PortfoliosLab logoPortfoliosLab logo
ISRG vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISRG vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Intuitive Surgical, Inc. (ISRG) and iShares Bitcoin Trust ETF (IBIT). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both investments are quite close, with ISRG having a -27.42% return and IBIT slightly higher at -27.41%.


ISRG

1D
-0.45%
1M
-4.91%
YTD
-27.42%
6M
-24.20%
1Y
-19.87%
3Y*
9.23%
5Y*
7.37%
10Y*
19.09%

IBIT

1D
-0.03%
1M
-20.12%
YTD
-27.41%
6M
-29.61%
1Y
-40.63%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISRG vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
ISRG
Intuitive Surgical, Inc.
-27.42%8.51%43.22%
IBIT
iShares Bitcoin Trust ETF
-27.41%-6.41%89.87%

Correlation

The correlation between ISRG and IBIT is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

Correlation (All Time)
Calculated using the full available price history since Jan 11, 2024

0.23

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

ISRG vs. IBIT — Risk / Return Rank

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

ISRG
ISRG Risk / Return Rank: 1616
Overall Rank
ISRG Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
ISRG Sortino Ratio Rank: 1414
Sortino Ratio Rank
ISRG Omega Ratio Rank: 1616
Omega Ratio Rank
ISRG Calmar Ratio Rank: 2020
Calmar Ratio Rank
ISRG Martin Ratio Rank: 1414
Martin Ratio Rank

IBIT
IBIT Risk / Return Rank: 33
Overall Rank
IBIT Sharpe Ratio Rank: 22
Sharpe Ratio Rank
IBIT Sortino Ratio Rank: 33
Sortino Ratio Rank
IBIT Omega Ratio Rank: 33
Omega Ratio Rank
IBIT Calmar Ratio Rank: 33
Calmar Ratio Rank
IBIT Martin Ratio Rank: 22
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.

ISRG vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Intuitive Surgical, Inc. (ISRG) and iShares Bitcoin Trust ETF (IBIT). 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.


ISRGIBITDifference
Sharpe ratioReturn per unit of total volatility

+0.27

Sortino ratioReturn per unit of downside risk

+0.44

Omega ratioGain probability vs. loss probability

0.90

0.85

+0.05

Calmar ratioReturn relative to maximum drawdown

-0.62

-0.78

+0.16

Martin ratioReturn relative to average drawdown

-1.24

-1.37

+0.13

ISRG vs. IBIT - Sharpe Ratio Comparison

The current ISRG Sharpe Ratio is -0.65, which is comparable to the IBIT Sharpe Ratio of -0.92. The chart below compares the historical Sharpe Ratios of ISRG and IBIT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

ISRG vs. IBIT - Drawdown Comparison

The maximum ISRG drawdown since its inception was -82.26%, which is greater than IBIT's maximum drawdown of -52.11%. Use the drawdown chart below to compare losses from any high point for ISRG and IBIT.


Loading charts...

Drawdown Indicators


ISRGIBITDifference

Max Drawdown

Largest peak-to-trough decline

-82.26%

-52.11%

-30.15%

Max Drawdown (1Y)

Largest decline over 1 year

-32.14%

-52.11%

+19.97%

Max Drawdown (3Y)

Largest decline over 3 years

-34.10%

Max Drawdown (5Y)

Largest decline over 5 years

-49.90%

Max Drawdown (10Y)

Largest decline over 10 years

-49.90%

Current Drawdown

Current decline from peak

-32.66%

-49.45%

+16.79%

Average Drawdown

Average peak-to-trough decline

-21.28%

-16.53%

-4.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.00%

29.64%

-13.64%

Volatility

ISRG vs. IBIT - Volatility Comparison

The current volatility for Intuitive Surgical, Inc. (ISRG) is 9.70%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 12.07%. This indicates that ISRG experiences smaller price fluctuations and is considered to be less risky than IBIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ISRGIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.70%

12.07%

-2.37%

Volatility (6M)

Calculated over the trailing 6-month period

20.72%

34.45%

-13.73%

Volatility (1Y)

Calculated over the trailing 1-year period

30.69%

44.10%

-13.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.19%

50.26%

-17.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.40%

50.26%

-17.86%

Dividends

ISRG vs. IBIT - Dividend Comparison

Neither ISRG nor IBIT has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ISRG and IBIT have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBIT has higher volatility (12.07%) compared to ISRG (9.70%). In terms of maximum drawdown, ISRG dropped -82.26% vs IBIT's -52.11%.

ISRG currently has the higher Sharpe Ratio (-0.65 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

Find the right allocation for ISRG and IBIT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer