LQDT vs. IBIT
LQDT (Liquidity Services, Inc.) is a stock, while IBIT (iShares Bitcoin Trust ETF) is Cryptocurrency fund tracking the CME CF Bitcoin Reference Rate - New York Variant. Over the past year, LQDT returned 66.01% vs -44.50% for IBIT. Their 0.21 correlation means their historical movements had little consistent relationship.
Performance
LQDT vs. IBIT - Performance Comparison
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Returns By Period
In the year-to-date period, LQDT achieves a 28.60% return, which is significantly higher than IBIT's -28.22% return.
LQDT
- 1D
- 2.12%
- 1M
- 1.62%
- 6M
- 21.81%
- YTD
- 28.60%
- 1Y
- 66.01%
- 3Y*
- 32.20%
- 5Y*
- 14.46%
- 10Y*
- 16.97%
- ALL TIME*
- 5.83%
IBIT
- 1D
- -2.89%
- 1M
- 2.21%
- 6M
- -24.95%
- YTD
- -28.22%
- 1Y
- -44.50%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 10.01%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.30B | $1.34B | $1.68B | |
| $6.05M | $7.34M | $7.24M |
LQDT vs. IBIT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
LQDT Liquidity Services, Inc. | 28.60% | -6.13% | 90.28% |
IBIT iShares Bitcoin Trust ETF | -28.22% | -6.41% | 89.87% |
Correlation
The correlation between LQDT and IBIT is 0.17, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 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
LQDT vs. IBIT — Risk / Return Rank
LQDT
IBIT
LQDT vs. IBIT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Liquidity Services, Inc. (LQDT) 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.
| LQDT | IBIT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.88 | ||
| Sortino ratioReturn per unit of downside risk | +4.09 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 0.83 | +0.50 |
| Calmar ratioReturn relative to maximum drawdown | 2.95 | -0.87 | +3.82 |
| Martin ratioReturn relative to average drawdown | 8.66 | -1.34 | +9.99 |
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Drawdowns
LQDT vs. IBIT - Drawdown Comparison
The maximum LQDT drawdown since its inception was -95.31%, which is greater than IBIT's maximum drawdown of -53.30%. Use the drawdown chart below to compare losses from any high point for LQDT and IBIT.
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Drawdown Indicators
| LQDT | IBIT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.31% | -53.30% | -42.01% |
Max Drawdown (1Y)Largest decline over 1 year | -21.53% | -53.30% | +31.77% |
Max Drawdown (3Y)Largest decline over 3 years | -41.08% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -57.57% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -72.78% | — | — |
Current DrawdownCurrent decline from peak | -40.27% | -50.01% | +9.74% |
Average DrawdownAverage peak-to-trough decline | -62.05% | -18.24% | -43.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.33% | 34.66% | -27.33% |
Volatility
LQDT vs. IBIT - Volatility Comparison
The current volatility for Liquidity Services, Inc. (LQDT) is 8.56%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 9.21%. This indicates that LQDT 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
| LQDT | IBIT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.56% | 9.21% | -0.65% |
Volatility (6M)Calculated over the trailing 6-month period | 21.48% | 33.74% | -12.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.65% | 44.46% | -9.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.11% | 49.60% | -5.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 53.06% | 49.60% | +3.46% |
Dividends
LQDT vs. IBIT - Dividend Comparison
Neither LQDT nor IBIT has paid dividends to shareholders.
Frequently Asked Questions
LQDT 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 (9.21%) compared to LQDT (8.56%). In terms of maximum drawdown, LQDT dropped -95.31% vs IBIT's -53.30%.
LQDT currently has the higher Sharpe Ratio (1.84 vs -1.04), 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.
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