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KLAC vs. FBTC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KLAC vs. FBTC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KLA Corporation (KLAC) 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, KLAC achieves a 71.29% return, which is significantly higher than FBTC's -25.63% return.


KLAC

1D
-2.42%
1M
-20.02%
6M
32.75%
YTD
71.29%
1Y
124.39%
3Y*
66.84%
5Y*
47.12%
10Y*
41.50%
ALL TIME*
22.94%

FBTC

1D
1.56%
1M
3.51%
6M
-31.89%
YTD
-25.63%
1Y
-44.68%
3Y*
5Y*
10Y*
ALL TIME*
12.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KLAC vs. FBTC - Yearly Performance Comparison


2026 (YTD)20252024
KLAC
KLA Corporation
71.29%94.48%14.32%
FBTC
Fidelity Wise Origin Bitcoin Fund
-25.63%-6.56%94.28%

Correlation

The correlation between KLAC and FBTC is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.27

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Return for Risk

KLAC vs. FBTC — Risk / Return Rank

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

KLAC
KLAC Risk / Return Rank: 9191
Overall Rank
KLAC Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
KLAC Sortino Ratio Rank: 8787
Sortino Ratio Rank
KLAC Omega Ratio Rank: 8989
Omega Ratio Rank
KLAC Calmar Ratio Rank: 9292
Calmar Ratio Rank
KLAC Martin Ratio Rank: 9494
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.

KLAC vs. FBTC - Risk-Adjusted Trends Comparison

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


KLACFBTCDifference
Sharpe ratioReturn per unit of total volatility

+3.18

Sortino ratioReturn per unit of downside risk

+4.00

Omega ratioGain probability vs. loss probability

1.35

0.83

+0.52

Calmar ratioReturn relative to maximum drawdown

4.01

-0.84

+4.85

Martin ratioReturn relative to average drawdown

13.67

-1.34

+15.01

KLAC vs. FBTC - Sharpe Ratio Comparison

The current KLAC Sharpe Ratio is 2.17, which is higher than the FBTC Sharpe Ratio of -1.01. The chart below compares the historical Sharpe Ratios of KLAC 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

KLAC vs. FBTC - Drawdown Comparison

The maximum KLAC drawdown since its inception was -83.74%, which is greater than FBTC's maximum drawdown of -53.35%. Use the drawdown chart below to compare losses from any high point for KLAC and FBTC.


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Drawdown Indicators


KLACFBTCDifference

Max Drawdown

Largest peak-to-trough decline

-83.74%

-53.35%

-30.39%

Max Drawdown (1Y)

Largest decline over 1 year

-31.19%

-53.35%

+22.16%

Max Drawdown (3Y)

Largest decline over 3 years

-34.95%

Max Drawdown (5Y)

Largest decline over 5 years

-40.28%

Max Drawdown (10Y)

Largest decline over 10 years

-40.28%

Current Drawdown

Current decline from peak

-31.19%

-48.20%

+17.01%

Average Drawdown

Average peak-to-trough decline

-29.28%

-17.73%

-11.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.14%

33.39%

-24.25%

Volatility

KLAC vs. FBTC - Volatility Comparison

KLA Corporation (KLAC) has a higher volatility of 30.24% compared to Fidelity Wise Origin Bitcoin Fund (FBTC) at 10.58%. This indicates that KLAC'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


KLACFBTCDifference

Volatility (1M)

Calculated over the trailing 1-month period

30.24%

10.58%

+19.66%

Volatility (6M)

Calculated over the trailing 6-month period

49.98%

34.53%

+15.45%

Volatility (1Y)

Calculated over the trailing 1-year period

57.81%

44.30%

+13.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.80%

49.71%

-3.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.94%

49.71%

-6.77%

Dividends

KLAC vs. FBTC - Dividend Comparison

KLAC's dividend yield for the trailing twelve months is around 0.39%, 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%
KLAC
KLA Corporation
0.39%0.61%0.96%0.92%1.25%0.91%1.35%1.74%3.17%2.15%2.67%2.94%

Frequently Asked Questions


KLAC and FBTC have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KLAC has higher volatility (30.24%) compared to FBTC (10.58%). In terms of maximum drawdown, KLAC dropped -83.74% vs FBTC's -53.35%.

KLAC currently has the higher Sharpe Ratio (2.17 vs -1.01), 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 KLAC and FBTC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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