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^GSPTXDV vs. IBIT
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^GSPTXDV and IBIT is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

^GSPTXDV vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in S&P/TSX Dividend Aristocrats (^GSPTXDV) and iShares Bitcoin Trust (IBIT). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%SeptemberOctoberNovemberDecember2025February
6.08%
63.14%
^GSPTXDV
IBIT

Key characteristics

Sharpe Ratio

^GSPTXDV:

1.51

IBIT:

1.59

Sortino Ratio

^GSPTXDV:

2.17

IBIT:

2.27

Omega Ratio

^GSPTXDV:

1.26

IBIT:

1.26

Calmar Ratio

^GSPTXDV:

1.38

IBIT:

3.24

Martin Ratio

^GSPTXDV:

5.18

IBIT:

7.34

Ulcer Index

^GSPTXDV:

2.52%

IBIT:

12.15%

Daily Std Dev

^GSPTXDV:

8.60%

IBIT:

56.30%

Max Drawdown

^GSPTXDV:

-46.09%

IBIT:

-27.51%

Current Drawdown

^GSPTXDV:

-5.45%

IBIT:

-7.72%

Returns By Period

In the year-to-date period, ^GSPTXDV achieves a -0.98% return, which is significantly lower than IBIT's 5.64% return.


^GSPTXDV

YTD

-0.98%

1M

-0.87%

6M

6.08%

1Y

13.00%

5Y*

3.52%

10Y*

2.80%

IBIT

YTD

5.64%

1M

-7.25%

6M

63.14%

1Y

92.71%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

^GSPTXDV vs. IBIT — Risk-Adjusted Performance Rank

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

^GSPTXDV
The Risk-Adjusted Performance Rank of ^GSPTXDV is 6363
Overall Rank
The Sharpe Ratio Rank of ^GSPTXDV is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPTXDV is 7272
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPTXDV is 6363
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPTXDV is 5959
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPTXDV is 5656
Martin Ratio Rank

IBIT
The Risk-Adjusted Performance Rank of IBIT is 6868
Overall Rank
The Sharpe Ratio Rank of IBIT is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of IBIT is 6767
Sortino Ratio Rank
The Omega Ratio Rank of IBIT is 6060
Omega Ratio Rank
The Calmar Ratio Rank of IBIT is 8585
Calmar Ratio Rank
The Martin Ratio Rank of IBIT is 6363
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.

^GSPTXDV vs. IBIT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for S&P/TSX Dividend Aristocrats (^GSPTXDV) 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.


Sharpe ratio
The chart of Sharpe ratio for ^GSPTXDV, currently valued at 1.44, compared to the broader market-0.500.000.501.001.502.002.501.441.09
The chart of Sortino ratio for ^GSPTXDV, currently valued at 2.07, compared to the broader market0.001.002.003.002.071.79
The chart of Omega ratio for ^GSPTXDV, currently valued at 1.25, compared to the broader market1.001.101.201.301.401.501.251.21
The chart of Calmar ratio for ^GSPTXDV, currently valued at 1.86, compared to the broader market0.001.002.003.001.862.13
The chart of Martin ratio for ^GSPTXDV, currently valued at 4.90, compared to the broader market0.005.0010.0015.0020.004.904.70
^GSPTXDV
IBIT

The current ^GSPTXDV Sharpe Ratio is 1.51, which is comparable to the IBIT Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of ^GSPTXDV 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 Ratio1.001.502.002.50Jan 05Jan 12Jan 19Jan 26Feb 02Feb 09Feb 16
1.44
1.09
^GSPTXDV
IBIT

Drawdowns

^GSPTXDV vs. IBIT - Drawdown Comparison

The maximum ^GSPTXDV drawdown since its inception was -46.09%, which is greater than IBIT's maximum drawdown of -27.51%. Use the drawdown chart below to compare losses from any high point for ^GSPTXDV and IBIT. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-5.45%
-7.72%
^GSPTXDV
IBIT

Volatility

^GSPTXDV vs. IBIT - Volatility Comparison

The current volatility for S&P/TSX Dividend Aristocrats (^GSPTXDV) is 2.88%, while iShares Bitcoin Trust (IBIT) has a volatility of 9.31%. This indicates that ^GSPTXDV 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.


0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
2.88%
9.31%
^GSPTXDV
IBIT
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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