CRPT vs. STHH
CRPT (First Trust SkyBridge Crypto Industry & Digital Economy ETF) and STHH (STMicroelectronics NV ADRhedged) are both Technology Equities funds. CRPT is actively managed, while STHH is passively managed. Over the past year, CRPT returned -37.29% vs 184.35% for STHH. At a 0.36 correlation, their price movements are largely independent. CRPT charges 0.85%/yr vs 0.19%/yr for STHH.
Performance
CRPT vs. STHH - Performance Comparison
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Returns By Period
In the year-to-date period, CRPT achieves a -10.46% return, which is significantly lower than STHH's 213.13% return.
CRPT
- 1D
- -0.37%
- 1M
- -7.18%
- YTD
- -10.46%
- 6M
- -17.80%
- 1Y
- -37.29%
- 3Y*
- 34.64%
- 5Y*
- —
- 10Y*
- —
STHH
- 1D
- 1.78%
- 1M
- 20.50%
- YTD
- 213.13%
- 6M
- 213.15%
- 1Y
- 184.35%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CRPT vs. STHH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CRPT First Trust SkyBridge Crypto Industry & Digital Economy ETF | -10.46% | 8.14% |
STHH STMicroelectronics NV ADRhedged | 213.13% | 17.60% |
Correlation
The correlation between CRPT and STHH is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Apr 23, 2025 | 0.36 |
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Return for Risk
CRPT vs. STHH — Risk / Return Rank
CRPT
STHH
CRPT vs. STHH - 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 STMicroelectronics NV ADRhedged (STHH). 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.
| CRPT | STHH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.22 | ||
| Sortino ratioReturn per unit of downside risk | -4.46 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.53 | -0.61 |
| Calmar ratioReturn relative to maximum drawdown | -0.66 | 5.48 | -6.14 |
| Martin ratioReturn relative to average drawdown | -1.11 | 12.41 | -13.52 |
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Drawdowns
CRPT vs. STHH - Drawdown Comparison
The maximum CRPT drawdown since its inception was -88.34%, which is greater than STHH's maximum drawdown of -33.89%. Use the drawdown chart below to compare losses from any high point for CRPT and STHH.
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Drawdown Indicators
| CRPT | STHH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.34% | -33.89% | -54.45% |
Max Drawdown (1Y)Largest decline over 1 year | -56.46% | -33.89% | -22.57% |
Max Drawdown (3Y)Largest decline over 3 years | -56.46% | — | — |
Current DrawdownCurrent decline from peak | -48.03% | 0.00% | -48.03% |
Average DrawdownAverage peak-to-trough decline | -52.56% | -10.18% | -42.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 33.71% | 14.92% | +18.79% |
Volatility
CRPT vs. STHH - Volatility Comparison
The current volatility for First Trust SkyBridge Crypto Industry & Digital Economy ETF (CRPT) is 17.62%, while STMicroelectronics NV ADRhedged (STHH) has a volatility of 23.70%. This indicates that CRPT experiences smaller price fluctuations and is considered to be less risky than STHH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CRPT | STHH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.62% | 23.70% | -6.08% |
Volatility (6M)Calculated over the trailing 6-month period | 46.43% | 40.05% | +6.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 58.11% | 52.07% | +6.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 72.67% | 50.97% | +21.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 72.67% | 50.97% | +21.70% |
CRPT vs. STHH - Expense Ratio Comparison
CRPT has a 0.85% expense ratio, which is higher than STHH's 0.19% expense ratio.
Dividends
CRPT vs. STHH - Dividend Comparison
CRPT's dividend yield for the trailing twelve months is around 0.84%, more than STHH's 0.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
CRPT First Trust SkyBridge Crypto Industry & Digital Economy ETF | 0.84% | 0.75% | 1.84% | 0.00% | 0.03% | 1.16% |
STHH STMicroelectronics NV ADRhedged | 0.64% | 0.69% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CRPT and STHH have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STHH has higher volatility (23.70%) compared to CRPT (17.62%). In terms of maximum drawdown, CRPT dropped -88.34% vs STHH's -33.89%.
On 1-year performance, STHH leads with 184.35% vs -37.29% for CRPT. On fees, STHH is cheaper at 0.19% per year. On volatility, CRPT has been the lower-risk option at 17.62%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, STHH has performed better with a 184.35% return vs -37.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
STHH is cheaper with a 0.19% expense ratio, compared with 0.85% for CRPT.
CRPT has the higher dividend yield at 0.84%, compared with 0.64% for STHH.
They also come from different issuers: First Trust and ADRhedged. Their fees differ too: 0.85% for CRPT and 0.19% for STHH.
STHH currently has the higher Sharpe Ratio (3.57 vs -0.65), 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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