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CRPT vs. STHH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CRPT vs. STHH - 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 STMicroelectronics NV ADRhedged (STHH). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CRPT vs. STHH - Yearly Performance Comparison


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

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

CRPT
CRPT Risk / Return Rank: 44
Overall Rank
CRPT Sharpe Ratio Rank: 44
Sharpe Ratio Rank
CRPT Sortino Ratio Rank: 44
Sortino Ratio Rank
CRPT Omega Ratio Rank: 44
Omega Ratio Rank
CRPT Calmar Ratio Rank: 33
Calmar Ratio Rank
CRPT Martin Ratio Rank: 44
Martin Ratio Rank

STHH
STHH Risk / Return Rank: 8686
Overall Rank
STHH Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
STHH Sortino Ratio Rank: 8787
Sortino Ratio Rank
STHH Omega Ratio Rank: 8888
Omega Ratio Rank
STHH Calmar Ratio Rank: 9191
Calmar Ratio Rank
STHH Martin Ratio Rank: 6969
Martin Ratio Rank
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. 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.


CRPTSTHHDifference
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

CRPT vs. STHH - Sharpe Ratio Comparison

The current CRPT Sharpe Ratio is -0.65, which is lower than the STHH Sharpe Ratio of 3.57. The chart below compares the historical Sharpe Ratios of CRPT and STHH, 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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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


CRPTSTHHDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-48.03%

0.00%

-48.03%

Average Drawdown

Average peak-to-trough decline

-52.56%

-10.18%

-42.38%

Ulcer Index

Depth 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


CRPTSTHHDifference

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.


PositionTTM20252024202320222021
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.

Portfolio Optimizer

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