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JPM vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JPM vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Chase & Co. (JPM) and iShares Bitcoin Trust ETF (IBIT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JPM achieves a 0.50% return, which is significantly higher than IBIT's -27.41% return.


JPM

1D
2.31%
1M
7.69%
YTD
0.50%
6M
1.66%
1Y
23.40%
3Y*
34.22%
5Y*
17.82%
10Y*
21.02%

IBIT

1D
-0.03%
1M
-19.59%
YTD
-27.41%
6M
-29.61%
1Y
-39.67%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JPM vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
JPM
JPMorgan Chase & Co.
0.50%37.27%42.63%
IBIT
iShares Bitcoin Trust ETF
-27.41%-6.41%89.87%

Correlation

The correlation between JPM and IBIT is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.21

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Return for Risk

JPM vs. IBIT — Risk / Return Rank

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

JPM
JPM Risk / Return Rank: 6969
Overall Rank
JPM Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
JPM Sortino Ratio Rank: 6666
Sortino Ratio Rank
JPM Omega Ratio Rank: 6666
Omega Ratio Rank
JPM Calmar Ratio Rank: 7070
Calmar Ratio Rank
JPM Martin Ratio Rank: 7070
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.

JPM vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Chase & Co. (JPM) 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.


JPMIBITDifference
Sharpe ratioReturn per unit of total volatility

+1.94

Sortino ratioReturn per unit of downside risk

+2.73

Omega ratioGain probability vs. loss probability

1.18

0.85

+0.33

Calmar ratioReturn relative to maximum drawdown

1.42

-0.78

+2.20

Martin ratioReturn relative to average drawdown

3.36

-1.37

+4.73

JPM vs. IBIT - Sharpe Ratio Comparison

The current JPM Sharpe Ratio is 1.01, which is higher than the IBIT Sharpe Ratio of -0.92. The chart below compares the historical Sharpe Ratios of JPM 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.


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Drawdowns

JPM vs. IBIT - Drawdown Comparison

The maximum JPM drawdown since its inception was -76.16%, which is greater than IBIT's maximum drawdown of -52.11%. Use the drawdown chart below to compare losses from any high point for JPM and IBIT.


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Drawdown Indicators


JPMIBITDifference

Max Drawdown

Largest peak-to-trough decline

-76.16%

-52.11%

-24.05%

Max Drawdown (1Y)

Largest decline over 1 year

-15.47%

-52.11%

+36.64%

Max Drawdown (3Y)

Largest decline over 3 years

-24.42%

Max Drawdown (5Y)

Largest decline over 5 years

-38.77%

Max Drawdown (10Y)

Largest decline over 10 years

-43.63%

Current Drawdown

Current decline from peak

-3.66%

-49.45%

+45.79%

Average Drawdown

Average peak-to-trough decline

-17.62%

-16.53%

-1.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.54%

29.64%

-23.10%

Volatility

JPM vs. IBIT - Volatility Comparison

The current volatility for JPMorgan Chase & Co. (JPM) is 6.35%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 12.07%. This indicates that JPM 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.


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Volatility by Period


JPMIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.35%

12.07%

-5.72%

Volatility (6M)

Calculated over the trailing 6-month period

16.67%

34.45%

-17.78%

Volatility (1Y)

Calculated over the trailing 1-year period

21.76%

44.10%

-22.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.46%

50.26%

-25.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.39%

50.26%

-22.87%

Dividends

JPM vs. IBIT - Dividend Comparison

JPM's dividend yield for the trailing twelve months is around 1.84%, while IBIT has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IBIT
iShares Bitcoin Trust ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JPM
JPMorgan Chase & Co.
1.84%1.72%1.92%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%

Frequently Asked Questions


JPM and IBIT have a correlation of 0.17, 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 JPM (6.35%). In terms of maximum drawdown, JPM dropped -76.16% vs IBIT's -52.11%.

JPM currently has the higher Sharpe Ratio (1.01 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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