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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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IMXI vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IMXI
International Money Express, Inc.
2.86%-26.26%-5.70%-9.36%52.69%2.84%28.90%0.67%20.57%2.27%
BTC-USD
Bitcoin
-21.63%-6.27%120.76%155.82%-64.23%59.40%304.57%94.10%-73.37%1,230.33%

Returns By Period

In the year-to-date period, IMXI achieves a 2.86% return, which is significantly higher than BTC-USD's -21.63% return.


IMXI

1D
0.00%
1M
0.06%
YTD
2.86%
6M
13.42%
1Y
23.63%
3Y*
-15.06%
5Y*
0.61%
10Y*

BTC-USD

1D
0.51%
1M
-0.38%
YTD
-21.63%
6M
-42.21%
1Y
-19.49%
3Y*
34.49%
5Y*
3.06%
10Y*
66.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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: 6464
Overall Rank
IMXI Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
IMXI Sortino Ratio Rank: 6969
Sortino Ratio Rank
IMXI Omega Ratio Rank: 8080
Omega Ratio Rank
IMXI Calmar Ratio Rank: 5757
Calmar Ratio Rank
IMXI Martin Ratio Rank: 6262
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 4343
Overall Rank
BTC-USD Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 5555
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 5151
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 4343
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 44
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 ratio

Return per unit of total volatility

0.35

-0.44

+0.79

Sortino ratio

Return per unit of downside risk

1.59

-0.38

+1.97

Omega ratio

Gain probability vs. loss probability

1.29

0.96

+0.33

Calmar ratio

Return relative to maximum drawdown

0.76

-1.11

+1.87

Martin ratio

Return relative to average drawdown

2.27

-1.99

+4.26

IMXI vs. BTC-USD - Sharpe Ratio Comparison

The current IMXI Sharpe Ratio is 0.35, which is higher than the BTC-USD Sharpe Ratio of -0.44. The chart below compares the historical Sharpe Ratios of IMXI and BTC-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IMXIBTC-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.35

-0.44

+0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.05

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.97

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

1.19

-1.06

Correlation

The correlation between IMXI and BTC-USD is 0.08, 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.


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

-33.10%

-49.65%

+16.55%

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

-41.55%

-45.02%

+3.47%

Average Drawdown

Average peak-to-trough decline

-17.77%

-41.99%

+24.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.12%

27.60%

-16.48%

Volatility

IMXI vs. BTC-USD - Volatility Comparison

The current volatility for International Money Express, Inc. (IMXI) is 0.95%, while Bitcoin (BTC-USD) has a volatility of 13.58%. 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

0.95%

13.58%

-12.63%

Volatility (6M)

Calculated over the trailing 6-month period

7.03%

35.98%

-28.95%

Volatility (1Y)

Calculated over the trailing 1-year period

67.74%

36.76%

+30.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.78%

46.90%

-2.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.08%

56.70%

-14.62%