)

Largest decline over 3 years

-66.50%

-49.65%

-16.85%

Max Drawdown (5Y)

Largest decline over 5 years

-67.78%

-76.67%

+8.89%

Max Drawdown (10Y)

Largest decline over 10 years

-83.80%

Current Drawdown

Current decline from peak

-43.99%

-49.21%

+5.22%

Average Drawdown

Average peak-to-trough decline

-18.24%

-42.28%

+24.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.69%

33.87%

-27.18%

Volatility

IMXI vs. BTC-USD - Volatility Comparison

The current volatility for International Money Express, Inc. (IMXI) is 5.05%, while Bitcoin (BTC-USD) has a volatility of 10.14%. This indicates that IMXI experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IMXIBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.05%

10.14%

-5.09%

Volatility (6M)

Calculated over the trailing 6-month period

5.56%

34.17%

-28.61%

Volatility (1Y)

Calculated over the trailing 1-year period

63.59%

35.51%

+28.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.37%

44.98%

-0.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.71%

56.69%

-14.98%

Frequently Asked Questions


IMXI and BTC-USD have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BTC-USD has higher volatility (10.14%) compared to IMXI (5.05%). In terms of maximum drawdown, IMXI dropped -67.78% vs BTC-USD's -85.30%.

IMXI currently has the higher Sharpe Ratio (0.53 vs -0.92), 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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