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URBN vs. IBIT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between URBN and IBIT is 0.43, 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.


Performance

URBN vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Urban Outfitters, Inc. (URBN) and iShares Bitcoin Trust (IBIT). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%100.00%120.00%December2025FebruaryMarchAprilMay
33.32%
116.37%
URBN
IBIT

Key characteristics

Sharpe Ratio

URBN:

0.53

IBIT:

1.17

Sortino Ratio

URBN:

1.10

IBIT:

1.77

Omega Ratio

URBN:

1.14

IBIT:

1.21

Calmar Ratio

URBN:

0.89

IBIT:

2.13

Martin Ratio

URBN:

1.76

IBIT:

4.65

Ulcer Index

URBN:

14.84%

IBIT:

12.90%

Daily Std Dev

URBN:

50.86%

IBIT:

53.97%

Max Drawdown

URBN:

-77.07%

IBIT:

-28.22%

Current Drawdown

URBN:

-14.30%

IBIT:

-5.12%

Returns By Period

In the year-to-date period, URBN achieves a -5.62% return, which is significantly lower than IBIT's 8.61% return.


URBN

YTD

-5.62%

1M

19.78%

6M

38.82%

1Y

26.79%

5Y*

24.01%

10Y*

2.48%

IBIT

YTD

8.61%

1M

32.19%

6M

32.16%

1Y

62.86%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

URBN vs. IBIT — Risk-Adjusted Performance Rank

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

URBN
The Risk-Adjusted Performance Rank of URBN is 7272
Overall Rank
The Sharpe Ratio Rank of URBN is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of URBN is 6969
Sortino Ratio Rank
The Omega Ratio Rank of URBN is 6767
Omega Ratio Rank
The Calmar Ratio Rank of URBN is 8383
Calmar Ratio Rank
The Martin Ratio Rank of URBN is 7171
Martin Ratio Rank

IBIT
The Risk-Adjusted Performance Rank of IBIT is 8686
Overall Rank
The Sharpe Ratio Rank of IBIT is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of IBIT is 8686
Sortino Ratio Rank
The Omega Ratio Rank of IBIT is 8282
Omega Ratio Rank
The Calmar Ratio Rank of IBIT is 9494
Calmar Ratio Rank
The Martin Ratio Rank of IBIT is 8383
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.

URBN vs. IBIT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Urban Outfitters, Inc. (URBN) and iShares Bitcoin Trust (IBIT). 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 current URBN Sharpe Ratio is 0.53, which is lower than the IBIT Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of URBN and IBIT, 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 Ratio0.000.501.001.502.002.503.00Jan 19Jan 26Feb 02Feb 09Feb 16Feb 23Mar 02Mar 09Mar 16Mar 23Mar 30Apr 06Apr 13Apr 20Apr 27May 04
0.53
1.17
URBN
IBIT

Dividends

URBN vs. IBIT - Dividend Comparison

Neither URBN nor IBIT has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

URBN vs. IBIT - Drawdown Comparison

The maximum URBN drawdown since its inception was -77.07%, which is greater than IBIT's maximum drawdown of -28.22%. Use the drawdown chart below to compare losses from any high point for URBN and IBIT. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-14.30%
-5.12%
URBN
IBIT

Volatility

URBN vs. IBIT - Volatility Comparison

Urban Outfitters, Inc. (URBN) has a higher volatility of 18.89% compared to iShares Bitcoin Trust (IBIT) at 12.38%. This indicates that URBN's price experiences larger fluctuations and is considered to be riskier than IBIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%December2025FebruaryMarchAprilMay
18.89%
12.38%
URBN
IBIT