PortfoliosLab logoPortfoliosLab logo
CRPT vs. SBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CRPT vs. SBIT - 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 Proshares Ultrashort Bitcoin ETF (SBIT). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, CRPT achieves a -25.52% return, which is significantly lower than SBIT's 39.44% return.


CRPT

1D
-3.54%
1M
-8.13%
6M
-26.74%
YTD
-25.52%
1Y
-47.83%
3Y*
15.05%
5Y*
10Y*
ALL TIME*
-9.95%

SBIT

1D
5.60%
1M
-6.04%
6M
32.41%
YTD
39.44%
1Y
98.77%
3Y*
5Y*
10Y*
ALL TIME*
-42.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.58M$1.12M$1.35M
$29.57M$32.71M$46.48M

CRPT vs. SBIT - Yearly Performance Comparison


2026 (YTD)20252024
CRPT
First Trust SkyBridge Crypto Industry & Digital Economy ETF
-25.52%-9.54%25.28%
SBIT
Proshares Ultrashort Bitcoin ETF
39.44%-25.11%-73.74%

Correlation

The correlation between CRPT and SBIT is -0.87, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.87

Correlation (All Time)
Calculated using the full available price history since Apr 2, 2024

-0.80

The correlation between CRPT and SBIT has been stable across timeframes, ranging from -0.87 to -0.80 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

CRPT vs. SBIT — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CRPT
CRPT Risk / Return Rank: 22
Overall Rank
CRPT Sharpe Ratio Rank: 22
Sharpe Ratio Rank
CRPT Sortino Ratio Rank: 22
Sortino Ratio Rank
CRPT Omega Ratio Rank: 33
Omega Ratio Rank
CRPT Calmar Ratio Rank: 11
Calmar Ratio Rank
CRPT Martin Ratio Rank: 11
Martin Ratio Rank

SBIT
SBIT Risk / Return Rank: 5555
Overall Rank
SBIT Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
SBIT Sortino Ratio Rank: 5656
Sortino Ratio Rank
SBIT Omega Ratio Rank: 5252
Omega Ratio Rank
SBIT Calmar Ratio Rank: 6868
Calmar Ratio Rank
SBIT Martin Ratio Rank: 4646
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CRPT vs. SBIT - 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 Proshares Ultrashort Bitcoin ETF (SBIT). 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.


CRPTSBITDifference
Sharpe ratioReturn per unit of total volatility

-2.14

Sortino ratioReturn per unit of downside risk

-3.23

Omega ratioGain probability vs. loss probability

0.86

1.23

-0.37

Calmar ratioReturn relative to maximum drawdown

-0.94

2.35

-3.29

Martin ratioReturn relative to average drawdown

-1.44

5.19

-6.62

CRPT vs. SBIT - Sharpe Ratio Comparison

The current CRPT Sharpe Ratio is -0.87, which is lower than the SBIT Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of CRPT and SBIT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

CRPT vs. SBIT - Drawdown Comparison

The maximum CRPT drawdown since its inception was -88.34%, roughly equal to the maximum SBIT drawdown of -91.35%. Use the drawdown chart below to compare losses from any high point for CRPT and SBIT.


Loading charts...

Drawdown Indicators


CRPTSBITDifference

Max Drawdown

Largest peak-to-trough decline

-88.34%

-91.35%

+3.01%

Max Drawdown (1Y)

Largest decline over 1 year

-55.40%

-47.94%

-7.46%

Max Drawdown (3Y)

Largest decline over 3 years

-56.62%

Current Drawdown

Current decline from peak

-56.77%

-77.87%

+21.10%

Average Drawdown

Average peak-to-trough decline

-52.60%

-69.07%

+16.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

36.32%

21.67%

+14.65%

Volatility

CRPT vs. SBIT - Volatility Comparison

The current volatility for First Trust SkyBridge Crypto Industry & Digital Economy ETF (CRPT) is 16.68%, while Proshares Ultrashort Bitcoin ETF (SBIT) has a volatility of 18.09%. This indicates that CRPT experiences smaller price fluctuations and is considered to be less risky than SBIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CRPTSBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.68%

18.09%

-1.41%

Volatility (6M)

Calculated over the trailing 6-month period

47.05%

67.10%

-20.05%

Volatility (1Y)

Calculated over the trailing 1-year period

60.08%

88.65%

-28.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

72.41%

96.10%

-23.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

72.41%

96.10%

-23.69%

CRPT vs. SBIT - Expense Ratio Comparison

CRPT has a 0.85% expense ratio, which is lower than SBIT's 0.95% expense ratio.


Dividends

CRPT vs. SBIT - Dividend Comparison

CRPT's dividend yield for the trailing twelve months is around 1.01%, less than SBIT's 4.10% yield.


PositionTTM20252024202320222021
CRPT
First Trust SkyBridge Crypto Industry & Digital Economy ETF
1.01%0.75%1.84%0.00%0.03%1.16%
SBIT
Proshares Ultrashort Bitcoin ETF
4.03%0.52%1.00%0.00%0.00%0.00%

Frequently Asked Questions


CRPT and SBIT have a correlation of -0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SBIT has higher volatility (18.09%) compared to CRPT (16.68%). In terms of maximum drawdown, CRPT dropped -88.34% vs SBIT's -91.35%.

On 1-year performance, SBIT leads with 98.77% vs -47.83% for CRPT. On fees, CRPT is cheaper at 0.85% per year. On volatility, CRPT has been the lower-risk option at 16.68%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, SBIT has performed better with a 98.77% return vs -47.83%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CRPT is cheaper with a 0.85% expense ratio, compared with 0.95% for SBIT.

SBIT has the higher dividend yield at 4.03%, compared with 1.01% for CRPT.

CRPT is categorized as Technology Equities, while SBIT is Cryptocurrency. They also come from different issuers: First Trust and ProShares. Their fees differ too: 0.85% for CRPT and 0.95% for SBIT.

SBIT currently has the higher Sharpe Ratio (1.27 vs -0.87), 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 CRPT and SBIT

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

Open Portfolio Optimizer