BITO vs BITX: returns, Sharpe ratio and drawdown
Performance
BITO-40.45%BITX-63.60%
Summary
BITO vs BITX
Over the past year, BITO returned -40.45% against -63.60% for BITX. BITX had the higher Sharpe ratio over the past year (-0.73 vs -0.98), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -57.84% for BITO and -80.95% for BITX.
Current Drawdown
BITO-42.53%BITX-65.91%
Rolling Volatility
BITO+2.24%BITX+4.46%
METRICS
Correlation Matrix
Metrics
Risk Indicators
BITOBITX
Alpha
BITO
-62.09%
BITX
-98.05%
Beta
BITO
1.74x
BITX
3.46x
Sharpe
BITO
-0.98
BITX
-0.73
Sortino
BITO
-1.33
BITX
-1.02
Omega
BITO
0.85
BITX
0.88
Calmar
BITO
-0.70
BITX
-0.79
Martin
BITO
-1.05
BITX
-1.04
Comparisons