BITX vs IBIT: returns, Sharpe ratio and drawdown
Performance
BITX-63.60%IBIT-26.66%
Summary
BITX vs IBIT
Over the past year, IBIT returned -26.66% against -63.60% for BITX. IBIT had the higher Sharpe ratio over the past year (-0.57 vs -0.73), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -49.00% for IBIT and -80.95% for BITX.
Current Drawdown
BITX-65.91%IBIT-29.30%
Rolling Volatility
BITX+4.46%IBIT+2.25%
METRICS
Correlation Matrix
Metrics
Risk Indicators
BITXIBIT
Alpha
BITX
-98.05%
IBIT
-41.94%
Beta
BITX
3.46x
IBIT
1.75x
Sharpe
BITX
-0.73
IBIT
-0.57
Sortino
BITX
-1.02
IBIT
-0.80
Omega
BITX
0.88
IBIT
0.91
Calmar
BITX
-0.79
IBIT
-0.54
Martin
BITX
-1.04
IBIT
-0.76
Comparisons