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

Performance

LIN vs. IBIT - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, LIN achieves a 23.59% return, which is significantly higher than IBIT's -27.41% return.


LIN

1D
1.58%
1M
2.33%
YTD
23.59%
6M
26.61%
1Y
12.77%
3Y*
13.38%
5Y*
13.98%
10Y*

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)

LIN vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
LIN
Linde plc
23.59%3.22%4.41%
IBIT
iShares Bitcoin Trust ETF
-27.41%-6.41%89.87%

Correlation

The correlation between LIN and IBIT is 0.04, 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

0.05

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

0.11

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

LIN vs. IBIT — Risk / Return Rank

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

LIN
LIN Risk / Return Rank: 6161
Overall Rank
LIN Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
LIN Sortino Ratio Rank: 6060
Sortino Ratio Rank
LIN Omega Ratio Rank: 5757
Omega Ratio Rank
LIN Calmar Ratio Rank: 5858
Calmar Ratio Rank
LIN Martin Ratio Rank: 6161
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.

LIN vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Linde plc (LIN) 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.


LINIBITDifference
Sharpe ratioReturn per unit of total volatility

+1.67

Sortino ratioReturn per unit of downside risk

+2.46

Omega ratioGain probability vs. loss probability

1.13

0.85

+0.28

Calmar ratioReturn relative to maximum drawdown

0.67

-0.78

+1.45

Martin ratioReturn relative to average drawdown

1.89

-1.37

+3.26

LIN vs. IBIT - Sharpe Ratio Comparison

The current LIN Sharpe Ratio is 0.74, which is higher than the IBIT Sharpe Ratio of -0.92. The chart below compares the historical Sharpe Ratios of LIN 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

LIN vs. IBIT - Drawdown Comparison

The maximum LIN drawdown since its inception was -32.59%, smaller than the maximum IBIT drawdown of -52.11%. Use the drawdown chart below to compare losses from any high point for LIN and IBIT.


Loading charts...

Drawdown Indicators


LINIBITDifference

Max Drawdown

Largest peak-to-trough decline

-32.59%

-52.11%

+19.52%

Max Drawdown (1Y)

Largest decline over 1 year

-19.18%

-52.11%

+32.93%

Max Drawdown (3Y)

Largest decline over 3 years

-19.18%

Max Drawdown (5Y)

Largest decline over 5 years

-22.82%

Current Drawdown

Current decline from peak

0.00%

-49.45%

+49.45%

Average Drawdown

Average peak-to-trough decline

-5.41%

-16.53%

+11.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.79%

29.64%

-22.85%

Volatility

LIN vs. IBIT - Volatility Comparison

The current volatility for Linde plc (LIN) is 5.57%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 12.07%. This indicates that LIN 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


LINIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.57%

12.07%

-6.50%

Volatility (6M)

Calculated over the trailing 6-month period

13.53%

34.45%

-20.92%

Volatility (1Y)

Calculated over the trailing 1-year period

17.24%

44.10%

-26.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.79%

50.26%

-29.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.08%

50.26%

-26.18%

Dividends

LIN vs. IBIT - Dividend Comparison

LIN's dividend yield for the trailing twelve months is around 1.18%, while IBIT has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
IBIT
iShares Bitcoin Trust ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LIN
Linde plc
1.18%1.41%1.33%1.24%1.43%1.22%1.46%1.64%0.53%

Frequently Asked Questions


LIN and IBIT have a correlation of 0.04, 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 LIN (5.57%). In terms of maximum drawdown, LIN dropped -32.59% vs IBIT's -52.11%.

LIN currently has the higher Sharpe Ratio (0.74 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 LIN 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