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TIMB vs. BITB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TIMB vs. BITB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIM S.A. (TIMB) and Bitwise Bitcoin ETF (BITB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TIMB achieves a 15.30% return, which is significantly higher than BITB's -27.42% return.


TIMB

1D
0.54%
1M
1.69%
YTD
15.30%
6M
11.44%
1Y
31.26%
3Y*
22.01%
5Y*
19.21%
10Y*

BITB

1D
0.03%
1M
-19.63%
YTD
-27.42%
6M
-29.61%
1Y
-39.67%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TIMB vs. BITB - Yearly Performance Comparison


2026 (YTD)20252024
TIMB
TIM S.A.
15.30%86.96%-30.21%
BITB
Bitwise Bitcoin ETF
-27.42%-6.47%89.74%

Correlation

The correlation between TIMB and BITB is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

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

0.12

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Return for Risk

TIMB vs. BITB — Risk / Return Rank

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

TIMB
TIMB Risk / Return Rank: 6868
Overall Rank
TIMB Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
TIMB Sortino Ratio Rank: 6565
Sortino Ratio Rank
TIMB Omega Ratio Rank: 6464
Omega Ratio Rank
TIMB Calmar Ratio Rank: 6767
Calmar Ratio Rank
TIMB Martin Ratio Rank: 7070
Martin Ratio Rank

BITB
BITB Risk / Return Rank: 33
Overall Rank
BITB Sharpe Ratio Rank: 22
Sharpe Ratio Rank
BITB Sortino Ratio Rank: 33
Sortino Ratio Rank
BITB Omega Ratio Rank: 33
Omega Ratio Rank
BITB Calmar Ratio Rank: 33
Calmar Ratio Rank
BITB 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.

TIMB vs. BITB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIM S.A. (TIMB) and Bitwise Bitcoin ETF (BITB). 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.


TIMBBITBDifference
Sharpe ratioReturn per unit of total volatility

+1.85

Sortino ratioReturn per unit of downside risk

+2.72

Omega ratioGain probability vs. loss probability

1.17

0.85

+0.32

Calmar ratioReturn relative to maximum drawdown

1.22

-0.78

+2.01

Martin ratioReturn relative to average drawdown

3.35

-1.37

+4.73

TIMB vs. BITB - Sharpe Ratio Comparison

The current TIMB Sharpe Ratio is 0.93, which is higher than the BITB Sharpe Ratio of -0.93. The chart below compares the historical Sharpe Ratios of TIMB and BITB, 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

TIMB vs. BITB - Drawdown Comparison

The maximum TIMB drawdown since its inception was -37.08%, smaller than the maximum BITB drawdown of -52.04%. Use the drawdown chart below to compare losses from any high point for TIMB and BITB.


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Drawdown Indicators


TIMBBITBDifference

Max Drawdown

Largest peak-to-trough decline

-37.08%

-52.04%

+14.96%

Max Drawdown (1Y)

Largest decline over 1 year

-23.82%

-52.04%

+28.22%

Max Drawdown (3Y)

Largest decline over 3 years

-37.08%

Max Drawdown (5Y)

Largest decline over 5 years

-37.08%

Current Drawdown

Current decline from peak

-20.28%

-49.44%

+29.16%

Average Drawdown

Average peak-to-trough decline

-12.14%

-16.54%

+4.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.68%

29.62%

-20.94%

Volatility

TIMB vs. BITB - Volatility Comparison

The current volatility for TIM S.A. (TIMB) is 6.33%, while Bitwise Bitcoin ETF (BITB) has a volatility of 11.94%. This indicates that TIMB experiences smaller price fluctuations and is considered to be less risky than BITB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TIMBBITBDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.33%

11.94%

-5.61%

Volatility (6M)

Calculated over the trailing 6-month period

25.37%

34.40%

-9.03%

Volatility (1Y)

Calculated over the trailing 1-year period

31.42%

43.98%

-12.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.55%

50.04%

-18.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.10%

50.04%

-17.94%

Dividends

TIMB vs. BITB - Dividend Comparison

TIMB's dividend yield for the trailing twelve months is around 8.17%, while BITB has not paid dividends to shareholders.


PositionTTM202520242023202220212020
BITB
Bitwise Bitcoin ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TIMB
TIM S.A.
8.17%11.67%6.03%4.98%4.05%3.43%3.05%

Frequently Asked Questions


TIMB and BITB have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BITB has higher volatility (11.94%) compared to TIMB (6.33%). In terms of maximum drawdown, TIMB dropped -37.08% vs BITB's -52.04%.

TIMB currently has the higher Sharpe Ratio (0.93 vs -0.93), 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 TIMB and BITB

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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