STKE vs. FDIG

Last updated Apr 1, 2026

Compare and contrast key facts about Sol Strategies Inc (STKE) and Fidelity Crypto Industry and Digital Payments ETF (FDIG).

FDIG is a passively managed fund by Fidelity that tracks the performance of the Fidelity Crypto Industry and Digital Payments Index. It was launched on Apr 19, 2022.

Performance

STKE vs. FDIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sol Strategies Inc (STKE) and Fidelity Crypto Industry and Digital Payments ETF (FDIG). The values are adjusted to include any dividend payments, if applicable.

STKE vs. FDIG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
STKE Sol Strategies Inc	-35.62%	-90.81%	2,483.85%	61.00%	-52.38%
FDIG Fidelity Crypto Industry and Digital Payments ETF	-14.84%	19.92%	18.41%	166.00%	-56.18%

Returns By Period

In the year-to-date period, STKE achieves a -35.62% return, which is significantly lower than FDIG's -14.84% return.

STKE

• 1D: 4.79%
• 1M: -25.94%
• YTD: -35.62%
• 6M: -77.30%
• 1Y: -91.74%
• 3Y*: 43.12%
• 5Y*: -10.52%
• 10Y*: -14.68%

FDIG

• 1D: 5.81%
• 1M: -8.19%
• YTD: -14.84%
• 6M: -32.43%
• 1Y: 36.93%
• 3Y*: 28.72%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

STKE vs. FDIG — Risk / Return Rank

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

STKE

STKE Risk / Return Rank: 9
STKE Sharpe Ratio Rank: 13
STKE Sortino Ratio Rank: 3
STKE Omega Ratio Rank: 7
STKE Calmar Ratio Rank: 4
STKE Martin Ratio Rank: 16

FDIG

FDIG Risk / Return Rank: 37
FDIG Sharpe Ratio Rank: 40
FDIG Sortino Ratio Rank: 51
FDIG Omega Ratio Rank: 39
FDIG Calmar Ratio Rank: 32
FDIG Martin Ratio Rank: 24

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.

STKE vs. FDIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sol Strategies Inc (STKE) and Fidelity Crypto Industry and Digital Payments ETF (FDIG). 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.

	STKE	FDIG	Difference
Sharpe ratio Return per unit of total volatility	-0.67	0.71	-1.37
Sortino ratio Return per unit of downside risk	-1.75	1.29	-3.05
Omega ratio Gain probability vs. loss probability	0.82	1.15	-0.32
Calmar ratio Return relative to maximum drawdown	-0.96	0.73	-1.69
Martin ratio Return relative to average drawdown	-1.26	1.62	-2.88
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

STKE vs. FDIG - Sharpe Ratio Comparison

The current STKE Sharpe Ratio is -0.67, which is lower than the FDIG Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of STKE and FDIG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	STKE	FDIG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.67	0.71	-1.37
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.05	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.04	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.02	0.15	-0.17

Correlation

The correlation between STKE and FDIG is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

STKE vs. FDIG - Dividend Comparison

STKE has not paid dividends to shareholders, while FDIG's dividend yield for the trailing twelve months is around 1.44%.

	TTM	2025	2024	2023
STKE Sol Strategies Inc	0.00%	0.00%	0.00%	0.00%
FDIG Fidelity Crypto Industry and Digital Payments ETF	1.44%	1.14%	1.17%	0.18%

Drawdowns

STKE vs. FDIG - Drawdown Comparison

The maximum STKE drawdown since its inception was -99.95%, which is greater than FDIG's maximum drawdown of -58.32%. Use the drawdown chart below to compare losses from any high point for STKE and FDIG.

Drawdown Indicators

	STKE	FDIG	Difference
Max Drawdown Largest peak-to-trough decline	-99.95%	-58.32%	-41.63%
Max Drawdown (1Y) Largest decline over 1 year	-96.08%	-46.69%	-49.39%
Max Drawdown (5Y) Largest decline over 5 years	-97.23%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-99.69%	—	—
Current Drawdown Current decline from peak	-97.32%	-43.60%	-53.72%
Average Drawdown Average peak-to-trough decline	-89.09%	-26.07%	-63.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	73.27%	20.94%	+52.33%

Volatility

STKE vs. FDIG - Volatility Comparison

Sol Strategies Inc (STKE) has a higher volatility of 33.12% compared to Fidelity Crypto Industry and Digital Payments ETF (FDIG) at 16.42%. This indicates that STKE's price experiences larger fluctuations and is considered to be riskier than FDIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	STKE	FDIG	Difference
Volatility (1M) Calculated over the trailing 1-month period	33.12%	16.42%	+16.70%
Volatility (6M) Calculated over the trailing 6-month period	77.23%	39.97%	+37.26%
Volatility (1Y) Calculated over the trailing 1-year period	138.20%	52.63%	+85.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	209.33%	61.47%	+147.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	335.83%	61.47%	+274.36%