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PLGO vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PLGO vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pelagos Insurance Capital Limited (PLGO) 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, PLGO achieves a 8.79% return, which is significantly higher than IBIT's -27.45% return.


PLGO

1D
-1.72%
1M
1.59%
YTD
8.79%
6M
16.46%
1Y
23.98%
3Y*
5Y*
10Y*

IBIT

1D
-2.65%
1M
-22.17%
YTD
-27.45%
6M
-31.40%
1Y
-39.60%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PLGO vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
PLGO
Pelagos Insurance Capital Limited
8.79%11.20%51.46%
IBIT
iShares Bitcoin Trust ETF
-27.45%-6.41%99.21%

Correlation

The correlation between PLGO and IBIT is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

Correlation (All Time)
Calculated using the full available price history since Jan 12, 2024

0.18

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Return for Risk

PLGO vs. IBIT — Risk / Return Rank

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

PLGO
PLGO Risk / Return Rank: 6868
Overall Rank
PLGO Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
PLGO Sortino Ratio Rank: 6767
Sortino Ratio Rank
PLGO Omega Ratio Rank: 6363
Omega Ratio Rank
PLGO Calmar Ratio Rank: 6969
Calmar Ratio Rank
PLGO Martin Ratio Rank: 7474
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.

PLGO vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pelagos Insurance Capital Limited (PLGO) 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.


PLGOIBITDifference
Sharpe ratioReturn per unit of total volatility

+1.74

Sortino ratioReturn per unit of downside risk

+2.80

Omega ratioGain probability vs. loss probability

1.18

0.86

+0.32

Calmar ratioReturn relative to maximum drawdown

1.51

-0.80

+2.31

Martin ratioReturn relative to average drawdown

4.61

-1.39

+6.00

PLGO vs. IBIT - Sharpe Ratio Comparison

The current PLGO Sharpe Ratio is 0.83, which is higher than the IBIT Sharpe Ratio of -0.91. The chart below compares the historical Sharpe Ratios of PLGO 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


PLGOIBITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

-0.91

+1.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.27

+0.38

Drawdowns

PLGO vs. IBIT - Drawdown Comparison

The maximum PLGO drawdown since its inception was -29.91%, smaller than the maximum IBIT drawdown of -49.47%. Use the drawdown chart below to compare losses from any high point for PLGO and IBIT.


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Drawdown Indicators


PLGOIBITDifference

Max Drawdown

Largest peak-to-trough decline

-29.91%

-49.47%

+19.56%

Max Drawdown (1Y)

Largest decline over 1 year

-15.99%

-49.47%

+33.48%

Current Drawdown

Current decline from peak

-10.70%

-49.47%

+38.77%

Average Drawdown

Average peak-to-trough decline

-10.68%

-16.07%

+5.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.21%

28.61%

-23.40%

Volatility

PLGO vs. IBIT - Volatility Comparison

Pelagos Insurance Capital Limited (PLGO) has a higher volatility of 16.22% compared to iShares Bitcoin Trust ETF (IBIT) at 9.14%. This indicates that PLGO'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


PLGOIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.22%

9.14%

+7.08%

Volatility (6M)

Calculated over the trailing 6-month period

21.17%

33.89%

-12.72%

Volatility (1Y)

Calculated over the trailing 1-year period

29.01%

43.76%

-14.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.20%

50.18%

-17.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.20%

50.18%

-17.98%

Dividends

PLGO vs. IBIT - Dividend Comparison

PLGO's dividend yield for the trailing twelve months is around 2.60%, while IBIT has not paid dividends to shareholders.


PositionTTM20252024
IBIT
iShares Bitcoin Trust ETF
0.00%0.00%0.00%
PLGO
Pelagos Insurance Capital Limited
2.60%2.55%2.21%

Frequently Asked Questions


PLGO and IBIT have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PLGO has higher volatility (16.22%) compared to IBIT (9.14%). In terms of maximum drawdown, PLGO dropped -29.91% vs IBIT's -49.47%.

PLGO currently has the higher Sharpe Ratio (0.83 vs -0.91), 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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