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AAPL vs. FBTC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AAPL vs. FBTC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Apple Inc (AAPL) and Fidelity Wise Origin Bitcoin Fund (FBTC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AAPL achieves a 7.29% return, which is significantly higher than FBTC's -27.39% return.


AAPL

1D
-1.52%
1M
-2.59%
YTD
7.29%
6M
4.81%
1Y
46.73%
3Y*
17.21%
5Y*
18.59%
10Y*
29.36%

FBTC

1D
0.11%
1M
-20.13%
YTD
-27.39%
6M
-29.64%
1Y
-40.63%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AAPL vs. FBTC - Yearly Performance Comparison


2026 (YTD)20252024
AAPL
Apple Inc
7.29%9.05%35.16%
FBTC
Fidelity Wise Origin Bitcoin Fund
-27.39%-6.56%94.28%

Correlation

The correlation between AAPL and FBTC is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.19

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

0.15

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Return for Risk

AAPL vs. FBTC — Risk / Return Rank

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

AAPL
AAPL Risk / Return Rank: 8888
Overall Rank
AAPL Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
AAPL Sortino Ratio Rank: 8989
Sortino Ratio Rank
AAPL Omega Ratio Rank: 8888
Omega Ratio Rank
AAPL Calmar Ratio Rank: 8686
Calmar Ratio Rank
AAPL Martin Ratio Rank: 8686
Martin Ratio Rank

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

AAPL vs. FBTC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Apple Inc (AAPL) and Fidelity Wise Origin Bitcoin Fund (FBTC). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AAPLFBTCDifference
Sharpe ratioReturn per unit of total volatility

+3.00

Sortino ratioReturn per unit of downside risk

+4.24

Omega ratioGain probability vs. loss probability

1.38

0.85

+0.52

Calmar ratioReturn relative to maximum drawdown

3.40

-0.78

+4.19

Martin ratioReturn relative to average drawdown

8.47

-1.37

+9.85

AAPL vs. FBTC - Sharpe Ratio Comparison

The current AAPL Sharpe Ratio is 2.07, which is higher than the FBTC Sharpe Ratio of -0.93. The chart below compares the historical Sharpe Ratios of AAPL and FBTC, 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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Drawdowns

AAPL vs. FBTC - Drawdown Comparison

The maximum AAPL drawdown since its inception was -81.80%, which is greater than FBTC's maximum drawdown of -52.07%. Use the drawdown chart below to compare losses from any high point for AAPL and FBTC.


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Drawdown Indicators


AAPLFBTCDifference

Max Drawdown

Largest peak-to-trough decline

-81.80%

-52.07%

-29.73%

Max Drawdown (1Y)

Largest decline over 1 year

-13.80%

-52.07%

+38.27%

Max Drawdown (3Y)

Largest decline over 3 years

-33.36%

Max Drawdown (5Y)

Largest decline over 5 years

-33.36%

Max Drawdown (10Y)

Largest decline over 10 years

-38.52%

Current Drawdown

Current decline from peak

-7.64%

-49.42%

+41.78%

Average Drawdown

Average peak-to-trough decline

-29.59%

-16.46%

-13.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.53%

29.61%

-24.08%

Volatility

AAPL vs. FBTC - Volatility Comparison

The current volatility for Apple Inc (AAPL) is 6.73%, while Fidelity Wise Origin Bitcoin Fund (FBTC) has a volatility of 11.97%. This indicates that AAPL experiences smaller price fluctuations and is considered to be less risky than FBTC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AAPLFBTCDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.73%

11.97%

-5.24%

Volatility (6M)

Calculated over the trailing 6-month period

16.53%

34.39%

-17.86%

Volatility (1Y)

Calculated over the trailing 1-year period

22.64%

43.98%

-21.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.52%

50.13%

-22.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.92%

50.13%

-21.21%

Dividends

AAPL vs. FBTC - Dividend Comparison

AAPL's dividend yield for the trailing twelve months is around 0.36%, while FBTC has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
AAPL
Apple Inc
0.36%0.38%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%
FBTC
Fidelity Wise Origin Bitcoin Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


AAPL and FBTC have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FBTC has higher volatility (11.97%) compared to AAPL (6.73%). In terms of maximum drawdown, AAPL dropped -81.80% vs FBTC's -52.07%.

AAPL currently has the higher Sharpe Ratio (2.07 vs -0.93), 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

Find the right allocation for AAPL and FBTC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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