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PANW vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PANW vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Palo Alto Networks, Inc. (PANW) 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, PANW achieves a 51.80% return, which is significantly higher than IBIT's -27.41% return.


PANW

1D
0.03%
1M
22.75%
YTD
51.80%
6M
45.87%
1Y
41.46%
3Y*
33.77%
5Y*
35.61%
10Y*
29.12%

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)

PANW vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
PANW
Palo Alto Networks, Inc.
51.80%1.23%15.13%
IBIT
iShares Bitcoin Trust ETF
-27.41%-6.41%89.87%

Correlation

The correlation between PANW and IBIT is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.24

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

0.22

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Return for Risk

PANW vs. IBIT — Risk / Return Rank

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

PANW
PANW Risk / Return Rank: 6969
Overall Rank
PANW Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
PANW Sortino Ratio Rank: 6969
Sortino Ratio Rank
PANW Omega Ratio Rank: 7070
Omega Ratio Rank
PANW Calmar Ratio Rank: 6666
Calmar Ratio Rank
PANW Martin Ratio Rank: 6666
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.

PANW vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Palo Alto Networks, Inc. (PANW) 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.


PANWIBITDifference
Sharpe ratioReturn per unit of total volatility

+1.99

Sortino ratioReturn per unit of downside risk

+2.87

Omega ratioGain probability vs. loss probability

1.21

0.85

+0.35

Calmar ratioReturn relative to maximum drawdown

1.16

-0.78

+1.94

Martin ratioReturn relative to average drawdown

2.62

-1.37

+3.99

PANW vs. IBIT - Sharpe Ratio Comparison

The current PANW Sharpe Ratio is 1.07, which is higher than the IBIT Sharpe Ratio of -0.92. The chart below compares the historical Sharpe Ratios of PANW 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

PANW vs. IBIT - Drawdown Comparison

The maximum PANW drawdown since its inception was -47.98%, smaller than the maximum IBIT drawdown of -52.11%. Use the drawdown chart below to compare losses from any high point for PANW and IBIT.


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Drawdown Indicators


PANWIBITDifference

Max Drawdown

Largest peak-to-trough decline

-47.98%

-52.11%

+4.13%

Max Drawdown (1Y)

Largest decline over 1 year

-36.01%

-52.11%

+16.10%

Max Drawdown (3Y)

Largest decline over 3 years

-36.01%

Max Drawdown (5Y)

Largest decline over 5 years

-36.01%

Max Drawdown (10Y)

Largest decline over 10 years

-47.98%

Current Drawdown

Current decline from peak

-6.94%

-49.45%

+42.51%

Average Drawdown

Average peak-to-trough decline

-14.68%

-16.53%

+1.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.87%

29.64%

-13.77%

Volatility

PANW vs. IBIT - Volatility Comparison

Palo Alto Networks, Inc. (PANW) has a higher volatility of 16.97% compared to iShares Bitcoin Trust ETF (IBIT) at 12.07%. This indicates that PANW's price experiences larger fluctuations and is considered to be riskier 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


PANWIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.97%

12.07%

+4.90%

Volatility (6M)

Calculated over the trailing 6-month period

32.33%

34.45%

-2.12%

Volatility (1Y)

Calculated over the trailing 1-year period

38.96%

44.10%

-5.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.72%

50.26%

-8.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.62%

50.26%

-11.64%

Dividends

PANW vs. IBIT - Dividend Comparison

Neither PANW nor IBIT has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


PANW and IBIT have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PANW has higher volatility (16.97%) compared to IBIT (12.07%). In terms of maximum drawdown, PANW dropped -47.98% vs IBIT's -52.11%.

PANW currently has the higher Sharpe Ratio (1.07 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 PANW and IBIT

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