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NYF vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NYF vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares New York Muni Bond ETF (NYF) 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, NYF achieves a 0.64% return, which is significantly higher than IBIT's -26.71% return.


NYF

1D
0.25%
1M
-1.56%
6M
-0.13%
YTD
0.64%
1Y
4.71%
3Y*
3.02%
5Y*
0.53%
10Y*
1.64%
ALL TIME*
3.06%

IBIT

1D
0.64%
1M
4.36%
6M
-15.96%
YTD
-26.71%
1Y
-44.19%
3Y*
5Y*
10Y*
ALL TIME*
10.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.29B$1.33B$1.64B
$9.91M$8.04M$7.81M

NYF vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
NYF
iShares New York Muni Bond ETF
0.64%3.64%1.13%
IBIT
iShares Bitcoin Trust ETF
-26.71%-6.41%89.87%

Correlation

The correlation between NYF and IBIT is 0.11, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.11

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

0.05

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Return for Risk

NYF vs. IBIT — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

NYF
NYF Risk / Return Rank: 5959
Overall Rank
NYF Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
NYF Sortino Ratio Rank: 6363
Sortino Ratio Rank
NYF Omega Ratio Rank: 7777
Omega Ratio Rank
NYF Calmar Ratio Rank: 4343
Calmar Ratio Rank
NYF Martin Ratio Rank: 4545
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) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

NYF vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares New York Muni Bond ETF (NYF) 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.


NYFIBITDifference
Sharpe ratioReturn per unit of total volatility

+2.72

Sortino ratioReturn per unit of downside risk

+3.85

Omega ratioGain probability vs. loss probability

1.36

0.84

+0.52

Calmar ratioReturn relative to maximum drawdown

1.71

-0.83

+2.54

Martin ratioReturn relative to average drawdown

5.58

-1.27

+6.85

NYF vs. IBIT - Sharpe Ratio Comparison

The current NYF Sharpe Ratio is 1.72, which is higher than the IBIT Sharpe Ratio of -1.00. The chart below compares the historical Sharpe Ratios of NYF 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

NYF vs. IBIT - Drawdown Comparison

The maximum NYF drawdown since its inception was -13.12%, smaller than the maximum IBIT drawdown of -53.30%. Use the drawdown chart below to compare losses from any high point for NYF and IBIT.


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Drawdown Indicators


NYFIBITDifference

Max Drawdown

Largest peak-to-trough decline

-13.12%

-53.30%

+40.18%

Max Drawdown (1Y)

Largest decline over 1 year

-2.76%

-53.30%

+50.54%

Max Drawdown (3Y)

Largest decline over 3 years

-4.62%

Max Drawdown (5Y)

Largest decline over 5 years

-12.41%

Max Drawdown (10Y)

Largest decline over 10 years

-13.12%

Current Drawdown

Current decline from peak

-1.56%

-48.95%

+47.39%

Average Drawdown

Average peak-to-trough decline

-2.29%

-18.34%

+16.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.84%

34.94%

-34.10%

Volatility

NYF vs. IBIT - Volatility Comparison

The current volatility for iShares New York Muni Bond ETF (NYF) is 0.87%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 8.29%. This indicates that NYF 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


NYFIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.87%

8.29%

-7.42%

Volatility (6M)

Calculated over the trailing 6-month period

2.24%

33.07%

-30.83%

Volatility (1Y)

Calculated over the trailing 1-year period

2.74%

44.40%

-41.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.02%

49.53%

-45.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.48%

49.53%

-45.05%

NYF vs. IBIT - Expense Ratio Comparison

NYF has a 0.09% expense ratio, which is lower than IBIT's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

NYF vs. IBIT - Dividend Comparison

NYF's dividend yield for the trailing twelve months is around 3.16%, 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%
NYF
iShares New York Muni Bond ETF
3.16%2.99%2.77%2.36%2.04%1.85%1.98%2.19%2.48%2.46%2.43%2.60%

Frequently Asked Questions


NYF and IBIT have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBIT has higher volatility (8.29%) compared to NYF (0.87%). In terms of maximum drawdown, NYF dropped -13.12% vs IBIT's -53.30%.

On 1-year performance, NYF leads with 4.71% vs -44.19% for IBIT. On fees, NYF is cheaper at 0.09% per year. On volatility, NYF has been the lower-risk option at 0.87%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, NYF has performed better with a 4.71% return vs -44.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

NYF is cheaper with a 0.09% expense ratio, compared with 0.25% for IBIT.

NYF has the higher dividend yield at 3.16%, compared with 0.00% for IBIT.

NYF is categorized as Municipal Bonds, while IBIT is Cryptocurrency. NYF tracks ICE AMT-Free New York Plus Municipal Index, while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant. Their fees differ too: 0.09% for NYF and 0.25% for IBIT.

NYF currently has the higher Sharpe Ratio (1.72 vs -1.00), 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 NYF and IBIT

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