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TIP vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

TIP vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares TIPS Bond ETF (TIP) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TIP achieves a 0.95% return, which is significantly higher than BTC-USD's -28.54% return. Over the past 10 years, TIP has underperformed BTC-USD with an annualized return of 2.45%, while BTC-USD has yielded a comparatively higher 59.68% annualized return.


TIP

1D
-0.11%
1M
-0.90%
YTD
0.95%
6M
0.97%
1Y
4.81%
3Y*
3.70%
5Y*
0.88%
10Y*
2.45%

BTC-USD

1D
-1.22%
1M
-22.47%
YTD
-28.54%
6M
-31.02%
1Y
-40.89%
3Y*
33.16%
5Y*
10.82%
10Y*
59.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TIP vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TIP
iShares TIPS Bond ETF
0.95%6.77%1.65%3.80%-12.26%5.68%10.84%8.35%-1.42%2.92%
BTC-USD
Bitcoin
-28.54%-6.27%120.76%155.82%-64.23%59.40%304.57%94.10%-73.37%1,324.24%

Correlation

The correlation between TIP and BTC-USD is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

Correlation (3Y)
Calculated over the trailing 3-year period

0.06

Correlation (5Y)
Calculated over the trailing 5-year period

0.05

Correlation (10Y)
Calculated over the trailing 10-year period

0.05

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2012

0.04

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Return for Risk

TIP vs. BTC-USD — Risk / Return Rank

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

TIP
TIP Risk / Return Rank: 4848
Overall Rank
TIP Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
TIP Sortino Ratio Rank: 5050
Sortino Ratio Rank
TIP Omega Ratio Rank: 4444
Omega Ratio Rank
TIP Calmar Ratio Rank: 5454
Calmar Ratio Rank
TIP Martin Ratio Rank: 4848
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 2828
Overall Rank
BTC-USD Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3333
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3333
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 4646
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 1616
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.

TIP vs. BTC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares TIPS Bond ETF (TIP) and Bitcoin (BTC-USD). 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.


TIPBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+2.39

Sortino ratioReturn per unit of downside risk

+3.56

Omega ratioGain probability vs. loss probability

1.26

0.86

+0.39

Calmar ratioReturn relative to maximum drawdown

2.45

-0.80

+3.25

Martin ratioReturn relative to average drawdown

7.37

-1.42

+8.79

TIP vs. BTC-USD - Sharpe Ratio Comparison

The current TIP Sharpe Ratio is 1.43, which is higher than the BTC-USD Sharpe Ratio of -0.95. The chart below compares the historical Sharpe Ratios of TIP and BTC-USD, 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


TIPBTC-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.43

-0.95

+2.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

0.20

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.87

-0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

1.13

-0.56

Drawdowns

TIP vs. BTC-USD - Drawdown Comparison

The maximum TIP drawdown since its inception was -14.57%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for TIP and BTC-USD.


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Drawdown Indicators


TIPBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-14.57%

-85.30%

+70.73%

Max Drawdown (1Y)

Largest decline over 1 year

-1.98%

-51.21%

+49.23%

Max Drawdown (3Y)

Largest decline over 3 years

-4.54%

-51.21%

+46.67%

Max Drawdown (5Y)

Largest decline over 5 years

-14.51%

-76.67%

+62.16%

Max Drawdown (10Y)

Largest decline over 10 years

-14.51%

-83.80%

+69.29%

Current Drawdown

Current decline from peak

-0.90%

-49.86%

+48.96%

Average Drawdown

Average peak-to-trough decline

-3.43%

-42.32%

+38.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.65%

34.46%

-33.81%

Volatility

TIP vs. BTC-USD - Volatility Comparison

The current volatility for iShares TIPS Bond ETF (TIP) is 1.01%, while Bitcoin (BTC-USD) has a volatility of 11.59%. This indicates that TIP experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TIPBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.01%

11.59%

-10.58%

Volatility (6M)

Calculated over the trailing 6-month period

2.33%

34.53%

-32.20%

Volatility (1Y)

Calculated over the trailing 1-year period

3.38%

35.67%

-32.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.21%

44.95%

-38.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.74%

56.71%

-50.97%

Frequently Asked Questions


TIP and BTC-USD have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BTC-USD has higher volatility (11.59%) compared to TIP (1.01%). In terms of maximum drawdown, TIP dropped -14.57% vs BTC-USD's -85.30%.

TIP currently has the higher Sharpe Ratio (1.43 vs -0.95), 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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