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MAXI vs. GBTC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MAXI vs. GBTC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify Bitcoin Strategy PLUS Income ETF (MAXI) and Grayscale Bitcoin Trust ETF (GBTC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MAXI achieves a -35.14% return, which is significantly lower than GBTC's -27.82% return.


MAXI

1D
-2.53%
1M
-24.95%
YTD
-35.14%
6M
-43.24%
1Y
-61.18%
3Y*
12.72%
5Y*
10Y*

GBTC

1D
-2.74%
1M
-22.25%
YTD
-27.82%
6M
-31.83%
1Y
-40.35%
3Y*
53.36%
5Y*
9.81%
10Y*
49.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MAXI vs. GBTC - Yearly Performance Comparison


2026 (YTD)2025202420232022
MAXI
Simplify Bitcoin Strategy PLUS Income ETF
-35.14%-28.59%92.92%144.12%-13.34%
GBTC
Grayscale Bitcoin Trust ETF
-27.82%-7.65%113.81%317.61%-27.34%

Correlation

The correlation between MAXI and GBTC is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.95

Correlation (3Y)
Calculated over the trailing 3-year period

0.93

Correlation (All Time)
Calculated using the full available price history since Oct 3, 2022

0.91

The correlation between MAXI and GBTC has been stable across timeframes, ranging from 0.91 to 0.95 - a consistent structural relationship.

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Return for Risk

MAXI vs. GBTC — Risk / Return Rank

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

MAXI
MAXI Risk / Return Rank: 22
Overall Rank
MAXI Sharpe Ratio Rank: 22
Sharpe Ratio Rank
MAXI Sortino Ratio Rank: 22
Sortino Ratio Rank
MAXI Omega Ratio Rank: 22
Omega Ratio Rank
MAXI Calmar Ratio Rank: 11
Calmar Ratio Rank
MAXI Martin Ratio Rank: 22
Martin Ratio Rank

GBTC
GBTC Risk / Return Rank: 22
Overall Rank
GBTC Sharpe Ratio Rank: 22
Sharpe Ratio Rank
GBTC Sortino Ratio Rank: 22
Sortino Ratio Rank
GBTC Omega Ratio Rank: 22
Omega Ratio Rank
GBTC Calmar Ratio Rank: 22
Calmar Ratio Rank
GBTC 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.

MAXI vs. GBTC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Bitcoin Strategy PLUS Income ETF (MAXI) and Grayscale Bitcoin Trust ETF (GBTC). 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.


MAXIGBTCDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

-0.19

Omega ratioGain probability vs. loss probability

0.84

0.85

-0.02

Calmar ratioReturn relative to maximum drawdown

-0.91

-0.81

-0.10

Martin ratioReturn relative to average drawdown

-1.42

-1.40

-0.02

MAXI vs. GBTC - Sharpe Ratio Comparison

The current MAXI Sharpe Ratio is -0.93, which is comparable to the GBTC Sharpe Ratio of -0.93. The chart below compares the historical Sharpe Ratios of MAXI and GBTC, 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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Sharpe Ratios by Period


MAXIGBTCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.93

-0.93

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.65

-0.35

Drawdowns

MAXI vs. GBTC - Drawdown Comparison

The maximum MAXI drawdown since its inception was -67.12%, smaller than the maximum GBTC drawdown of -89.91%. Use the drawdown chart below to compare losses from any high point for MAXI and GBTC.


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Drawdown Indicators


MAXIGBTCDifference

Max Drawdown

Largest peak-to-trough decline

-67.12%

-89.91%

+22.79%

Max Drawdown (1Y)

Largest decline over 1 year

-67.12%

-49.87%

-17.25%

Max Drawdown (3Y)

Largest decline over 3 years

-67.12%

-49.87%

-17.25%

Max Drawdown (5Y)

Largest decline over 5 years

-85.42%

Max Drawdown (10Y)

Largest decline over 10 years

-89.91%

Current Drawdown

Current decline from peak

-67.12%

-49.87%

-17.25%

Average Drawdown

Average peak-to-trough decline

-18.80%

-43.43%

+24.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

42.96%

28.81%

+14.15%

Volatility

MAXI vs. GBTC - Volatility Comparison

Simplify Bitcoin Strategy PLUS Income ETF (MAXI) has a higher volatility of 11.13% compared to Grayscale Bitcoin Trust ETF (GBTC) at 9.07%. This indicates that MAXI's price experiences larger fluctuations and is considered to be riskier than GBTC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MAXIGBTCDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.13%

9.07%

+2.06%

Volatility (6M)

Calculated over the trailing 6-month period

44.80%

33.86%

+10.94%

Volatility (1Y)

Calculated over the trailing 1-year period

65.74%

43.69%

+22.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

63.80%

62.44%

+1.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

63.80%

82.20%

-18.40%

MAXI vs. GBTC - Expense Ratio Comparison

MAXI has a 0.97% expense ratio, which is lower than GBTC's 1.50% expense ratio.


Dividends

MAXI vs. GBTC - Dividend Comparison

MAXI's dividend yield for the trailing twelve months is around 68.05%, while GBTC has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
GBTC
Grayscale Bitcoin Trust ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%5.61%
MAXI
Simplify Bitcoin Strategy PLUS Income ETF
68.05%49.00%32.06%29.63%4.43%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.95, MAXI and GBTC move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

MAXI has higher volatility (11.13%) compared to GBTC (9.07%). In terms of maximum drawdown, MAXI dropped -67.12% vs GBTC's -89.91%.

On 3-year performance, GBTC leads with 53.36% vs 12.72% for MAXI. On fees, MAXI is cheaper at 0.97% per year. On volatility, GBTC has been the lower-risk option at 9.07%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, GBTC has performed better with a 53.36% return vs 12.72%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MAXI is cheaper with a 0.97% expense ratio, compared with 1.50% for GBTC.

MAXI has the higher dividend yield at 68.05%, compared with 0.00% for GBTC.

They also come from different issuers: Simplify and Grayscale. Their fees differ too: 0.97% for MAXI and 1.50% for GBTC.

GBTC currently has the higher Sharpe Ratio (-0.93 vs -0.93), 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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