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 60.96% vs -37.79% for IBIT. At a 0.22 correlation, their price movements are largely independent.
Performance
LQDT vs. IBIT - Performance Comparison
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Returns By Period
In the year-to-date period, LQDT achieves a 23.79% return, which is significantly higher than IBIT's -26.49% return.
LQDT
- 1D
- -0.98%
- 1M
- 8.97%
- YTD
- 23.79%
- 6M
- 21.66%
- 1Y
- 60.96%
- 3Y*
- 34.18%
- 5Y*
- 11.29%
- 10Y*
- 17.71%
IBIT
- 1D
- 2.47%
- 1M
- -15.04%
- YTD
- -26.49%
- 6M
- -27.13%
- 1Y
- -37.79%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
LQDT vs. IBIT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
LQDT Liquidity Services, Inc. | 23.79% | -6.13% | 90.28% |
IBIT iShares Bitcoin Trust ETF | -26.49% | -6.41% | 89.87% |
Correlation
The correlation between LQDT and IBIT is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Jan 11, 2024 | 0.22 |
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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 | +2.61 | ||
| Sortino ratioReturn per unit of downside risk | +3.61 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 0.87 | +0.44 |
| Calmar ratioReturn relative to maximum drawdown | 2.85 | -0.73 | +3.57 |
| Martin ratioReturn relative to average drawdown | 8.27 | -1.24 | +9.52 |
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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 -52.11%. 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% | -52.11% | -43.20% |
Max Drawdown (1Y)Largest decline over 1 year | -21.53% | -52.11% | +30.58% |
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 | -42.51% | -48.80% | +6.29% |
Average DrawdownAverage peak-to-trough decline | -62.17% | -16.79% | -45.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.39% | 30.41% | -23.02% |
Volatility
LQDT vs. IBIT - Volatility Comparison
The current volatility for Liquidity Services, Inc. (LQDT) is 7.97%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 13.00%. 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 | 7.97% | 13.00% | -5.03% |
Volatility (6M)Calculated over the trailing 6-month period | 20.75% | 34.53% | -13.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.94% | 44.29% | -9.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.94% | 50.21% | -5.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 53.11% | 50.21% | +2.90% |
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 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IBIT has higher volatility (13.00%) compared to LQDT (7.97%). In terms of maximum drawdown, LQDT dropped -95.31% vs IBIT's -52.11%.
LQDT currently has the higher Sharpe Ratio (1.76 vs -0.86), 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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