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ABBV vs. FBTC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ABBV vs. FBTC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AbbVie Inc. (ABBV) 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, ABBV achieves a 1.30% return, which is significantly higher than FBTC's -27.39% return.


ABBV

1D
1.32%
1M
9.22%
YTD
1.30%
6M
3.65%
1Y
22.21%
3Y*
22.39%
5Y*
18.94%
10Y*
19.10%

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)

ABBV vs. FBTC - Yearly Performance Comparison


2026 (YTD)20252024
ABBV
AbbVie Inc.
1.30%33.08%11.71%
FBTC
Fidelity Wise Origin Bitcoin Fund
-27.39%-6.56%94.28%

Correlation

The correlation between ABBV and FBTC is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.01

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

-0.01

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Return for Risk

ABBV vs. FBTC — Risk / Return Rank

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

ABBV
ABBV Risk / Return Rank: 6868
Overall Rank
ABBV Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
ABBV Sortino Ratio Rank: 6666
Sortino Ratio Rank
ABBV Omega Ratio Rank: 6565
Omega Ratio Rank
ABBV Calmar Ratio Rank: 6868
Calmar Ratio Rank
ABBV Martin Ratio Rank: 6868
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.

ABBV vs. FBTC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AbbVie Inc. (ABBV) 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.


ABBVFBTCDifference
Sharpe ratioReturn per unit of total volatility

+1.84

Sortino ratioReturn per unit of downside risk

+2.73

Omega ratioGain probability vs. loss probability

1.18

0.85

+0.32

Calmar ratioReturn relative to maximum drawdown

1.29

-0.78

+2.07

Martin ratioReturn relative to average drawdown

2.88

-1.37

+4.25

ABBV vs. FBTC - Sharpe Ratio Comparison

The current ABBV Sharpe Ratio is 0.92, which is higher than the FBTC Sharpe Ratio of -0.93. The chart below compares the historical Sharpe Ratios of ABBV 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

ABBV vs. FBTC - Drawdown Comparison

The maximum ABBV drawdown since its inception was -45.09%, smaller than the maximum FBTC drawdown of -52.07%. Use the drawdown chart below to compare losses from any high point for ABBV and FBTC.


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Drawdown Indicators


ABBVFBTCDifference

Max Drawdown

Largest peak-to-trough decline

-45.09%

-52.07%

+6.98%

Max Drawdown (1Y)

Largest decline over 1 year

-17.32%

-52.07%

+34.75%

Max Drawdown (3Y)

Largest decline over 3 years

-20.74%

Max Drawdown (5Y)

Largest decline over 5 years

-21.92%

Max Drawdown (10Y)

Largest decline over 10 years

-45.09%

Current Drawdown

Current decline from peak

-4.60%

-49.42%

+44.82%

Average Drawdown

Average peak-to-trough decline

-10.71%

-16.46%

+5.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.75%

29.61%

-21.86%

Volatility

ABBV vs. FBTC - Volatility Comparison

The current volatility for AbbVie Inc. (ABBV) is 6.10%, while Fidelity Wise Origin Bitcoin Fund (FBTC) has a volatility of 11.97%. This indicates that ABBV 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


ABBVFBTCDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.10%

11.97%

-5.87%

Volatility (6M)

Calculated over the trailing 6-month period

17.85%

34.39%

-16.54%

Volatility (1Y)

Calculated over the trailing 1-year period

24.31%

43.98%

-19.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.89%

50.13%

-27.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.73%

50.13%

-24.40%

Dividends

ABBV vs. FBTC - Dividend Comparison

ABBV's dividend yield for the trailing twelve months is around 2.96%, while FBTC has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ABBV
AbbVie Inc.
2.96%2.87%3.49%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%
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


ABBV and FBTC have a correlation of -0.01, 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 ABBV (6.10%). In terms of maximum drawdown, ABBV dropped -45.09% vs FBTC's -52.07%.

ABBV currently has the higher Sharpe Ratio (0.92 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 ABBV 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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