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V vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

V vs. IBIT - Performance Comparison

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

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Returns By Period

In the year-to-date period, V achieves a -8.47% return, which is significantly higher than IBIT's -27.71% return.


V

1D
-1.21%
1M
0.48%
YTD
-8.47%
6M
-1.79%
1Y
-12.97%
3Y*
13.52%
5Y*
7.39%
10Y*
15.64%

IBIT

1D
5.13%
1M
-21.03%
YTD
-27.71%
6M
-30.34%
1Y
-39.44%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

V vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
V
Visa Inc.
-8.47%11.76%20.37%
IBIT
iShares Bitcoin Trust ETF
-27.71%-6.41%89.87%

Correlation

The correlation between V and IBIT is 0.03, 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

0.03

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

0.11

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Return for Risk

V vs. IBIT — Risk / Return Rank

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

V
V Risk / Return Rank: 1717
Overall Rank
V Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
V Sortino Ratio Rank: 1616
Sortino Ratio Rank
V Omega Ratio Rank: 1717
Omega Ratio Rank
V Calmar Ratio Rank: 1818
Calmar Ratio Rank
V Martin Ratio Rank: 1616
Martin Ratio Rank

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

V vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Visa Inc. (V) and iShares Bitcoin Trust ETF (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.


VIBITDifference
Sharpe ratioReturn per unit of total volatility

+0.31

Sortino ratioReturn per unit of downside risk

+0.52

Omega ratioGain probability vs. loss probability

0.91

0.86

+0.05

Calmar ratioReturn relative to maximum drawdown

-0.64

-0.76

+0.12

Martin ratioReturn relative to average drawdown

-1.18

-1.36

+0.18

V vs. IBIT - Sharpe Ratio Comparison

The current V Sharpe Ratio is -0.58, which is higher than the IBIT Sharpe Ratio of -0.90. The chart below compares the historical Sharpe Ratios of V and IBIT, 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


VIBITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.58

-0.90

+0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.26

+0.42

Drawdowns

V vs. IBIT - Drawdown Comparison

The maximum V drawdown since its inception was -51.90%, roughly equal to the maximum IBIT drawdown of -52.11%. Use the drawdown chart below to compare losses from any high point for V and IBIT.


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Drawdown Indicators


VIBITDifference

Max Drawdown

Largest peak-to-trough decline

-51.90%

-52.11%

+0.21%

Max Drawdown (1Y)

Largest decline over 1 year

-20.38%

-52.11%

+31.73%

Max Drawdown (3Y)

Largest decline over 3 years

-20.38%

Max Drawdown (5Y)

Largest decline over 5 years

-28.60%

Max Drawdown (10Y)

Largest decline over 10 years

-36.36%

Current Drawdown

Current decline from peak

-13.69%

-49.66%

+35.97%

Average Drawdown

Average peak-to-trough decline

-8.26%

-16.19%

+7.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.03%

28.97%

-17.94%

Volatility

V vs. IBIT - Volatility Comparison

The current volatility for Visa Inc. (V) is 5.74%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 11.85%. This indicates that V experiences smaller price fluctuations and is considered to be less risky than IBIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.74%

11.85%

-6.11%

Volatility (6M)

Calculated over the trailing 6-month period

17.50%

34.60%

-17.10%

Volatility (1Y)

Calculated over the trailing 1-year period

22.32%

44.28%

-21.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.80%

50.32%

-27.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.47%

50.32%

-25.85%

Dividends

V vs. IBIT - Dividend Comparison

V's dividend yield for the trailing twelve months is around 0.81%, while IBIT has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IBIT
iShares Bitcoin Trust ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
V
Visa Inc.
0.81%0.70%0.68%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%

Frequently Asked Questions


V and IBIT have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBIT has higher volatility (11.85%) compared to V (5.74%). In terms of maximum drawdown, V dropped -51.90% vs IBIT's -52.11%.

V currently has the higher Sharpe Ratio (-0.58 vs -0.90), 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

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