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EZBC vs. BRRR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EZBC and BRRR is 0.36, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

EZBC vs. BRRR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Bitcoin ETF (EZBC) and Valkyrie Bitcoin ETF (BRRR). The values are adjusted to include any dividend payments, if applicable.

40.00%60.00%80.00%100.00%120.00%NovemberDecember2025FebruaryMarchApril
104.47%
103.09%
EZBC
BRRR

Key characteristics

Sharpe Ratio

EZBC:

0.80

BRRR:

0.80

Sortino Ratio

EZBC:

1.43

BRRR:

1.43

Omega Ratio

EZBC:

1.17

BRRR:

1.17

Calmar Ratio

EZBC:

1.54

BRRR:

1.53

Martin Ratio

EZBC:

3.42

BRRR:

3.37

Ulcer Index

EZBC:

12.69%

BRRR:

12.77%

Daily Std Dev

EZBC:

54.37%

BRRR:

54.00%

Max Drawdown

EZBC:

-28.23%

BRRR:

-28.13%

Current Drawdown

EZBC:

-10.66%

BRRR:

-10.69%

Returns By Period

The year-to-date returns for both stocks are quite close, with EZBC having a 2.14% return and BRRR slightly lower at 2.04%.


EZBC

YTD

2.14%

1M

10.18%

6M

42.96%

1Y

47.22%

5Y*

N/A

10Y*

N/A

BRRR

YTD

2.04%

1M

10.30%

6M

42.73%

1Y

47.16%

5Y*

N/A

10Y*

N/A

*Annualized

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EZBC vs. BRRR - Expense Ratio Comparison

EZBC has a 0.19% expense ratio, which is lower than BRRR's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for BRRR: current value is 0.25%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BRRR: 0.25%
Expense ratio chart for EZBC: current value is 0.19%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EZBC: 0.19%

Risk-Adjusted Performance

EZBC vs. BRRR — Risk-Adjusted Performance Rank

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

EZBC
The Risk-Adjusted Performance Rank of EZBC is 7878
Overall Rank
The Sharpe Ratio Rank of EZBC is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of EZBC is 7979
Sortino Ratio Rank
The Omega Ratio Rank of EZBC is 7373
Omega Ratio Rank
The Calmar Ratio Rank of EZBC is 9090
Calmar Ratio Rank
The Martin Ratio Rank of EZBC is 7777
Martin Ratio Rank

BRRR
The Risk-Adjusted Performance Rank of BRRR is 7878
Overall Rank
The Sharpe Ratio Rank of BRRR is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of BRRR is 7979
Sortino Ratio Rank
The Omega Ratio Rank of BRRR is 7373
Omega Ratio Rank
The Calmar Ratio Rank of BRRR is 8989
Calmar Ratio Rank
The Martin Ratio Rank of BRRR is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EZBC vs. BRRR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Bitcoin ETF (EZBC) and Valkyrie Bitcoin ETF (BRRR). 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.


The chart of Sharpe ratio for EZBC, currently valued at 0.80, compared to the broader market-1.000.001.002.003.004.00
EZBC: 0.80
BRRR: 0.80
The chart of Sortino ratio for EZBC, currently valued at 1.43, compared to the broader market-2.000.002.004.006.008.00
EZBC: 1.43
BRRR: 1.43
The chart of Omega ratio for EZBC, currently valued at 1.17, compared to the broader market0.501.001.502.002.50
EZBC: 1.17
BRRR: 1.17
The chart of Calmar ratio for EZBC, currently valued at 1.54, compared to the broader market0.002.004.006.008.0010.0012.00
EZBC: 1.54
BRRR: 1.53
The chart of Martin ratio for EZBC, currently valued at 3.42, compared to the broader market0.0020.0040.0060.00
EZBC: 3.42
BRRR: 3.37

The current EZBC Sharpe Ratio is 0.80, which is comparable to the BRRR Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of EZBC and BRRR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00Jan 19Jan 26Feb 02Feb 09Feb 16Feb 23Mar 02Mar 09Mar 16Mar 23Mar 30Apr 06Apr 13Apr 20
0.80
0.80
EZBC
BRRR

Dividends

EZBC vs. BRRR - Dividend Comparison

Neither EZBC nor BRRR has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

EZBC vs. BRRR - Drawdown Comparison

The maximum EZBC drawdown since its inception was -28.23%, roughly equal to the maximum BRRR drawdown of -28.13%. Use the drawdown chart below to compare losses from any high point for EZBC and BRRR. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.66%
-10.69%
EZBC
BRRR

Volatility

EZBC vs. BRRR - Volatility Comparison

Franklin Bitcoin ETF (EZBC) and Valkyrie Bitcoin ETF (BRRR) have volatilities of 16.60% and 16.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


8.00%10.00%12.00%14.00%16.00%18.00%20.00%NovemberDecember2025FebruaryMarchApril
16.60%
16.26%
EZBC
BRRR