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GWW vs. FBTC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GWW vs. FBTC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in W.W. Grainger, Inc. (GWW) and Fidelity Wise Origin Bitcoin Fund (FBTC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GWW achieves a 30.92% return, which is significantly higher than FBTC's -27.39% return.


GWW

1D
0.15%
1M
5.03%
YTD
30.92%
6M
29.19%
1Y
22.72%
3Y*
22.36%
5Y*
24.71%
10Y*
21.41%

FBTC

1D
0.11%
1M
-20.13%
YTD
-27.39%
6M
-29.64%
1Y
-40.63%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GWW vs. FBTC - Yearly Performance Comparison


2026 (YTD)20252024
GWW
W.W. Grainger, Inc.
30.92%-3.41%27.88%
FBTC
Fidelity Wise Origin Bitcoin Fund
-27.39%-6.56%94.28%

Correlation

The correlation between GWW and FBTC is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

Correlation (All Time)
Calculated using the full available price history since Jan 11, 2024

0.15

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Return for Risk

GWW vs. FBTC — Risk / Return Rank

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

GWW
GWW Risk / Return Rank: 6969
Overall Rank
GWW Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
GWW Sortino Ratio Rank: 6464
Sortino Ratio Rank
GWW Omega Ratio Rank: 6767
Omega Ratio Rank
GWW Calmar Ratio Rank: 7373
Calmar Ratio Rank
GWW Martin Ratio Rank: 6969
Martin Ratio Rank

FBTC
FBTC Risk / Return Rank: 33
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
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.

GWW vs. FBTC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for W.W. Grainger, Inc. (GWW) and Fidelity Wise Origin Bitcoin Fund (FBTC). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GWWFBTCDifference
Sharpe ratioReturn per unit of total volatility

+1.85

Sortino ratioReturn per unit of downside risk

+2.65

Omega ratioGain probability vs. loss probability

1.19

0.85

+0.34

Calmar ratioReturn relative to maximum drawdown

1.64

-0.78

+2.42

Martin ratioReturn relative to average drawdown

3.20

-1.37

+4.58

GWW vs. FBTC - Sharpe Ratio Comparison

The current GWW Sharpe Ratio is 0.92, which is higher than the FBTC Sharpe Ratio of -0.93. The chart below compares the historical Sharpe Ratios of GWW and FBTC, 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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Drawdowns

GWW vs. FBTC - Drawdown Comparison

The maximum GWW drawdown since its inception was -56.73%, which is greater than FBTC's maximum drawdown of -52.07%. Use the drawdown chart below to compare losses from any high point for GWW and FBTC.


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Drawdown Indicators


GWWFBTCDifference

Max Drawdown

Largest peak-to-trough decline

-56.73%

-52.07%

-4.66%

Max Drawdown (1Y)

Largest decline over 1 year

-13.92%

-52.07%

+38.15%

Max Drawdown (3Y)

Largest decline over 3 years

-24.50%

Max Drawdown (5Y)

Largest decline over 5 years

-24.50%

Max Drawdown (10Y)

Largest decline over 10 years

-41.60%

Current Drawdown

Current decline from peak

-1.05%

-49.42%

+48.37%

Average Drawdown

Average peak-to-trough decline

-11.01%

-16.46%

+5.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.61%

29.61%

-22.00%

Volatility

GWW vs. FBTC - Volatility Comparison

The current volatility for W.W. Grainger, Inc. (GWW) is 4.85%, while Fidelity Wise Origin Bitcoin Fund (FBTC) has a volatility of 11.97%. This indicates that GWW experiences smaller price fluctuations and is considered to be less risky than FBTC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GWWFBTCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.85%

11.97%

-7.12%

Volatility (6M)

Calculated over the trailing 6-month period

17.85%

34.39%

-16.54%

Volatility (1Y)

Calculated over the trailing 1-year period

24.78%

43.98%

-19.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.68%

50.13%

-25.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.52%

50.13%

-21.61%

Dividends

GWW vs. FBTC - Dividend Comparison

GWW's dividend yield for the trailing twelve months is around 0.70%, while FBTC has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
FBTC
Fidelity Wise Origin Bitcoin Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GWW
W.W. Grainger, Inc.
0.70%0.88%0.76%0.88%1.22%1.23%1.45%1.68%1.90%2.14%2.08%2.27%

Frequently Asked Questions


GWW and FBTC have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FBTC has higher volatility (11.97%) compared to GWW (4.85%). In terms of maximum drawdown, GWW dropped -56.73% vs FBTC's -52.07%.

GWW currently has the higher Sharpe Ratio (0.92 vs -0.93), 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

Find the right allocation for GWW and FBTC

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