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BITO vs. OILY.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BITO vs. OILY.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Bitcoin Strategy ETF (BITO) and Evolve Canadian Energy Enhanced Yield Index Fund ETF (OILY.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

BITO is traded in USD, while OILY.TO is traded in CAD. To make them comparable, the OILY.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, BITO achieves a -26.94% return, which is significantly lower than OILY.TO's 30.35% return.


BITO

1D
1.50%
1M
3.17%
6M
-33.00%
YTD
-26.94%
1Y
-46.65%
3Y*
21.57%
5Y*
10Y*
ALL TIME*
-4.51%

OILY.TO

1D
0.57%
1M
8.20%
6M
26.44%
YTD
30.35%
1Y
44.37%
3Y*
5Y*
10Y*
ALL TIME*
30.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BITO vs. OILY.TO - Yearly Performance Comparison


Correlation

The correlation between BITO and OILY.TO is 0.02, 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

0.02

Correlation (All Time)
Calculated using the full available price history since Mar 28, 2025

0.03

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Return for Risk

BITO vs. OILY.TO — Risk / Return Rank

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

BITO
BITO Risk / Return Rank: 22
Overall Rank
BITO Sharpe Ratio Rank: 11
Sharpe Ratio Rank
BITO Sortino Ratio Rank: 11
Sortino Ratio Rank
BITO Omega Ratio Rank: 22
Omega Ratio Rank
BITO Calmar Ratio Rank: 22
Calmar Ratio Rank
BITO Martin Ratio Rank: 22
Martin Ratio Rank

OILY.TO
OILY.TO Risk / Return Rank: 8282
Overall Rank
OILY.TO Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
OILY.TO Sortino Ratio Rank: 8484
Sortino Ratio Rank
OILY.TO Omega Ratio Rank: 8383
Omega Ratio Rank
OILY.TO Calmar Ratio Rank: 7979
Calmar Ratio Rank
OILY.TO Martin Ratio Rank: 7676
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.

BITO vs. OILY.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Bitcoin Strategy ETF (BITO) and Evolve Canadian Energy Enhanced Yield Index Fund ETF (OILY.TO). 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.


BITOOILY.TODifference
Sharpe ratioReturn per unit of total volatility

-3.12

Sortino ratioReturn per unit of downside risk

-4.26

Omega ratioGain probability vs. loss probability

0.82

1.34

-0.52

Calmar ratioReturn relative to maximum drawdown

-0.86

2.43

-3.29

Martin ratioReturn relative to average drawdown

-1.37

8.65

-10.01

BITO vs. OILY.TO - Sharpe Ratio Comparison

The current BITO Sharpe Ratio is -1.06, which is lower than the OILY.TO Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of BITO and OILY.TO, 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

BITO vs. OILY.TO - Drawdown Comparison

The maximum BITO drawdown since its inception was -77.86%, which is greater than OILY.TO's maximum drawdown of -22.48%. Use the drawdown chart below to compare losses from any high point for BITO and OILY.TO.


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Drawdown Indicators


BITOOILY.TODifference

Max Drawdown

Largest peak-to-trough decline

-77.86%

-22.48%

-55.38%

Max Drawdown (1Y)

Largest decline over 1 year

-54.47%

-18.35%

-36.12%

Max Drawdown (3Y)

Largest decline over 3 years

-54.47%

Current Drawdown

Current decline from peak

-49.61%

-6.51%

-43.10%

Average Drawdown

Average peak-to-trough decline

-37.08%

-4.38%

-32.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

34.20%

5.15%

+29.05%

Volatility

BITO vs. OILY.TO - Volatility Comparison

ProShares Bitcoin Strategy ETF (BITO) has a higher volatility of 10.30% compared to Evolve Canadian Energy Enhanced Yield Index Fund ETF (OILY.TO) at 8.85%. This indicates that BITO's price experiences larger fluctuations and is considered to be riskier than OILY.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BITOOILY.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

10.30%

8.85%

+1.45%

Volatility (6M)

Calculated over the trailing 6-month period

34.26%

17.48%

+16.78%

Volatility (1Y)

Calculated over the trailing 1-year period

44.13%

21.76%

+22.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

54.76%

26.12%

+28.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.76%

26.12%

+28.64%

BITO vs. OILY.TO - Expense Ratio Comparison

BITO has a 0.95% expense ratio, which is higher than OILY.TO's 0.60% expense ratio.


Dividends

BITO vs. OILY.TO - Dividend Comparison

BITO's dividend yield for the trailing twelve months is around 59.56%, more than OILY.TO's 13.31% yield.


PositionTTM202520242023
BITO
ProShares Bitcoin Strategy ETF
59.56%78.29%61.59%15.14%
OILY.TO
Evolve Canadian Energy Enhanced Yield Index Fund ETF
13.31%11.50%0.00%0.00%

Frequently Asked Questions


BITO and OILY.TO have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, OILY.TO is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

OILY.TO is cheaper with a 0.60% expense ratio, compared with 0.95% for BITO.

BITO is categorized as Cryptocurrency, while OILY.TO is Energy Equities. They also come from different issuers: ProShares and Evolve. Their fees differ too: 0.95% for BITO and 0.60% for OILY.TO.

Portfolio Optimizer

Find the right allocation for BITO and OILY.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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