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IMMR vs. FBTC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IMMR vs. FBTC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Immersion Corporation (IMMR) 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, IMMR achieves a 0.39% return, which is significantly higher than FBTC's -27.63% return.


IMMR

1D
4.71%
1M
-0.15%
YTD
0.39%
6M
-3.03%
1Y
-10.21%
3Y*
-2.01%
5Y*
-3.62%
10Y*
1.41%

FBTC

1D
5.17%
1M
-20.97%
YTD
-27.63%
6M
-30.29%
1Y
-39.41%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IMMR vs. FBTC - Yearly Performance Comparison


2026 (YTD)20252024
IMMR
Immersion Corporation
0.39%-18.30%31.80%
FBTC
Fidelity Wise Origin Bitcoin Fund
-27.63%-6.56%99.56%

Correlation

The correlation between IMMR and FBTC is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

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

0.32

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Return for Risk

IMMR vs. FBTC — Risk / Return Rank

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

IMMR
IMMR Risk / Return Rank: 3030
Overall Rank
IMMR Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
IMMR Sortino Ratio Rank: 2929
Sortino Ratio Rank
IMMR Omega Ratio Rank: 2929
Omega Ratio Rank
IMMR Calmar Ratio Rank: 3131
Calmar Ratio Rank
IMMR Martin Ratio Rank: 3131
Martin Ratio Rank

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
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.

IMMR vs. FBTC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Immersion Corporation (IMMR) 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.


IMMRFBTCDifference
Sharpe ratioReturn per unit of total volatility

+0.64

Sortino ratioReturn per unit of downside risk

+1.13

Omega ratioGain probability vs. loss probability

0.99

0.86

+0.13

Calmar ratioReturn relative to maximum drawdown

-0.33

-0.76

+0.43

Martin ratioReturn relative to average drawdown

-0.61

-1.36

+0.75

IMMR vs. FBTC - Sharpe Ratio Comparison

The current IMMR Sharpe Ratio is -0.26, which is higher than the FBTC Sharpe Ratio of -0.90. The chart below compares the historical Sharpe Ratios of IMMR 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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Sharpe Ratios by Period


IMMRFBTCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.26

-0.90

+0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.04

0.27

-0.31

Drawdowns

IMMR vs. FBTC - Drawdown Comparison

The maximum IMMR drawdown since its inception was -98.66%, which is greater than FBTC's maximum drawdown of -52.07%. Use the drawdown chart below to compare losses from any high point for IMMR and FBTC.


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Drawdown Indicators


IMMRFBTCDifference

Max Drawdown

Largest peak-to-trough decline

-98.66%

-52.07%

-46.59%

Max Drawdown (1Y)

Largest decline over 1 year

-30.86%

-52.07%

+21.21%

Max Drawdown (3Y)

Largest decline over 3 years

-56.90%

Max Drawdown (5Y)

Largest decline over 5 years

-56.90%

Max Drawdown (10Y)

Largest decline over 10 years

-74.29%

Current Drawdown

Current decline from peak

-89.65%

-49.59%

-40.06%

Average Drawdown

Average peak-to-trough decline

-88.21%

-16.18%

-72.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.77%

28.93%

-12.16%

Volatility

IMMR vs. FBTC - Volatility Comparison

Immersion Corporation (IMMR) has a higher volatility of 12.61% compared to Fidelity Wise Origin Bitcoin Fund (FBTC) at 11.77%. This indicates that IMMR's price experiences larger fluctuations and is considered to be riskier 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


IMMRFBTCDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.61%

11.77%

+0.84%

Volatility (6M)

Calculated over the trailing 6-month period

27.21%

34.55%

-7.34%

Volatility (1Y)

Calculated over the trailing 1-year period

39.79%

44.17%

-4.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.83%

50.26%

-4.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.32%

50.26%

+1.06%

Dividends

IMMR vs. FBTC - Dividend Comparison

IMMR's dividend yield for the trailing twelve months is around 3.60%, while FBTC has not paid dividends to shareholders.


PositionTTM202520242023
FBTC
Fidelity Wise Origin Bitcoin Fund
0.00%0.00%0.00%0.00%
IMMR
Immersion Corporation
3.60%5.59%2.06%3.12%

Frequently Asked Questions


IMMR and FBTC have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IMMR has higher volatility (12.61%) compared to FBTC (11.77%). In terms of maximum drawdown, IMMR dropped -98.66% vs FBTC's -52.07%.

IMMR currently has the higher Sharpe Ratio (-0.26 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.

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