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BITY vs. YBTC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BITY vs. YBTC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Bitcoin 2% Monthly Option Income ETF (BITY) and Roundhill Bitcoin Covered Call Strategy ETF (YBTC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with BITY having a -23.09% return and YBTC slightly lower at -23.39%.


BITY

1D
-2.61%
1M
-19.63%
YTD
-23.09%
6M
-26.69%
1Y
-37.35%
3Y*
5Y*
10Y*

YBTC

1D
-2.77%
1M
-16.32%
YTD
-23.39%
6M
-26.70%
1Y
-35.71%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BITY vs. YBTC - Yearly Performance Comparison


Correlation

The correlation between BITY and YBTC is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.94

Correlation (All Time)
Calculated using the full available price history since Apr 30, 2025

0.94

The correlation between BITY and YBTC has been stable across timeframes, ranging from 0.94 to 0.94 - a consistent structural relationship.

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Return for Risk

BITY vs. YBTC — Risk / Return Rank

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

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

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

BITY vs. YBTC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Bitcoin 2% Monthly Option Income ETF (BITY) and Roundhill Bitcoin Covered Call Strategy ETF (YBTC). 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.


BITYYBTCDifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

-0.08

Omega ratioGain probability vs. loss probability

0.85

0.85

+0.01

Calmar ratioReturn relative to maximum drawdown

-0.81

-0.76

-0.05

Martin ratioReturn relative to average drawdown

-1.41

-1.39

-0.02

BITY vs. YBTC - Sharpe Ratio Comparison

The current BITY Sharpe Ratio is -0.94, which is comparable to the YBTC Sharpe Ratio of -0.91. The chart below compares the historical Sharpe Ratios of BITY and YBTC, 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


BITYYBTCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.94

-0.91

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.70

0.16

-0.86

Drawdowns

BITY vs. YBTC - Drawdown Comparison

The maximum BITY drawdown since its inception was -46.36%, roughly equal to the maximum YBTC drawdown of -47.09%. Use the drawdown chart below to compare losses from any high point for BITY and YBTC.


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Drawdown Indicators


BITYYBTCDifference

Max Drawdown

Largest peak-to-trough decline

-46.36%

-47.09%

+0.73%

Max Drawdown (1Y)

Largest decline over 1 year

-46.36%

-47.09%

+0.73%

Current Drawdown

Current decline from peak

-45.49%

-44.06%

-1.43%

Average Drawdown

Average peak-to-trough decline

-19.67%

-12.89%

-6.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.48%

25.69%

+0.79%

Volatility

BITY vs. YBTC - Volatility Comparison

Amplify Bitcoin 2% Monthly Option Income ETF (BITY) has a higher volatility of 9.68% compared to Roundhill Bitcoin Covered Call Strategy ETF (YBTC) at 8.85%. This indicates that BITY's price experiences larger fluctuations and is considered to be riskier than YBTC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BITYYBTCDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.68%

8.85%

+0.83%

Volatility (6M)

Calculated over the trailing 6-month period

31.24%

31.81%

-0.57%

Volatility (1Y)

Calculated over the trailing 1-year period

39.94%

39.20%

+0.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.02%

40.81%

-1.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.02%

40.81%

-1.79%

BITY vs. YBTC - Expense Ratio Comparison

BITY has a 0.65% expense ratio, which is lower than YBTC's 0.95% expense ratio.


Dividends

BITY vs. YBTC - Dividend Comparison

BITY's dividend yield for the trailing twelve months is around 39.66%, less than YBTC's 88.13% yield.


PositionTTM20252024
BITY
Amplify Bitcoin 2% Monthly Option Income ETF
39.66%21.53%0.00%
YBTC
Roundhill Bitcoin Covered Call Strategy ETF
88.13%76.04%44.53%

Frequently Asked Questions


With a correlation of 0.94, BITY and YBTC move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

BITY has higher volatility (9.68%) compared to YBTC (8.85%). In terms of maximum drawdown, BITY dropped -46.36% vs YBTC's -47.09%.

On 1-year performance, YBTC leads with -35.71% vs -37.35% for BITY. On fees, BITY is cheaper at 0.65% per year. On volatility, YBTC has been the lower-risk option at 8.85%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, YBTC has performed better with a -35.71% return vs -37.35%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BITY is cheaper with a 0.65% expense ratio, compared with 0.95% for YBTC.

YBTC has the higher dividend yield at 88.13%, compared with 39.66% for BITY.

BITY is categorized as Derivative Income, while YBTC is Cryptocurrency. They also come from different issuers: Amplify and Roundhill. Their fees differ too: 0.65% for BITY and 0.95% for YBTC.

YBTC currently has the higher Sharpe Ratio (-0.91 vs -0.94), 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.

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