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CRPT vs. ARMH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CRPT vs. ARMH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust SkyBridge Crypto Industry & Digital Economy ETF (CRPT) and Arm Holdings PLC ADRhedged ETF (ARMH). The values are adjusted to include any dividend payments, if applicable.

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CRPT vs. ARMH - Yearly Performance Comparison


Returns By Period

In the year-to-date period, CRPT achieves a -22.19% return, which is significantly lower than ARMH's 42.50% return.


CRPT

1D
0.34%
1M
-8.32%
YTD
-22.19%
6M
-48.39%
1Y
-7.87%
3Y*
34.21%
5Y*
10Y*

ARMH

1D
1.80%
1M
25.03%
YTD
42.50%
6M
4.80%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CRPT vs. ARMH - Expense Ratio Comparison

CRPT has a 0.85% expense ratio, which is higher than ARMH's 0.19% expense ratio.


Return for Risk

CRPT vs. ARMH — Risk / Return Rank

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

CRPT
CRPT Risk / Return Rank: 1212
Overall Rank
CRPT Sharpe Ratio Rank: 99
Sharpe Ratio Rank
CRPT Sortino Ratio Rank: 1414
Sortino Ratio Rank
CRPT Omega Ratio Rank: 1313
Omega Ratio Rank
CRPT Calmar Ratio Rank: 1111
Calmar Ratio Rank
CRPT Martin Ratio Rank: 1111
Martin Ratio Rank

ARMH
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.

CRPT vs. ARMH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust SkyBridge Crypto Industry & Digital Economy ETF (CRPT) and Arm Holdings PLC ADRhedged ETF (ARMH). 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.


CRPTARMHDifference

Sharpe ratio

Return per unit of total volatility

-0.12

Sortino ratio

Return per unit of downside risk

0.29

Omega ratio

Gain probability vs. loss probability

1.03

Calmar ratio

Return relative to maximum drawdown

-0.07

Martin ratio

Return relative to average drawdown

-0.14

CRPT vs. ARMH - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CRPTARMHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.13

0.85

-0.98

Correlation

The correlation between CRPT and ARMH is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

CRPT vs. ARMH - Dividend Comparison

CRPT's dividend yield for the trailing twelve months is around 0.97%, less than ARMH's 2.37% yield.


TTM20252024202320222021
CRPT
First Trust SkyBridge Crypto Industry & Digital Economy ETF
0.97%0.75%1.84%0.00%0.03%1.16%
ARMH
Arm Holdings PLC ADRhedged ETF
2.37%2.64%0.00%0.00%0.00%0.00%

Drawdowns

CRPT vs. ARMH - Drawdown Comparison

The maximum CRPT drawdown since its inception was -88.34%, which is greater than ARMH's maximum drawdown of -42.04%. Use the drawdown chart below to compare losses from any high point for CRPT and ARMH.


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Drawdown Indicators


CRPTARMHDifference

Max Drawdown

Largest peak-to-trough decline

-88.34%

-42.04%

-46.30%

Max Drawdown (1Y)

Largest decline over 1 year

-56.46%

Current Drawdown

Current decline from peak

-54.84%

-12.19%

-42.65%

Average Drawdown

Average peak-to-trough decline

-52.95%

-16.31%

-36.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.05%

Volatility

CRPT vs. ARMH - Volatility Comparison


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Volatility by Period


CRPTARMHDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.06%

Volatility (6M)

Calculated over the trailing 6-month period

47.90%

Volatility (1Y)

Calculated over the trailing 1-year period

64.40%

50.51%

+13.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

73.49%

50.51%

+22.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

73.49%

50.51%

+22.98%