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JWEL.TO vs. FBTC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JWEL.TO vs. FBTC - Performance Comparison

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

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Different Trading Currencies

JWEL.TO is traded in CAD, while FBTC is traded in USD. To make them comparable, the FBTC values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, JWEL.TO achieves a 6.05% return, which is significantly higher than FBTC's -24.39% return.


JWEL.TO

1D
2.03%
1M
5.38%
YTD
6.05%
6M
4.74%
1Y
-0.33%
3Y*
7.62%
5Y*
1.65%
10Y*

FBTC

1D
0.00%
1M
-18.31%
YTD
-24.39%
6M
-29.76%
1Y
-36.91%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JWEL.TO vs. FBTC - Yearly Performance Comparison


2026 (YTD)20252024
JWEL.TO
Jamieson Wellness Inc.
6.05%-5.89%21.11%
FBTC
Fidelity Wise Origin Bitcoin Fund
-26.50%-10.84%114.27%

Correlation

The correlation between JWEL.TO and FBTC is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.08

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

0.10

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Return for Risk

JWEL.TO vs. FBTC — Risk / Return Rank

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

JWEL.TO
JWEL.TO Risk / Return Rank: 3737
Overall Rank
JWEL.TO Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
JWEL.TO Sortino Ratio Rank: 3333
Sortino Ratio Rank
JWEL.TO Omega Ratio Rank: 3333
Omega Ratio Rank
JWEL.TO Calmar Ratio Rank: 4040
Calmar Ratio Rank
JWEL.TO Martin Ratio Rank: 4040
Martin Ratio Rank

FBTC
FBTC Risk / Return Rank: 22
Overall Rank
FBTC Sharpe Ratio Rank: 22
Sharpe Ratio Rank
FBTC Sortino Ratio Rank: 22
Sortino Ratio Rank
FBTC Omega Ratio Rank: 22
Omega Ratio Rank
FBTC Calmar Ratio Rank: 22
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.

JWEL.TO vs. FBTC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Jamieson Wellness Inc. (JWEL.TO) 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.


JWEL.TOFBTCDifference
Sharpe ratioReturn per unit of total volatility

+0.85

Sortino ratioReturn per unit of downside risk

+1.30

Omega ratioGain probability vs. loss probability

1.01

0.87

+0.15

Calmar ratioReturn relative to maximum drawdown

-0.02

-0.74

+0.72

Martin ratioReturn relative to average drawdown

-0.04

-1.27

+1.23

JWEL.TO vs. FBTC - Sharpe Ratio Comparison

The current JWEL.TO Sharpe Ratio is -0.02, which is higher than the FBTC Sharpe Ratio of -0.86. The chart below compares the historical Sharpe Ratios of JWEL.TO 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


JWEL.TOFBTCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.02

-0.86

+0.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.00

0.34

-0.34

Drawdowns

JWEL.TO vs. FBTC - Drawdown Comparison

The maximum JWEL.TO drawdown since its inception was -45.81%, smaller than the maximum FBTC drawdown of -50.18%. Use the drawdown chart below to compare losses from any high point for JWEL.TO and FBTC.


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Drawdown Indicators


JWEL.TOFBTCDifference

Max Drawdown

Largest peak-to-trough decline

-45.81%

-50.18%

+4.37%

Max Drawdown (1Y)

Largest decline over 1 year

-14.62%

-50.18%

+35.56%

Max Drawdown (3Y)

Largest decline over 3 years

-27.52%

Max Drawdown (5Y)

Largest decline over 5 years

-44.47%

Current Drawdown

Current decline from peak

-8.62%

-48.17%

+39.55%

Average Drawdown

Average peak-to-trough decline

-14.86%

-15.99%

+1.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.13%

29.11%

-20.98%

Volatility

JWEL.TO vs. FBTC - Volatility Comparison

The current volatility for Jamieson Wellness Inc. (JWEL.TO) is 6.24%, while Fidelity Wise Origin Bitcoin Fund (FBTC) has a volatility of 8.60%. This indicates that JWEL.TO 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


JWEL.TOFBTCDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.24%

8.60%

-2.36%

Volatility (6M)

Calculated over the trailing 6-month period

14.07%

33.45%

-19.38%

Volatility (1Y)

Calculated over the trailing 1-year period

20.03%

42.86%

-22.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.48%

49.43%

-23.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

122,393.68%

49.43%

+122,344.25%

Dividends

JWEL.TO vs. FBTC - Dividend Comparison

JWEL.TO's dividend yield for the trailing twelve months is around 2.61%, while FBTC has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
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%
JWEL.TO
Jamieson Wellness Inc.
2.61%2.62%2.18%2.27%1.82%1.37%1.30%1.48%1.59%0.72%

Frequently Asked Questions


JWEL.TO and FBTC have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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