MCO vs. IBIT
MCO (Moody's Corporation) 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, MCO returned -6.12% vs -40.63% for IBIT. At a 0.16 correlation, their price movements are largely independent.
Performance
MCO vs. IBIT - Performance Comparison
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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*
- —
MCO vs. IBIT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
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
MCO
IBIT
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.
| MCO | IBIT | Difference | |
|---|---|---|---|
| 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 |
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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
| MCO | IBIT | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -16.63% | -49.45% | +32.82% |
Average DrawdownAverage peak-to-trough decline | -17.76% | -16.53% | -1.23% |
Ulcer IndexDepth 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
| MCO | IBIT | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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