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MCO vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MCO vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Moody's Corporation (MCO) 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, MCO achieves a -11.93% return, which is significantly higher than IBIT's -27.41% return.


MCO

1D
1.36%
1M
2.42%
YTD
-11.93%
6M
-7.54%
1Y
-6.12%
3Y*
10.65%
5Y*
6.32%
10Y*
17.53%

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)

MCO vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
MCO
Moody's Corporation
-11.93%8.74%26.70%
IBIT
iShares Bitcoin Trust ETF
-27.41%-6.41%89.87%

Correlation

The correlation between MCO and IBIT is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.16

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Return for Risk

MCO vs. IBIT — Risk / Return Rank

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

MCO
MCO Risk / Return Rank: 3232
Overall Rank
MCO Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
MCO Sortino Ratio Rank: 2929
Sortino Ratio Rank
MCO Omega Ratio Rank: 2828
Omega Ratio Rank
MCO Calmar Ratio Rank: 3535
Calmar Ratio Rank
MCO Martin Ratio Rank: 3333
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.

MCO vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Moody's Corporation (MCO) 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.


MCOIBITDifference
Sharpe ratioReturn per unit of total volatility

+0.69

Sortino ratioReturn per unit of downside risk

+1.16

Omega ratioGain probability vs. loss probability

0.98

0.85

+0.13

Calmar ratioReturn relative to maximum drawdown

-0.26

-0.78

+0.52

Martin ratioReturn relative to average drawdown

-0.56

-1.37

+0.81

MCO vs. IBIT - Sharpe Ratio Comparison

The current MCO Sharpe Ratio is -0.23, which is higher than the IBIT Sharpe Ratio of -0.92. The chart below compares the historical Sharpe Ratios of MCO 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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Drawdowns

MCO vs. IBIT - Drawdown Comparison

The maximum MCO drawdown since its inception was -78.72%, which is greater than IBIT's maximum drawdown of -52.11%. Use the drawdown chart below to compare losses from any high point for MCO and IBIT.


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Drawdown Indicators


MCOIBITDifference

Max Drawdown

Largest peak-to-trough decline

-78.72%

-52.11%

-26.61%

Max Drawdown (1Y)

Largest decline over 1 year

-23.61%

-52.11%

+28.50%

Max Drawdown (3Y)

Largest decline over 3 years

-24.65%

Max Drawdown (5Y)

Largest decline over 5 years

-41.66%

Max Drawdown (10Y)

Largest decline over 10 years

-42.02%

Current Drawdown

Current decline from peak

-16.63%

-49.45%

+32.82%

Average Drawdown

Average peak-to-trough decline

-17.76%

-16.53%

-1.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.99%

29.64%

-18.65%

Volatility

MCO vs. IBIT - Volatility Comparison

The current volatility for Moody's Corporation (MCO) is 7.00%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 12.07%. This indicates that MCO 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


MCOIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.00%

12.07%

-5.07%

Volatility (6M)

Calculated over the trailing 6-month period

21.97%

34.45%

-12.48%

Volatility (1Y)

Calculated over the trailing 1-year period

26.40%

44.10%

-17.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.33%

50.26%

-23.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.84%

50.26%

-22.42%

Dividends

MCO vs. IBIT - Dividend Comparison

MCO's dividend yield for the trailing twelve months is around 0.88%, while IBIT has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IBIT
iShares Bitcoin Trust ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MCO
Moody's Corporation
0.88%0.74%0.72%0.79%1.26%0.63%0.77%0.84%1.26%1.03%1.57%1.36%

Frequently Asked Questions


MCO and IBIT have a correlation of 0.13, 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 MCO (7.00%). In terms of maximum drawdown, MCO dropped -78.72% vs IBIT's -52.11%.

MCO currently has the higher Sharpe Ratio (-0.23 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 MCO and IBIT

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