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RIOT vs. BITO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RIOT and BITO is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.4

Performance

RIOT vs. BITO - Performance Comparison

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

-80.00%-60.00%-40.00%-20.00%0.00%20.00%40.00%NovemberDecember2025FebruaryMarchApril
-74.73%
19.80%
RIOT
BITO

Key characteristics

Sharpe Ratio

RIOT:

-0.34

BITO:

0.58

Sortino Ratio

RIOT:

0.05

BITO:

1.19

Omega Ratio

RIOT:

1.01

BITO:

1.14

Calmar Ratio

RIOT:

-0.31

BITO:

1.03

Martin Ratio

RIOT:

-0.99

BITO:

2.33

Ulcer Index

RIOT:

30.88%

BITO:

13.79%

Daily Std Dev

RIOT:

90.04%

BITO:

55.22%

Max Drawdown

RIOT:

-99.98%

BITO:

-77.86%

Current Drawdown

RIOT:

-99.76%

BITO:

-14.26%

Returns By Period

In the year-to-date period, RIOT achieves a -23.70% return, which is significantly lower than BITO's -1.44% return.


RIOT

YTD

-23.70%

1M

-8.46%

6M

-23.55%

1Y

-34.43%

5Y*

44.35%

10Y*

7.12%

BITO

YTD

-1.44%

1M

5.96%

6M

32.61%

1Y

37.76%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

RIOT vs. BITO — Risk-Adjusted Performance Rank

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

RIOT
The Risk-Adjusted Performance Rank of RIOT is 3535
Overall Rank
The Sharpe Ratio Rank of RIOT is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of RIOT is 3939
Sortino Ratio Rank
The Omega Ratio Rank of RIOT is 3939
Omega Ratio Rank
The Calmar Ratio Rank of RIOT is 3333
Calmar Ratio Rank
The Martin Ratio Rank of RIOT is 2929
Martin Ratio Rank

BITO
The Risk-Adjusted Performance Rank of BITO is 7171
Overall Rank
The Sharpe Ratio Rank of BITO is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of BITO is 7474
Sortino Ratio Rank
The Omega Ratio Rank of BITO is 6767
Omega Ratio Rank
The Calmar Ratio Rank of BITO is 8383
Calmar Ratio Rank
The Martin Ratio Rank of BITO is 6666
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RIOT vs. BITO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Riot Blockchain, Inc. (RIOT) 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.


The chart of Sharpe ratio for RIOT, currently valued at -0.34, compared to the broader market-2.00-1.000.001.002.003.00
RIOT: -0.34
BITO: 0.58
The chart of Sortino ratio for RIOT, currently valued at 0.05, compared to the broader market-6.00-4.00-2.000.002.004.00
RIOT: 0.05
BITO: 1.19
The chart of Omega ratio for RIOT, currently valued at 1.01, compared to the broader market0.501.001.502.00
RIOT: 1.01
BITO: 1.14
The chart of Calmar ratio for RIOT, currently valued at -0.36, compared to the broader market0.001.002.003.004.005.00
RIOT: -0.36
BITO: 1.03
The chart of Martin ratio for RIOT, currently valued at -0.99, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
RIOT: -0.99
BITO: 2.33

The current RIOT Sharpe Ratio is -0.34, which is lower than the BITO Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of RIOT and BITO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.34
0.58
RIOT
BITO

Dividends

RIOT vs. BITO - Dividend Comparison

RIOT has not paid dividends to shareholders, while BITO's dividend yield for the trailing twelve months is around 67.78%.


TTM20242023202220212020201920182017
RIOT
Riot Blockchain, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%3.52%
BITO
ProShares Bitcoin Strategy ETF
67.78%61.58%15.14%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

RIOT vs. BITO - Drawdown Comparison

The maximum RIOT drawdown since its inception was -99.98%, which is greater than BITO's maximum drawdown of -77.86%. Use the drawdown chart below to compare losses from any high point for RIOT and BITO. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-82.37%
-14.26%
RIOT
BITO

Volatility

RIOT vs. BITO - Volatility Comparison

Riot Blockchain, Inc. (RIOT) has a higher volatility of 29.25% compared to ProShares Bitcoin Strategy ETF (BITO) at 16.72%. This indicates that RIOT'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.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%NovemberDecember2025FebruaryMarchApril
29.25%
16.72%
RIOT
BITO