BITC vs. NVDY

In the year-to-date period, BITC achieves a -1.92% return, which is significantly higher than NVDY's -12.08% return.

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BITC has a 0.88% expense ratio, which is lower than NVDY's 0.99% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Bitwise Bitcoin Strategy Optimum Roll ETF (BITC) and YieldMax NVDA Option Income Strategy ETF (NVDY). 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 current BITC Sharpe Ratio is 0.91, which is higher than the NVDY Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of BITC and NVDY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

BITC has not paid dividends to shareholders, while NVDY's dividend yield for the trailing twelve months is around 26.32%.

The maximum BITC drawdown since its inception was -31.26%, smaller than the maximum NVDY drawdown of -34.09%. Use the drawdown chart below to compare losses from any high point for BITC and NVDY. For additional features, visit the drawdowns tool.

The current volatility for Bitwise Bitcoin Strategy Optimum Roll ETF (BITC) is 8.73%, while YieldMax NVDA Option Income Strategy ETF (NVDY) has a volatility of 11.32%. This indicates that BITC experiences smaller price fluctuations and is considered to be less risky than NVDY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.