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SBET vs. BOXX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SBET vs. BOXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sharplink, Inc. (SBET) and Alpha Architect 1-3 Month Box ETF (BOXX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SBET achieves a -47.20% return, which is significantly lower than BOXX's 1.71% return.


SBET

1D
-4.93%
1M
-24.24%
YTD
-47.20%
6M
-48.70%
1Y
-51.14%
3Y*
5Y*
10Y*

BOXX

1D
0.01%
1M
0.17%
YTD
1.71%
6M
1.83%
1Y
3.96%
3Y*
4.71%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SBET vs. BOXX - Yearly Performance Comparison


2026 (YTD)20252024
SBET
Sharplink, Inc.
-47.20%15.65%-45.41%
BOXX
Alpha Architect 1-3 Month Box ETF
1.71%4.37%4.62%

Correlation

The correlation between SBET and BOXX is 0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.00

Correlation (All Time)
Calculated using the full available price history since Feb 13, 2024

0.05

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Return for Risk

SBET vs. BOXX — Risk / Return Rank

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

SBET
SBET Risk / Return Rank: 2525
Overall Rank
SBET Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
SBET Sortino Ratio Rank: 2626
Sortino Ratio Rank
SBET Omega Ratio Rank: 2727
Omega Ratio Rank
SBET Calmar Ratio Rank: 2121
Calmar Ratio Rank
SBET Martin Ratio Rank: 2929
Martin Ratio Rank

BOXX
BOXX Risk / Return Rank: 100100
Overall Rank
BOXX Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
BOXX Sortino Ratio Rank: 9999
Sortino Ratio Rank
BOXX Omega Ratio Rank: 9999
Omega Ratio Rank
BOXX Calmar Ratio Rank: 9999
Calmar Ratio Rank
BOXX Martin Ratio Rank: 100100
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.

SBET vs. BOXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sharplink, Inc. (SBET) and Alpha Architect 1-3 Month Box ETF (BOXX). 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.


SBETBOXXDifference
Sharpe ratioReturn per unit of total volatility

-12.87

Sortino ratioReturn per unit of downside risk

-35.24

Omega ratioGain probability vs. loss probability

0.97

8.67

-7.71

Calmar ratioReturn relative to maximum drawdown

-0.59

57.81

-58.39

Martin ratioReturn relative to average drawdown

-0.75

493.36

-494.11

SBET vs. BOXX - Sharpe Ratio Comparison

The current SBET Sharpe Ratio is -0.49, which is lower than the BOXX Sharpe Ratio of 12.38. The chart below compares the historical Sharpe Ratios of SBET and BOXX, 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

SBET vs. BOXX - Drawdown Comparison

The maximum SBET drawdown since its inception was -94.04%, which is greater than BOXX's maximum drawdown of -0.12%. Use the drawdown chart below to compare losses from any high point for SBET and BOXX.


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Drawdown Indicators


SBETBOXXDifference

Max Drawdown

Largest peak-to-trough decline

-94.04%

-0.12%

-93.92%

Max Drawdown (1Y)

Largest decline over 1 year

-87.37%

-0.07%

-87.30%

Max Drawdown (3Y)

Largest decline over 3 years

-0.12%

Current Drawdown

Current decline from peak

-94.04%

-0.01%

-94.03%

Average Drawdown

Average peak-to-trough decline

-66.24%

-0.00%

-66.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

68.69%

0.01%

+68.68%

Volatility

SBET vs. BOXX - Volatility Comparison

Sharplink, Inc. (SBET) has a higher volatility of 19.53% compared to Alpha Architect 1-3 Month Box ETF (BOXX) at 0.10%. This indicates that SBET's price experiences larger fluctuations and is considered to be riskier than BOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SBETBOXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.53%

0.10%

+19.43%

Volatility (6M)

Calculated over the trailing 6-month period

54.92%

0.26%

+54.66%

Volatility (1Y)

Calculated over the trailing 1-year period

103.89%

0.32%

+103.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

337.42%

0.37%

+337.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

337.42%

0.37%

+337.05%

Dividends

SBET vs. BOXX - Dividend Comparison

Neither SBET nor BOXX has paid dividends to shareholders.


PositionTTM20252024
BOXX
Alpha Architect 1-3 Month Box ETF
0.00%0.00%0.26%
SBET
Sharplink, Inc.
0.00%0.00%0.00%

Frequently Asked Questions


SBET and BOXX have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SBET has higher volatility (19.53%) compared to BOXX (0.10%). In terms of maximum drawdown, SBET dropped -94.04% vs BOXX's -0.12%.

BOXX currently has the higher Sharpe Ratio (12.38 vs -0.49), 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 SBET and BOXX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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