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REPYY vs. BITO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

REPYY vs. BITO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Repsol SA (REPYY) and ProShares Bitcoin Strategy ETF (BITO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, REPYY achieves a 73.12% return, which is significantly higher than BITO's -29.42% return.


REPYY

1D
-0.94%
1M
21.33%
6M
60.18%
YTD
73.12%
1Y
114.88%
3Y*
35.35%
5Y*
30.29%
10Y*
16.06%
ALL TIME*
16.68%

BITO

1D
-2.85%
1M
2.16%
6M
-26.02%
YTD
-29.42%
1Y
-46.40%
3Y*
21.20%
5Y*
10Y*
ALL TIME*
-5.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.89B$2.63B$2.08B
$2.72M$2.66M$2.90M

REPYY vs. BITO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
REPYY
Repsol SA
73.12%66.69%-13.03%-2.01%41.58%-11.51%
BITO
ProShares Bitcoin Strategy ETF
-29.42%-11.19%104.45%137.33%-63.91%-29.31%

Correlation

The correlation between REPYY and BITO is 0.08, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


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

0.08

Correlation (3Y)
Balances recent behavior with more history.

0.08

Correlation (All Time)
Calculated using the full available price history since Oct 19, 2021

0.15

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Return for Risk

REPYY vs. BITO — Risk / Return Rank

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

REPYY
REPYY Risk / Return Rank: 9797
Overall Rank
REPYY Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
REPYY Sortino Ratio Rank: 9797
Sortino Ratio Rank
REPYY Omega Ratio Rank: 9797
Omega Ratio Rank
REPYY Calmar Ratio Rank: 9797
Calmar Ratio Rank
REPYY Martin Ratio Rank: 9797
Martin Ratio Rank

BITO
BITO Risk / Return Rank: 11
Overall Rank
BITO Sharpe Ratio Rank: 11
Sharpe Ratio Rank
BITO Sortino Ratio Rank: 11
Sortino Ratio Rank
BITO Omega Ratio Rank: 11
Omega Ratio Rank
BITO Calmar Ratio Rank: 11
Calmar Ratio Rank
BITO Martin Ratio Rank: 11
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.

REPYY vs. BITO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Repsol SA (REPYY) and ProShares Bitcoin Strategy ETF (BITO). 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.


REPYYBITODifference
Sharpe ratioReturn per unit of total volatility

+4.72

Sortino ratioReturn per unit of downside risk

+5.62

Omega ratioGain probability vs. loss probability

1.54

0.81

+0.72

Calmar ratioReturn relative to maximum drawdown

6.51

-0.89

+7.40

Martin ratioReturn relative to average drawdown

18.58

-1.36

+19.94

REPYY vs. BITO - Sharpe Ratio Comparison

The current REPYY Sharpe Ratio is 3.62, which is higher than the BITO Sharpe Ratio of -1.09. The chart below compares the historical Sharpe Ratios of REPYY and BITO, 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

REPYY vs. BITO - Drawdown Comparison

The maximum REPYY drawdown since its inception was -65.56%, smaller than the maximum BITO drawdown of -77.86%. Use the drawdown chart below to compare losses from any high point for REPYY and BITO.


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Drawdown Indicators


REPYYBITODifference

Max Drawdown

Largest peak-to-trough decline

-65.56%

-77.86%

+12.30%

Max Drawdown (1Y)

Largest decline over 1 year

-17.30%

-54.47%

+37.17%

Max Drawdown (3Y)

Largest decline over 3 years

-34.63%

-54.47%

+19.84%

Max Drawdown (5Y)

Largest decline over 5 years

-35.71%

Max Drawdown (10Y)

Largest decline over 10 years

-65.56%

Current Drawdown

Current decline from peak

-0.94%

-51.32%

+50.38%

Average Drawdown

Average peak-to-trough decline

-15.84%

-37.18%

+21.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.05%

35.48%

-29.43%

Volatility

REPYY vs. BITO - Volatility Comparison

Repsol SA (REPYY) has a higher volatility of 9.48% compared to ProShares Bitcoin Strategy ETF (BITO) at 8.96%. This indicates that REPYY's price experiences larger fluctuations and is considered to be riskier than BITO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


REPYYBITODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.48%

8.96%

+0.52%

Volatility (6M)

Calculated over the trailing 6-month period

25.44%

33.45%

-8.01%

Volatility (1Y)

Calculated over the trailing 1-year period

31.15%

44.19%

-13.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.54%

54.60%

-26.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.95%

54.60%

-22.65%

Dividends

REPYY vs. BITO - Dividend Comparison

REPYY's dividend yield for the trailing twelve months is around 3.98%, less than BITO's 61.66% yield.


PositionTTM2025202420232022202120202019201820172016
BITO
ProShares Bitcoin Strategy ETF
47.47%78.29%61.59%15.14%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
REPYY
Repsol SA
3.98%5.69%8.07%5.03%4.22%2.41%8.21%8.35%2.97%4.31%3.89%

Frequently Asked Questions


REPYY and BITO have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

REPYY has higher volatility (9.48%) compared to BITO (8.96%). In terms of maximum drawdown, REPYY dropped -65.56% vs BITO's -77.86%.

REPYY currently has the higher Sharpe Ratio (3.62 vs -1.09), 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

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