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SPOT vs. FBTC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPOT vs. FBTC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Spotify Technology S.A. (SPOT) 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, SPOT achieves a -13.36% return, which is significantly higher than FBTC's -27.63% return.


SPOT

1D
1.24%
1M
20.42%
YTD
-13.36%
6M
-12.09%
1Y
-29.36%
3Y*
49.53%
5Y*
16.18%
10Y*

FBTC

1D
5.17%
1M
-20.97%
YTD
-27.63%
6M
-30.29%
1Y
-39.41%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPOT vs. FBTC - Yearly Performance Comparison


2026 (YTD)20252024
SPOT
Spotify Technology S.A.
-13.36%29.80%122.78%
FBTC
Fidelity Wise Origin Bitcoin Fund
-27.63%-6.56%99.56%

Correlation

The correlation between SPOT and FBTC is 0.10, 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

0.10

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

0.16

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Return for Risk

SPOT vs. FBTC — Risk / Return Rank

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

SPOT
SPOT Risk / Return Rank: 1616
Overall Rank
SPOT Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
SPOT Sortino Ratio Rank: 1515
Sortino Ratio Rank
SPOT Omega Ratio Rank: 1616
Omega Ratio Rank
SPOT Calmar Ratio Rank: 1919
Calmar Ratio Rank
SPOT Martin Ratio Rank: 1919
Martin Ratio Rank

FBTC
FBTC Risk / Return Rank: 22
Overall Rank
FBTC Sharpe Ratio Rank: 22
Sharpe Ratio Rank
FBTC Sortino Ratio Rank: 33
Sortino Ratio Rank
FBTC Omega Ratio Rank: 33
Omega Ratio Rank
FBTC Calmar Ratio Rank: 33
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.

SPOT vs. FBTC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Spotify Technology S.A. (SPOT) 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.


SPOTFBTCDifference
Sharpe ratioReturn per unit of total volatility

+0.25

Sortino ratioReturn per unit of downside risk

+0.49

Omega ratioGain probability vs. loss probability

0.90

0.86

+0.04

Calmar ratioReturn relative to maximum drawdown

-0.63

-0.76

+0.13

Martin ratioReturn relative to average drawdown

-1.10

-1.36

+0.26

SPOT vs. FBTC - Sharpe Ratio Comparison

The current SPOT Sharpe Ratio is -0.65, which is comparable to the FBTC Sharpe Ratio of -0.90. The chart below compares the historical Sharpe Ratios of SPOT 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


SPOTFBTCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.65

-0.90

+0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.27

+0.07

Drawdowns

SPOT vs. FBTC - Drawdown Comparison

The maximum SPOT drawdown since its inception was -80.51%, which is greater than FBTC's maximum drawdown of -52.07%. Use the drawdown chart below to compare losses from any high point for SPOT and FBTC.


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Drawdown Indicators


SPOTFBTCDifference

Max Drawdown

Largest peak-to-trough decline

-80.51%

-52.07%

-28.44%

Max Drawdown (1Y)

Largest decline over 1 year

-46.80%

-52.07%

+5.27%

Max Drawdown (3Y)

Largest decline over 3 years

-46.80%

Max Drawdown (5Y)

Largest decline over 5 years

-76.39%

Current Drawdown

Current decline from peak

-35.16%

-49.59%

+14.43%

Average Drawdown

Average peak-to-trough decline

-30.81%

-16.18%

-14.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.76%

28.93%

-2.17%

Volatility

SPOT vs. FBTC - Volatility Comparison

Spotify Technology S.A. (SPOT) has a higher volatility of 15.97% compared to Fidelity Wise Origin Bitcoin Fund (FBTC) at 11.77%. This indicates that SPOT'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


SPOTFBTCDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.97%

11.77%

+4.20%

Volatility (6M)

Calculated over the trailing 6-month period

37.40%

34.55%

+2.85%

Volatility (1Y)

Calculated over the trailing 1-year period

45.30%

44.17%

+1.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.60%

50.26%

-2.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.26%

50.26%

-3.00%

Dividends

SPOT vs. FBTC - Dividend Comparison

Neither SPOT nor FBTC has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SPOT and FBTC have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPOT has higher volatility (15.97%) compared to FBTC (11.77%). In terms of maximum drawdown, SPOT dropped -80.51% vs FBTC's -52.07%.

SPOT currently has the higher Sharpe Ratio (-0.65 vs -0.90), 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 SPOT and FBTC

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