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SPAXX vs. BTQ.NEO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPAXX vs. BTQ.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Government Money Market Fund (SPAXX) and BTQ Technologies Corp (BTQ.NEO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SPAXX is traded in USD, while BTQ.NEO is traded in CAD. To make them comparable, the BTQ.NEO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SPAXX achieves a 1.37% return, which is significantly higher than BTQ.NEO's -17.44% return.


SPAXX

1D
0.00%
1M
0.28%
YTD
1.37%
6M
1.67%
1Y
3.66%
3Y*
2.42%
5Y*
1.45%
10Y*

BTQ.NEO

1D
3.73%
1M
39.02%
YTD
-17.44%
6M
-35.31%
1Y
37.44%
3Y*
106.35%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPAXX vs. BTQ.NEO - Yearly Performance Comparison


2026 (YTD)202520242023
SPAXX
Fidelity Government Money Market Fund
1.37%3.96%1.54%0.41%
BTQ.NEO
BTQ Technologies Corp
-17.44%88.56%342.98%11.18%

Correlation

The correlation between SPAXX and BTQ.NEO is 0.01, 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

0.01

Correlation (3Y)
Calculated over the trailing 3-year period

-0.03

Correlation (All Time)
Calculated using the full available price history since Feb 21, 2023

-0.03

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Return for Risk

SPAXX vs. BTQ.NEO — Risk / Return Rank

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

SPAXX

BTQ.NEO
BTQ.NEO Risk / Return Rank: 5959
Overall Rank
BTQ.NEO Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
BTQ.NEO Sortino Ratio Rank: 7272
Sortino Ratio Rank
BTQ.NEO Omega Ratio Rank: 6565
Omega Ratio Rank
BTQ.NEO Calmar Ratio Rank: 5454
Calmar Ratio Rank
BTQ.NEO Martin Ratio Rank: 5151
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.

SPAXX vs. BTQ.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Government Money Market Fund (SPAXX) and BTQ Technologies Corp (BTQ.NEO). 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.


SPAXXBTQ.NEODifference
Sharpe ratioReturn per unit of total volatility

+3.41

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.18

Calmar ratioReturn relative to maximum drawdown

0.45

Martin ratioReturn relative to average drawdown

0.64

SPAXX vs. BTQ.NEO - Sharpe Ratio Comparison

The current SPAXX Sharpe Ratio is 3.65, which is higher than the BTQ.NEO Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of SPAXX and BTQ.NEO, 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


SPAXXBTQ.NEODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.65

0.24

+3.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.13

Sharpe Ratio (All Time)

Calculated using the full available price history

2.12

0.51

+1.61

Drawdowns

SPAXX vs. BTQ.NEO - Drawdown Comparison

The maximum SPAXX drawdown since its inception was 0.00%, smaller than the maximum BTQ.NEO drawdown of -84.79%. Use the drawdown chart below to compare losses from any high point for SPAXX and BTQ.NEO.


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Drawdown Indicators


SPAXXBTQ.NEODifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-84.79%

+84.79%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-84.79%

+84.79%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-84.79%

+84.79%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

Current Drawdown

Current decline from peak

0.00%

-69.88%

+69.88%

Average Drawdown

Average peak-to-trough decline

0.00%

-47.31%

+47.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

59.10%

-59.10%

Volatility

SPAXX vs. BTQ.NEO - Volatility Comparison

The current volatility for Fidelity Government Money Market Fund (SPAXX) is 0.28%, while BTQ Technologies Corp (BTQ.NEO) has a volatility of 42.02%. This indicates that SPAXX experiences smaller price fluctuations and is considered to be less risky than BTQ.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPAXXBTQ.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.28%

42.02%

-41.74%

Volatility (6M)

Calculated over the trailing 6-month period

0.72%

84.92%

-84.20%

Volatility (1Y)

Calculated over the trailing 1-year period

1.03%

161.69%

-160.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.69%

172.11%

-171.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.69%

172.11%

-171.42%

Dividends

SPAXX vs. BTQ.NEO - Dividend Comparison

SPAXX's dividend yield for the trailing twelve months is around 3.59%, while BTQ.NEO has not paid dividends to shareholders.


PositionTTM202520242023
BTQ.NEO
BTQ Technologies Corp
0.00%0.00%0.00%0.00%
SPAXX
Fidelity Government Money Market Fund
3.59%3.88%1.53%0.41%

Frequently Asked Questions


SPAXX and BTQ.NEO have a correlation of 0.01, 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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