BITO vs IBIT: returns, Sharpe ratio and drawdown
Performance
BITO-40.45%IBIT-26.66%
Summary
BITO vs IBIT
Over the past year, IBIT returned -26.66% against -40.45% for BITO. IBIT had the higher Sharpe ratio over the past year (-0.57 vs -0.98), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -49.00% for IBIT and -57.84% for BITO.
Current Drawdown
BITO-42.53%IBIT-29.30%
Rolling Volatility
BITO+2.24%IBIT+2.25%
METRICS
Correlation Matrix
Metrics
Risk Indicators
BITOIBIT
Alpha
BITO
-62.09%
IBIT
-41.94%
Beta
BITO
1.74x
IBIT
1.75x
Sharpe
BITO
-0.98
IBIT
-0.57
Sortino
BITO
-1.33
IBIT
-0.80
Omega
BITO
0.85
IBIT
0.91
Calmar
BITO
-0.70
IBIT
-0.54
Martin
BITO
-1.05
IBIT
-0.76
Comparisons