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BTQ.NEO vs. SPAXX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BTQ.NEO vs. SPAXX - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in BTQ Technologies Corp (BTQ.NEO) and Fidelity Government Money Market Fund (SPAXX). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

BTQ.NEO is traded in CAD, while SPAXX is traded in USD. To make them comparable, the SPAXX values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, BTQ.NEO achieves a -3.81% return, which is significantly lower than SPAXX's 2.75% return.


BTQ.NEO

1D
15.20%
1M
43.58%
YTD
-3.81%
6M
-24.81%
1Y
73.10%
3Y*
124.84%
5Y*
10Y*

SPAXX

1D
0.09%
1M
2.30%
YTD
2.75%
6M
2.36%
1Y
5.44%
3Y*
3.59%
5Y*
4.37%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BTQ.NEO vs. SPAXX - Yearly Performance Comparison


2026 (YTD)202520242023
BTQ.NEO
BTQ Technologies Corp
-3.81%79.95%380.49%9.33%
SPAXX
Fidelity Government Money Market Fund
2.75%-0.81%10.27%-1.76%

Correlation

The correlation between BTQ.NEO and SPAXX is -0.08, 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

-0.08

Correlation (3Y)
Calculated over the trailing 3-year period

-0.06

Correlation (All Time)
Calculated using the full available price history since Feb 22, 2023

-0.06

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Return for Risk

BTQ.NEO vs. SPAXX — Risk / Return Rank

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

BTQ.NEO
BTQ.NEO Risk / Return Rank: 6262
Overall Rank
BTQ.NEO Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
BTQ.NEO Sortino Ratio Rank: 7575
Sortino Ratio Rank
BTQ.NEO Omega Ratio Rank: 6767
Omega Ratio Rank
BTQ.NEO Calmar Ratio Rank: 5959
Calmar Ratio Rank
BTQ.NEO Martin Ratio Rank: 5454
Martin Ratio Rank

SPAXX
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.

BTQ.NEO vs. SPAXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BTQ Technologies Corp (BTQ.NEO) and Fidelity Government Money Market Fund (SPAXX). 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.


BTQ.NEOSPAXXDifference
Sharpe ratioReturn per unit of total volatility

-0.74

Sortino ratioReturn per unit of downside risk

+0.33

Omega ratioGain probability vs. loss probability

1.21

1.21

0.00

Calmar ratioReturn relative to maximum drawdown

0.82

1.43

-0.62

Martin ratioReturn relative to average drawdown

1.17

4.12

-2.95

BTQ.NEO vs. SPAXX - Sharpe Ratio Comparison

The current BTQ.NEO Sharpe Ratio is 0.43, which is lower than the SPAXX Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of BTQ.NEO and SPAXX, 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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Sharpe Ratios by Period


BTQ.NEOSPAXXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.43

1.17

-0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.70

-0.13

Drawdowns

BTQ.NEO vs. SPAXX - Drawdown Comparison

The maximum BTQ.NEO drawdown since its inception was -84.85%, which is greater than SPAXX's maximum drawdown of -5.57%. Use the drawdown chart below to compare losses from any high point for BTQ.NEO and SPAXX.


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Drawdown Indicators


BTQ.NEOSPAXXDifference

Max Drawdown

Largest peak-to-trough decline

-84.85%

-5.57%

-79.28%

Max Drawdown (1Y)

Largest decline over 1 year

-84.85%

-3.88%

-80.97%

Max Drawdown (3Y)

Largest decline over 3 years

-84.85%

-5.36%

-79.49%

Max Drawdown (5Y)

Largest decline over 5 years

-5.57%

Current Drawdown

Current decline from peak

-65.56%

0.00%

-65.56%

Average Drawdown

Average peak-to-trough decline

-46.64%

-1.95%

-44.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

58.88%

1.36%

+57.52%

Volatility

BTQ.NEO vs. SPAXX - Volatility Comparison

BTQ Technologies Corp (BTQ.NEO) has a higher volatility of 43.75% compared to Fidelity Government Money Market Fund (SPAXX) at 0.81%. This indicates that BTQ.NEO's price experiences larger fluctuations and is considered to be riskier than SPAXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BTQ.NEOSPAXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

43.75%

0.81%

+42.94%

Volatility (6M)

Calculated over the trailing 6-month period

83.57%

3.57%

+80.00%

Volatility (1Y)

Calculated over the trailing 1-year period

159.22%

4.76%

+154.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

169.86%

6.39%

+163.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

169.86%

6.39%

+163.47%

Dividends

BTQ.NEO vs. SPAXX - Dividend Comparison

BTQ.NEO has not paid dividends to shareholders, while SPAXX's dividend yield for the trailing twelve months is around 3.59%.


PositionTTM202520242023
BTQ.NEO
BTQ Technologies Corp
0.00%0.00%0.00%0.00%
SPAXX
Fidelity Government Money Market Fund
3.59%3.88%1.53%0.41%

Frequently Asked Questions


BTQ.NEO and SPAXX have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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