FTEK vs. BTC-USD
FTEK (Fuel Tech, Inc.) is a stock, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, FTEK returned -0.66%/yr vs 60.98%/yr for BTC-USD. At a 0.06 correlation, their price movements are largely independent.
Performance
FTEK vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, FTEK achieves a -5.77% return, which is significantly higher than BTC-USD's -23.17% return. Over the past 10 years, FTEK has underperformed BTC-USD with an annualized return of -0.66%, while BTC-USD has yielded a comparatively higher 60.98% annualized return.
FTEK
- 1D
- -0.68%
- 1M
- -8.70%
- YTD
- -5.77%
- 6M
- -16.95%
- 1Y
- -8.12%
- 3Y*
- 2.63%
- 5Y*
- -7.32%
- 10Y*
- -0.66%
BTC-USD
- 1D
- 0.85%
- 1M
- -14.42%
- YTD
- -23.17%
- 6M
- -26.37%
- 1Y
- -36.52%
- 3Y*
- 35.33%
- 5Y*
- 12.77%
- 10Y*
- 60.98%
FTEK vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FTEK Fuel Tech, Inc. | -5.77% | 48.57% | 0.00% | -17.65% | -8.93% | -63.92% | 308.42% | -20.17% | 6.25% | -2.61% |
BTC-USD Bitcoin | -23.17% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
Correlation
The correlation between FTEK and BTC-USD is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Sep 19, 2012 | 0.06 |
The correlation between FTEK and BTC-USD shifts across timeframes, from 0.06 (all time) to 0.19 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
FTEK vs. BTC-USD — Risk / Return Rank
FTEK
BTC-USD
FTEK vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fuel Tech, Inc. (FTEK) and Bitcoin (BTC-USD). 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.
| FTEK | BTC-USD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.11 | -0.85 | +0.74 |
Sortino ratioReturn per unit of downside risk | 0.38 | -1.14 | +1.52 |
Omega ratioGain probability vs. loss probability | 1.04 | 0.88 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | -0.17 | -1.07 | +0.90 |
Martin ratioReturn relative to average drawdown | -0.25 | -1.57 | +1.32 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FTEK | BTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.11 | -0.85 | +0.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.12 | 0.24 | -0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.01 | 0.89 | -0.90 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.06 | 1.14 | -1.20 |
Drawdowns
FTEK vs. BTC-USD - Drawdown Comparison
The maximum FTEK drawdown since its inception was -98.97%, which is greater than BTC-USD's maximum drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for FTEK and BTC-USD.
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Drawdown Indicators
| FTEK | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.97% | -85.30% | -13.67% |
Max Drawdown (1Y)Largest decline over 1 year | -67.22% | -49.65% | -17.57% |
Max Drawdown (3Y)Largest decline over 3 years | -67.22% | -49.65% | -17.57% |
Max Drawdown (5Y)Largest decline over 5 years | -68.77% | -76.67% | +7.90% |
Max Drawdown (10Y)Largest decline over 10 years | -86.07% | -83.80% | -2.27% |
Current DrawdownCurrent decline from peak | -96.12% | -46.10% | -50.02% |
Average DrawdownAverage peak-to-trough decline | -78.47% | -42.27% | -36.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 45.13% | 33.71% | +11.42% |
Volatility
FTEK vs. BTC-USD - Volatility Comparison
Fuel Tech, Inc. (FTEK) has a higher volatility of 19.08% compared to Bitcoin (BTC-USD) at 9.90%. This indicates that FTEK's price experiences larger fluctuations and is considered to be riskier than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTEK | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.08% | 9.90% | +9.18% |
Volatility (6M)Calculated over the trailing 6-month period | 45.02% | 33.98% | +11.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 73.54% | 35.37% | +38.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 60.78% | 45.01% | +15.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 94.73% | 56.68% | +38.05% |
Frequently Asked Questions
FTEK and BTC-USD have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FTEK has higher volatility (19.08%) compared to BTC-USD (9.90%). In terms of maximum drawdown, FTEK dropped -98.97% vs BTC-USD's -85.30%.
FTEK currently has the higher Sharpe Ratio (-0.11 vs -0.85), 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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