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 -47.83% vs 115.16% for STHH. Their 0.39 correlation means their historical movements had little consistent relationship. CRPT charges 0.85%/yr vs 0.19%/yr for STHH.
Performance
CRPT vs. STHH - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CRPT achieves a -25.52% return, which is significantly lower than STHH's 108.31% 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%
STHH
- 1D
- -1.39%
- 1M
- -22.86%
- 6M
- 95.26%
- YTD
- 108.31%
- 1Y
- 115.16%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 102.44%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.58M | $1.12M | $1.35M | |
| $187.95K | $364.56K | $515.16K |
CRPT vs. STHH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CRPT First Trust SkyBridge Crypto Industry & Digital Economy ETF | -25.52% | 8.14% |
STHH STMicroelectronics NV ADRhedged | 108.31% | 17.60% |
Correlation
The correlation between CRPT and STHH is 0.40, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.40 |
Correlation (All Time) Calculated using the full available price history since Apr 23, 2025 | 0.39 |
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. 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 | -2.83 | ||
| Sortino ratioReturn per unit of downside risk | -3.74 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.34 | -0.48 |
| Calmar ratioReturn relative to maximum drawdown | -0.94 | 2.91 | -3.85 |
| Martin ratioReturn relative to average drawdown | -1.44 | 9.62 | -11.06 |
Loading charts...
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 -37.98%. Use the drawdown chart below to compare losses from any high point for CRPT and STHH.
Loading charts...
Drawdown Indicators
| CRPT | STHH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.34% | -37.98% | -50.36% |
Max Drawdown (1Y)Largest decline over 1 year | -55.40% | -37.98% | -17.42% |
Max Drawdown (3Y)Largest decline over 3 years | -56.62% | — | — |
Current DrawdownCurrent decline from peak | -56.77% | -33.48% | -23.29% |
Average DrawdownAverage peak-to-trough decline | -52.60% | -10.84% | -41.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 36.32% | 11.47% | +24.85% |
Volatility
CRPT vs. STHH - Volatility Comparison
The current volatility for First Trust SkyBridge Crypto Industry & Digital Economy ETF (CRPT) is 16.68%, while STMicroelectronics NV ADRhedged (STHH) has a volatility of 26.97%. 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.
Loading charts...
Volatility by Period
| CRPT | STHH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.68% | 26.97% | -10.29% |
Volatility (6M)Calculated over the trailing 6-month period | 47.05% | 48.55% | -1.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 60.08% | 56.49% | +3.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 72.41% | 55.17% | +17.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 72.41% | 55.17% | +17.24% |
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 1.01%, more than STHH's 0.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
CRPT First Trust SkyBridge Crypto Industry & Digital Economy ETF | 1.01% | 0.75% | 1.84% | 0.00% | 0.03% | 1.16% |
STHH STMicroelectronics NV ADRhedged | 0.97% | 0.69% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CRPT and STHH have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STHH has higher volatility (26.97%) compared to CRPT (16.68%). In terms of maximum drawdown, CRPT dropped -88.34% vs STHH's -37.98%.
On 1-year performance, STHH leads with 115.16% vs -47.83% for CRPT. On fees, STHH is cheaper at 0.19% 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, STHH has performed better with a 115.16% return vs -47.83%. 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 1.01%, compared with 0.97% 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 (1.96 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.
Find the right allocation for CRPT and STHH
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