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PUBM vs. FBTC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PUBM and FBTC is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

PUBM vs. FBTC - Performance Comparison

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

-50.00%0.00%50.00%100.00%NovemberDecember2025FebruaryMarchApril
-34.42%
103.77%
PUBM
FBTC

Key characteristics

Sharpe Ratio

PUBM:

-0.93

FBTC:

0.79

Sortino Ratio

PUBM:

-1.25

FBTC:

1.42

Omega Ratio

PUBM:

0.81

FBTC:

1.17

Calmar Ratio

PUBM:

-0.63

FBTC:

1.53

Martin Ratio

PUBM:

-1.51

FBTC:

3.37

Ulcer Index

PUBM:

36.92%

FBTC:

12.79%

Daily Std Dev

PUBM:

59.83%

FBTC:

54.50%

Max Drawdown

PUBM:

-88.89%

FBTC:

-28.21%

Current Drawdown

PUBM:

-85.91%

FBTC:

-10.75%

Returns By Period

In the year-to-date period, PUBM achieves a -32.95% return, which is significantly lower than FBTC's 2.11% return.


PUBM

YTD

-32.95%

1M

-5.74%

6M

-33.63%

1Y

-57.80%

5Y*

N/A

10Y*

N/A

FBTC

YTD

2.11%

1M

10.24%

6M

42.66%

1Y

47.15%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

PUBM vs. FBTC — Risk-Adjusted Performance Rank

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

PUBM
The Risk-Adjusted Performance Rank of PUBM is 99
Overall Rank
The Sharpe Ratio Rank of PUBM is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of PUBM is 99
Sortino Ratio Rank
The Omega Ratio Rank of PUBM is 77
Omega Ratio Rank
The Calmar Ratio Rank of PUBM is 1313
Calmar Ratio Rank
The Martin Ratio Rank of PUBM is 99
Martin Ratio Rank

FBTC
The Risk-Adjusted Performance Rank of FBTC is 7878
Overall Rank
The Sharpe Ratio Rank of FBTC is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of FBTC is 7979
Sortino Ratio Rank
The Omega Ratio Rank of FBTC is 7272
Omega Ratio Rank
The Calmar Ratio Rank of FBTC is 9090
Calmar Ratio Rank
The Martin Ratio Rank of FBTC is 7676
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.

PUBM vs. FBTC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PubMatic, Inc. (PUBM) and Fidelity Wise Origin Bitcoin Trust (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.


The chart of Sharpe ratio for PUBM, currently valued at -0.95, compared to the broader market-2.00-1.000.001.002.003.00
PUBM: -0.95
FBTC: 0.79
The chart of Sortino ratio for PUBM, currently valued at -1.31, compared to the broader market-6.00-4.00-2.000.002.004.00
PUBM: -1.31
FBTC: 1.42
The chart of Omega ratio for PUBM, currently valued at 0.80, compared to the broader market0.501.001.502.00
PUBM: 0.80
FBTC: 1.17
The chart of Calmar ratio for PUBM, currently valued at -0.84, compared to the broader market0.001.002.003.004.005.00
PUBM: -0.84
FBTC: 1.53
The chart of Martin ratio for PUBM, currently valued at -1.53, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
PUBM: -1.53
FBTC: 3.37

The current PUBM Sharpe Ratio is -0.93, which is lower than the FBTC Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of PUBM and FBTC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00Jan 19Jan 26Feb 02Feb 09Feb 16Feb 23Mar 02Mar 09Mar 16Mar 23Mar 30Apr 06Apr 13Apr 20
-0.95
0.79
PUBM
FBTC

Dividends

PUBM vs. FBTC - Dividend Comparison

Neither PUBM nor FBTC has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

PUBM vs. FBTC - Drawdown Comparison

The maximum PUBM drawdown since its inception was -88.89%, which is greater than FBTC's maximum drawdown of -28.21%. Use the drawdown chart below to compare losses from any high point for PUBM and FBTC. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-58.99%
-10.75%
PUBM
FBTC

Volatility

PUBM vs. FBTC - Volatility Comparison

PubMatic, Inc. (PUBM) has a higher volatility of 26.22% compared to Fidelity Wise Origin Bitcoin Trust (FBTC) at 16.49%. This indicates that PUBM'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.


10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
26.22%
16.49%
PUBM
FBTC