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RYCEY vs. FBTC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RYCEY vs. FBTC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rolls-Royce Holdings plc (RYCEY) 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, RYCEY achieves a 15.83% return, which is significantly higher than FBTC's -25.63% return.


RYCEY

1D
-1.25%
1M
-3.36%
6M
4.11%
YTD
15.83%
1Y
33.75%
3Y*
111.25%
5Y*
68.92%
10Y*
7.64%
ALL TIME*
-11.47%

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)

RYCEY vs. FBTC - Yearly Performance Comparison


2026 (YTD)20252024
RYCEY
Rolls-Royce Holdings plc
15.83%123.64%82.89%
FBTC
Fidelity Wise Origin Bitcoin Fund
-25.63%-6.56%94.28%

Correlation

The correlation between RYCEY 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

0.28

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Return for Risk

RYCEY vs. FBTC — Risk / Return Rank

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

RYCEY
RYCEY Risk / Return Rank: 7373
Overall Rank
RYCEY Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
RYCEY Sortino Ratio Rank: 7171
Sortino Ratio Rank
RYCEY Omega Ratio Rank: 6868
Omega Ratio Rank
RYCEY Calmar Ratio Rank: 7474
Calmar Ratio Rank
RYCEY Martin Ratio Rank: 7777
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.

RYCEY vs. FBTC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rolls-Royce Holdings plc (RYCEY) 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.


RYCEYFBTCDifference
Sharpe ratioReturn per unit of total volatility

+1.90

Sortino ratioReturn per unit of downside risk

+3.00

Omega ratioGain probability vs. loss probability

1.18

0.83

+0.34

Calmar ratioReturn relative to maximum drawdown

1.56

-0.84

+2.40

Martin ratioReturn relative to average drawdown

4.32

-1.34

+5.66

RYCEY vs. FBTC - Sharpe Ratio Comparison

The current RYCEY Sharpe Ratio is 0.88, which is higher than the FBTC Sharpe Ratio of -1.01. The chart below compares the historical Sharpe Ratios of RYCEY 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

RYCEY vs. FBTC - Drawdown Comparison

The maximum RYCEY drawdown since its inception was -99.07%, which is greater than FBTC's maximum drawdown of -53.35%. Use the drawdown chart below to compare losses from any high point for RYCEY and FBTC.


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Drawdown Indicators


RYCEYFBTCDifference

Max Drawdown

Largest peak-to-trough decline

-99.07%

-53.35%

-45.72%

Max Drawdown (1Y)

Largest decline over 1 year

-21.75%

-53.35%

+31.60%

Max Drawdown (3Y)

Largest decline over 3 years

-23.37%

Max Drawdown (5Y)

Largest decline over 5 years

-62.01%

Max Drawdown (10Y)

Largest decline over 10 years

-94.64%

Current Drawdown

Current decline from peak

-77.01%

-48.20%

-28.81%

Average Drawdown

Average peak-to-trough decline

-84.09%

-17.73%

-66.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.83%

33.39%

-25.56%

Volatility

RYCEY vs. FBTC - Volatility Comparison

The current volatility for Rolls-Royce Holdings plc (RYCEY) is 8.23%, while Fidelity Wise Origin Bitcoin Fund (FBTC) has a volatility of 10.58%. This indicates that RYCEY 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


RYCEYFBTCDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.23%

10.58%

-2.35%

Volatility (6M)

Calculated over the trailing 6-month period

33.05%

34.53%

-1.48%

Volatility (1Y)

Calculated over the trailing 1-year period

38.40%

44.30%

-5.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.23%

49.71%

-6.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.27%

49.71%

-0.44%

Dividends

RYCEY vs. FBTC - Dividend Comparison

RYCEY'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%
RYCEY
Rolls-Royce Holdings plc
0.70%0.86%0.00%0.00%0.00%0.00%5.51%1.56%1.32%1.55%4.19%14.44%

Frequently Asked Questions


RYCEY 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.

FBTC has higher volatility (10.58%) compared to RYCEY (8.23%). In terms of maximum drawdown, RYCEY dropped -99.07% vs FBTC's -53.35%.

RYCEY currently has the higher Sharpe Ratio (0.88 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

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