ASML vs. FBTC
ASML (ASML Holding N.V.) is a stock, while FBTC (Fidelity Wise Origin Bitcoin Fund) is Cryptocurrency fund tracking the Fidelity Bitcoin Reference Rate. Over the past year, ASML returned 138.60% vs -44.68% for FBTC. At a 0.27 correlation, their price movements are largely independent.
Performance
ASML vs. FBTC - Performance Comparison
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Returns By Period
In the year-to-date period, ASML achieves a 63.12% return, which is significantly higher than FBTC's -25.63% return.
ASML
- 1D
- -0.49%
- 1M
- -9.88%
- 6M
- 28.45%
- YTD
- 63.12%
- 1Y
- 138.60%
- 3Y*
- 37.24%
- 5Y*
- 20.47%
- 10Y*
- 33.59%
- ALL TIME*
- 27.03%
FBTC
- 1D
- 1.56%
- 1M
- 3.51%
- 6M
- -31.89%
- YTD
- -25.63%
- 1Y
- -44.68%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 12.64%
ASML vs. FBTC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
ASML ASML Holding N.V. | 63.12% | 56.51% | -2.67% |
FBTC Fidelity Wise Origin Bitcoin Fund | -25.63% | -6.56% | 94.28% |
Correlation
The correlation between ASML and FBTC is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Jan 11, 2024 | 0.27 |
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Return for Risk
ASML vs. FBTC — Risk / Return Rank
ASML
FBTC
ASML vs. FBTC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ASML Holding N.V. (ASML) 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.
| ASML | FBTC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.11 | ||
| Sortino ratioReturn per unit of downside risk | +4.97 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 0.83 | +0.59 |
| Calmar ratioReturn relative to maximum drawdown | 7.81 | -0.84 | +8.65 |
| Martin ratioReturn relative to average drawdown | 24.29 | -1.34 | +25.63 |
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Drawdowns
ASML vs. FBTC - Drawdown Comparison
The maximum ASML drawdown since its inception was -90.00%, which is greater than FBTC's maximum drawdown of -53.35%. Use the drawdown chart below to compare losses from any high point for ASML and FBTC.
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Drawdown Indicators
| ASML | FBTC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.00% | -53.35% | -36.65% |
Max Drawdown (1Y)Largest decline over 1 year | -17.85% | -53.35% | +35.50% |
Max Drawdown (3Y)Largest decline over 3 years | -45.38% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -56.84% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -56.84% | — | — |
Current DrawdownCurrent decline from peak | -12.59% | -48.20% | +35.61% |
Average DrawdownAverage peak-to-trough decline | -28.06% | -17.73% | -10.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.75% | 33.39% | -27.64% |
Volatility
ASML vs. FBTC - Volatility Comparison
ASML Holding N.V. (ASML) has a higher volatility of 17.75% compared to Fidelity Wise Origin Bitcoin Fund (FBTC) at 10.58%. This indicates that ASML's price experiences larger fluctuations and is considered to be riskier 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
| ASML | FBTC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.75% | 10.58% | +7.17% |
Volatility (6M)Calculated over the trailing 6-month period | 36.22% | 34.53% | +1.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.08% | 44.30% | +0.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.09% | 49.71% | -6.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.00% | 49.71% | -10.71% |
Dividends
ASML vs. FBTC - Dividend Comparison
ASML's dividend yield for the trailing twelve months is around 0.51%, while FBTC has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASML ASML Holding N.V. | 0.51% | 0.97% | 0.97% | 0.86% | 1.27% | 0.50% | 0.50% | 1.40% | 0.94% | 0.64% | 0.92% | 0.73% |
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
ASML and FBTC have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ASML has higher volatility (17.75%) compared to FBTC (10.58%). In terms of maximum drawdown, ASML dropped -90.00% vs FBTC's -53.35%.
ASML currently has the higher Sharpe Ratio (3.10 vs -1.01), 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.
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