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MAXJ vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MAXJ vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Large Cap Max Buffer Jun ETF (MAXJ) 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, MAXJ achieves a 2.84% return, which is significantly higher than IBIT's -31.24% return.


MAXJ

1D
0.00%
1M
0.55%
YTD
2.84%
6M
3.38%
1Y
9.57%
3Y*
5Y*
10Y*

IBIT

1D
-5.22%
1M
-26.09%
YTD
-31.24%
6M
-32.65%
1Y
-41.01%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MAXJ vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
MAXJ
iShares Large Cap Max Buffer Jun ETF
2.84%8.97%4.55%
IBIT
iShares Bitcoin Trust ETF
-31.24%-6.41%47.36%

Correlation

The correlation between MAXJ and IBIT is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.45

Correlation (All Time)
Calculated using the full available price history since Jul 2, 2024

0.41

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Return for Risk

MAXJ vs. IBIT — Risk / Return Rank

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

MAXJ
MAXJ Risk / Return Rank: 9494
Overall Rank
MAXJ Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
MAXJ Sortino Ratio Rank: 9696
Sortino Ratio Rank
MAXJ Omega Ratio Rank: 9696
Omega Ratio Rank
MAXJ Calmar Ratio Rank: 9191
Calmar Ratio Rank
MAXJ Martin Ratio Rank: 9696
Martin Ratio Rank

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

MAXJ vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Large Cap Max Buffer Jun ETF (MAXJ) 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.


MAXJIBITDifference
Sharpe ratioReturn per unit of total volatility

+4.27

Sortino ratioReturn per unit of downside risk

+6.85

Omega ratioGain probability vs. loss probability

1.81

0.85

+0.95

Calmar ratioReturn relative to maximum drawdown

5.64

-0.79

+6.43

Martin ratioReturn relative to average drawdown

32.01

-1.43

+33.43

MAXJ vs. IBIT - Sharpe Ratio Comparison

The current MAXJ Sharpe Ratio is 3.33, which is higher than the IBIT Sharpe Ratio of -0.94. The chart below compares the historical Sharpe Ratios of MAXJ 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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Sharpe Ratios by Period


MAXJIBITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.33

-0.94

+4.27

Sharpe Ratio (All Time)

Calculated using the full available price history

1.63

0.22

+1.41

Drawdowns

MAXJ vs. IBIT - Drawdown Comparison

The maximum MAXJ drawdown since its inception was -6.35%, smaller than the maximum IBIT drawdown of -52.11%. Use the drawdown chart below to compare losses from any high point for MAXJ and IBIT.


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Drawdown Indicators


MAXJIBITDifference

Max Drawdown

Largest peak-to-trough decline

-6.35%

-52.11%

+45.76%

Max Drawdown (1Y)

Largest decline over 1 year

-1.70%

-52.11%

+50.41%

Current Drawdown

Current decline from peak

-0.03%

-52.11%

+52.08%

Average Drawdown

Average peak-to-trough decline

-0.56%

-16.13%

+15.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.30%

28.80%

-28.50%

Volatility

MAXJ vs. IBIT - Volatility Comparison

The current volatility for iShares Large Cap Max Buffer Jun ETF (MAXJ) is 0.29%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 9.97%. This indicates that MAXJ 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


MAXJIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.29%

9.97%

-9.68%

Volatility (6M)

Calculated over the trailing 6-month period

1.91%

34.18%

-32.27%

Volatility (1Y)

Calculated over the trailing 1-year period

2.91%

44.04%

-41.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.27%

50.26%

-44.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.27%

50.26%

-44.99%

MAXJ vs. IBIT - Expense Ratio Comparison

MAXJ has a 0.50% expense ratio, which is higher than IBIT's 0.25% expense ratio.


Dividends

MAXJ vs. IBIT - Dividend Comparison

MAXJ's dividend yield for the trailing twelve months is around 0.98%, while IBIT has not paid dividends to shareholders.


PositionTTM20252024
IBIT
iShares Bitcoin Trust ETF
0.00%0.00%0.00%
MAXJ
iShares Large Cap Max Buffer Jun ETF
0.98%1.01%0.81%

Frequently Asked Questions


MAXJ and IBIT have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBIT has higher volatility (9.97%) compared to MAXJ (0.29%). In terms of maximum drawdown, MAXJ dropped -6.35% vs IBIT's -52.11%.

On 1-year performance, MAXJ leads with 9.57% vs -41.01% for IBIT. On fees, IBIT is cheaper at 0.25% per year. On volatility, MAXJ has been the lower-risk option at 0.29%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, MAXJ has performed better with a 9.57% return vs -41.01%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBIT is cheaper with a 0.25% expense ratio, compared with 0.50% for MAXJ.

MAXJ has the higher dividend yield at 0.98%, compared with 0.00% for IBIT.

MAXJ is categorized as Equity Hedged, while IBIT is Cryptocurrency. Their fees differ too: 0.50% for MAXJ and 0.25% for IBIT.

MAXJ currently has the higher Sharpe Ratio (3.33 vs -0.94), 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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