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IOST-USD vs. BTC-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between IOST-USD and BTC-USD is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

IOST-USD vs. BTC-USD - Performance Comparison

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

0.00%20.00%40.00%60.00%80.00%SeptemberOctoberNovemberDecember2025February0
64.39%
IOST-USD
BTC-USD

Key characteristics

Returns By Period


IOST-USD

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

BTC-USD

YTD

3.32%

1M

1.56%

6M

58.56%

1Y

113.08%

5Y*

57.01%

10Y*

83.76%

*Annualized

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Risk-Adjusted Performance

IOST-USD vs. BTC-USD — Risk-Adjusted Performance Rank

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

IOST-USD

BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 8989
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 8888
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8888
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 8989
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 8989
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IOST-USD vs. BTC-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for IOST (IOST-USD) 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.


Sharpe ratio
No data
The chart of Calmar ratio for IOST-USD, currently valued at 0.00, compared to the broader market1.002.003.004.000.001.13
IOST-USD
BTC-USD


Rolling 12-month Sharpe Ratio-1.000.001.002.00SeptemberOctoberNovemberDecember2025February
-1.20
1.38
IOST-USD
BTC-USD

Drawdowns

IOST-USD vs. BTC-USD - Drawdown Comparison


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-93.24%
-9.06%
IOST-USD
BTC-USD

Volatility

IOST-USD vs. BTC-USD - Volatility Comparison

The current volatility for IOST (IOST-USD) is 0.00%, while Bitcoin (BTC-USD) has a volatility of 12.26%. This indicates that IOST-USD 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.


0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February0
12.26%
IOST-USD
BTC-USD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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