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FBOT vs. STHH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FBOT vs. STHH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Disruptive Automation ETF (FBOT) 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, FBOT achieves a 20.55% return, which is significantly lower than STHH's 203.43% return.


FBOT

1D
0.41%
1M
4.87%
YTD
20.55%
6M
21.15%
1Y
39.00%
3Y*
5Y*
10Y*

STHH

1D
-1.98%
1M
37.30%
YTD
203.43%
6M
205.18%
1Y
175.74%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FBOT vs. STHH - Yearly Performance Comparison


2026 (YTD)2025
FBOT
Fidelity Disruptive Automation ETF
20.55%33.95%
STHH
STMicroelectronics NV ADRhedged
203.43%16.74%

Correlation

The correlation between FBOT and STHH is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.56

Correlation (All Time)
Calculated using the full available price history since Apr 24, 2025

0.57

The correlation between FBOT and STHH has been stable across timeframes, ranging from 0.56 to 0.57 - a consistent structural relationship.

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Return for Risk

FBOT vs. STHH — Risk / Return Rank

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

FBOT
FBOT Risk / Return Rank: 5757
Overall Rank
FBOT Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
FBOT Sortino Ratio Rank: 5757
Sortino Ratio Rank
FBOT Omega Ratio Rank: 5555
Omega Ratio Rank
FBOT Calmar Ratio Rank: 5353
Calmar Ratio Rank
FBOT Martin Ratio Rank: 5959
Martin Ratio Rank

STHH
STHH Risk / Return Rank: 8484
Overall Rank
STHH Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
STHH Sortino Ratio Rank: 8686
Sortino Ratio Rank
STHH Omega Ratio Rank: 8888
Omega Ratio Rank
STHH Calmar Ratio Rank: 8989
Calmar Ratio Rank
STHH Martin Ratio Rank: 6666
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.

FBOT vs. STHH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Disruptive Automation ETF (FBOT) 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.


FBOTSTHHDifference
Sharpe ratioReturn per unit of total volatility

-1.64

Sortino ratioReturn per unit of downside risk

-1.14

Omega ratioGain probability vs. loss probability

1.34

1.54

-0.20

Calmar ratioReturn relative to maximum drawdown

2.58

5.22

-2.64

Martin ratioReturn relative to average drawdown

10.27

11.85

-1.58

FBOT vs. STHH - Sharpe Ratio Comparison

The current FBOT Sharpe Ratio is 1.94, which is lower than the STHH Sharpe Ratio of 3.58. The chart below compares the historical Sharpe Ratios of FBOT 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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Sharpe Ratios by Period


FBOTSTHHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.94

3.58

-1.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

4.30

-3.48

Drawdowns

FBOT vs. STHH - Drawdown Comparison

The maximum FBOT drawdown since its inception was -23.61%, smaller than the maximum STHH drawdown of -33.89%. Use the drawdown chart below to compare losses from any high point for FBOT and STHH.


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Drawdown Indicators


FBOTSTHHDifference

Max Drawdown

Largest peak-to-trough decline

-23.61%

-33.89%

+10.28%

Max Drawdown (1Y)

Largest decline over 1 year

-15.17%

-33.89%

+18.72%

Current Drawdown

Current decline from peak

0.00%

-1.98%

+1.98%

Average Drawdown

Average peak-to-trough decline

-5.14%

-10.43%

+5.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.81%

14.90%

-11.09%

Volatility

FBOT vs. STHH - Volatility Comparison

The current volatility for Fidelity Disruptive Automation ETF (FBOT) is 5.53%, while STMicroelectronics NV ADRhedged (STHH) has a volatility of 20.56%. This indicates that FBOT 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


FBOTSTHHDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.53%

20.56%

-15.03%

Volatility (6M)

Calculated over the trailing 6-month period

16.00%

36.80%

-20.80%

Volatility (1Y)

Calculated over the trailing 1-year period

20.25%

50.39%

-30.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.94%

49.40%

-28.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.94%

49.40%

-28.46%

FBOT vs. STHH - Expense Ratio Comparison

FBOT has a 0.50% expense ratio, which is higher than STHH's 0.19% expense ratio.


Dividends

FBOT vs. STHH - Dividend Comparison

FBOT's dividend yield for the trailing twelve months is around 0.58%, more than STHH's 0.56% yield.


PositionTTM202520242023
FBOT
Fidelity Disruptive Automation ETF
0.58%0.81%0.31%0.20%
STHH
STMicroelectronics NV ADRhedged
0.56%0.69%0.00%0.00%

Frequently Asked Questions


FBOT and STHH have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

STHH has higher volatility (20.56%) compared to FBOT (5.53%). In terms of maximum drawdown, FBOT dropped -23.61% vs STHH's -33.89%.

On 1-year performance, STHH leads with 175.74% vs 39.00% for FBOT. On fees, STHH is cheaper at 0.19% per year. On volatility, FBOT has been the lower-risk option at 5.53%. 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 175.74% return vs 39.00%. 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 0.50% for FBOT.

FBOT has the higher dividend yield at 0.58%, compared with 0.56% for STHH.

They also come from different issuers: Fidelity and ADRhedged. Their fees differ too: 0.50% for FBOT and 0.19% for STHH.

STHH currently has the higher Sharpe Ratio (3.58 vs 1.94), 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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