FDIG vs. GBTC

In the year-to-date period, FDIG achieves a -30.53% return, which is significantly lower than GBTC's -10.40% return.

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This table presents a comparison of risk-adjusted performance metrics for Fidelity Crypto Industry and Digital Payments ETF (FDIG) and Grayscale Bitcoin Trust (BTC) (GBTC). 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 current FDIG Sharpe Ratio is -0.29, which is lower than the GBTC Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of FDIG and GBTC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FDIG's dividend yield for the trailing twelve months is around 1.68%, while GBTC has not paid dividends to shareholders.

The maximum FDIG drawdown since its inception was -58.32%, smaller than the maximum GBTC drawdown of -89.91%. Use the drawdown chart below to compare losses from any high point for FDIG and GBTC. For additional features, visit the drawdowns tool.

Fidelity Crypto Industry and Digital Payments ETF (FDIG) and Grayscale Bitcoin Trust (BTC) (GBTC) have volatilities of 18.74% and 18.80%, 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.