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FTEK vs. BTC-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between FTEK and BTC-USD is 0.23, 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.


Performance

FTEK vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fuel Tech, Inc. (FTEK) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FTEK:

0.82

BTC-USD:

1.13

Sortino Ratio

FTEK:

1.98

BTC-USD:

2.83

Omega Ratio

FTEK:

1.23

BTC-USD:

1.30

Calmar Ratio

FTEK:

0.44

BTC-USD:

2.00

Martin Ratio

FTEK:

3.89

BTC-USD:

9.85

Ulcer Index

FTEK:

11.01%

BTC-USD:

11.22%

Daily Std Dev

FTEK:

52.73%

BTC-USD:

41.35%

Max Drawdown

FTEK:

-98.97%

BTC-USD:

-93.18%

Current Drawdown

FTEK:

-95.78%

BTC-USD:

-5.19%

Returns By Period

In the year-to-date period, FTEK achieves a 52.38% return, which is significantly higher than BTC-USD's 13.33% return. Over the past 10 years, FTEK has underperformed BTC-USD with an annualized return of -3.85%, while BTC-USD has yielded a comparatively higher 85.04% annualized return.


FTEK

YTD

52.38%

1M

68.42%

6M

55.34%

1Y

42.86%

3Y*

6.09%

5Y*

14.54%

10Y*

-3.85%

BTC-USD

YTD

13.33%

1M

10.42%

6M

10.45%

1Y

56.28%

3Y*

52.76%

5Y*

61.44%

10Y*

85.04%

*Annualized

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Fuel Tech, Inc.

Bitcoin

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

FTEK vs. BTC-USD — Risk-Adjusted Performance Rank

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

FTEK
The Risk-Adjusted Performance Rank of FTEK is 7979
Overall Rank
The Sharpe Ratio Rank of FTEK is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of FTEK is 8585
Sortino Ratio Rank
The Omega Ratio Rank of FTEK is 8080
Omega Ratio Rank
The Calmar Ratio Rank of FTEK is 7171
Calmar Ratio Rank
The Martin Ratio Rank of FTEK is 8282
Martin Ratio Rank

BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 9191
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 9191
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8989
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 9494
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 9393
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.

FTEK vs. BTC-USD - Risk-Adjusted Performance 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.


The current FTEK Sharpe Ratio is 0.82, which is comparable to the BTC-USD Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of FTEK and BTC-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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 -93.18%. Use the drawdown chart below to compare losses from any high point for FTEK and BTC-USD.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FTEK vs. BTC-USD - Volatility Comparison

Fuel Tech, Inc. (FTEK) has a higher volatility of 34.44% compared to Bitcoin (BTC-USD) at 10.10%. 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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