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FBTC vs. SPOT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FBTC vs. SPOT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Wise Origin Bitcoin Fund (FBTC) and Spotify Technology S.A. (SPOT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FBTC achieves a -27.63% return, which is significantly lower than SPOT's -13.36% return.


FBTC

1D
5.17%
1M
-20.97%
YTD
-27.63%
6M
-30.29%
1Y
-39.41%
3Y*
5Y*
10Y*

SPOT

1D
1.24%
1M
20.42%
YTD
-13.36%
6M
-12.09%
1Y
-29.36%
3Y*
49.53%
5Y*
16.18%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FBTC vs. SPOT - Yearly Performance Comparison


2026 (YTD)20252024
FBTC
Fidelity Wise Origin Bitcoin Fund
-27.63%-6.56%99.56%
SPOT
Spotify Technology S.A.
-13.36%29.80%122.78%

Correlation

The correlation between FBTC and SPOT is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.10

Correlation (All Time)
Calculated using the full available price history since Jan 12, 2024

0.16

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Return for Risk

FBTC vs. SPOT — Risk / Return Rank

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

FBTC
FBTC Risk / Return Rank: 22
Overall Rank
FBTC Sharpe Ratio Rank: 22
Sharpe Ratio Rank
FBTC Sortino Ratio Rank: 33
Sortino Ratio Rank
FBTC Omega Ratio Rank: 33
Omega Ratio Rank
FBTC Calmar Ratio Rank: 33
Calmar Ratio Rank
FBTC Martin Ratio Rank: 22
Martin Ratio Rank

SPOT
SPOT Risk / Return Rank: 1616
Overall Rank
SPOT Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
SPOT Sortino Ratio Rank: 1515
Sortino Ratio Rank
SPOT Omega Ratio Rank: 1616
Omega Ratio Rank
SPOT Calmar Ratio Rank: 1919
Calmar Ratio Rank
SPOT Martin Ratio Rank: 1919
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.

FBTC vs. SPOT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Wise Origin Bitcoin Fund (FBTC) and Spotify Technology S.A. (SPOT). 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.


FBTCSPOTDifference
Sharpe ratioReturn per unit of total volatility

-0.25

Sortino ratioReturn per unit of downside risk

-0.49

Omega ratioGain probability vs. loss probability

0.86

0.90

-0.04

Calmar ratioReturn relative to maximum drawdown

-0.76

-0.63

-0.13

Martin ratioReturn relative to average drawdown

-1.36

-1.10

-0.26

FBTC vs. SPOT - Sharpe Ratio Comparison

The current FBTC Sharpe Ratio is -0.90, which is lower than the SPOT Sharpe Ratio of -0.65. The chart below compares the historical Sharpe Ratios of FBTC and SPOT, 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


FBTCSPOTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.90

-0.65

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.34

-0.07

Drawdowns

FBTC vs. SPOT - Drawdown Comparison

The maximum FBTC drawdown since its inception was -52.07%, smaller than the maximum SPOT drawdown of -80.51%. Use the drawdown chart below to compare losses from any high point for FBTC and SPOT.


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Drawdown Indicators


FBTCSPOTDifference

Max Drawdown

Largest peak-to-trough decline

-52.07%

-80.51%

+28.44%

Max Drawdown (1Y)

Largest decline over 1 year

-52.07%

-46.80%

-5.27%

Max Drawdown (3Y)

Largest decline over 3 years

-46.80%

Max Drawdown (5Y)

Largest decline over 5 years

-76.39%

Current Drawdown

Current decline from peak

-49.59%

-35.16%

-14.43%

Average Drawdown

Average peak-to-trough decline

-16.18%

-30.81%

+14.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.93%

26.76%

+2.17%

Volatility

FBTC vs. SPOT - Volatility Comparison

The current volatility for Fidelity Wise Origin Bitcoin Fund (FBTC) is 11.77%, while Spotify Technology S.A. (SPOT) has a volatility of 15.97%. This indicates that FBTC experiences smaller price fluctuations and is considered to be less risky than SPOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FBTCSPOTDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.77%

15.97%

-4.20%

Volatility (6M)

Calculated over the trailing 6-month period

34.55%

37.40%

-2.85%

Volatility (1Y)

Calculated over the trailing 1-year period

44.17%

45.30%

-1.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.26%

47.60%

+2.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.26%

47.26%

+3.00%

Dividends

FBTC vs. SPOT - Dividend Comparison

Neither FBTC nor SPOT has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


FBTC and SPOT have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPOT has higher volatility (15.97%) compared to FBTC (11.77%). In terms of maximum drawdown, FBTC dropped -52.07% vs SPOT's -80.51%.

SPOT currently has the higher Sharpe Ratio (-0.65 vs -0.90), 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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