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BTCC-B.TO vs. CCCX.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BTCC-B.TO vs. CCCX.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Purpose Bitcoin ETF Non-Currency Hedged Units (BTCC-B.TO) and CI Galaxy Core Multi-Crypto ETF (CCCX.TO). The values are adjusted to include any dividend payments, if applicable.

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BTCC-B.TO vs. CCCX.TO - Yearly Performance Comparison


2026 (YTD)2025
BTCC-B.TO
Purpose Bitcoin ETF Non-Currency Hedged Units
-21.35%-22.43%
CCCX.TO
CI Galaxy Core Multi-Crypto ETF
-27.10%-25.28%

Returns By Period

In the year-to-date period, BTCC-B.TO achieves a -21.35% return, which is significantly higher than CCCX.TO's -27.10% return.


BTCC-B.TO

1D
0.38%
1M
0.15%
YTD
-21.35%
6M
-42.60%
1Y
-23.22%
3Y*
33.05%
5Y*
3.55%
10Y*

CCCX.TO

1D
3.92%
1M
5.58%
YTD
-27.10%
6M
-44.79%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BTCC-B.TO vs. CCCX.TO - Expense Ratio Comparison

BTCC-B.TO has a 1.33% expense ratio, which is higher than CCCX.TO's 0.50% expense ratio.


Return for Risk

BTCC-B.TO vs. CCCX.TO — Risk / Return Rank

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

BTCC-B.TO
BTCC-B.TO Risk / Return Rank: 55
Overall Rank
BTCC-B.TO Sharpe Ratio Rank: 44
Sharpe Ratio Rank
BTCC-B.TO Sortino Ratio Rank: 44
Sortino Ratio Rank
BTCC-B.TO Omega Ratio Rank: 55
Omega Ratio Rank
BTCC-B.TO Calmar Ratio Rank: 55
Calmar Ratio Rank
BTCC-B.TO Martin Ratio Rank: 55
Martin Ratio Rank

CCCX.TO
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.

BTCC-B.TO vs. CCCX.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Purpose Bitcoin ETF Non-Currency Hedged Units (BTCC-B.TO) and CI Galaxy Core Multi-Crypto ETF (CCCX.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.


BTCC-B.TOCCCX.TODifference

Sharpe ratio

Return per unit of total volatility

-0.53

Sortino ratio

Return per unit of downside risk

-0.52

Omega ratio

Gain probability vs. loss probability

0.94

Calmar ratio

Return relative to maximum drawdown

-0.42

Martin ratio

Return relative to average drawdown

-0.89

BTCC-B.TO vs. CCCX.TO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BTCC-B.TOCCCX.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

-1.13

+1.22

Correlation

The correlation between BTCC-B.TO and CCCX.TO is 0.31, 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

BTCC-B.TO vs. CCCX.TO - Dividend Comparison

Neither BTCC-B.TO nor CCCX.TO has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BTCC-B.TO vs. CCCX.TO - Drawdown Comparison

The maximum BTCC-B.TO drawdown since its inception was -75.12%, which is greater than CCCX.TO's maximum drawdown of -54.70%. Use the drawdown chart below to compare losses from any high point for BTCC-B.TO and CCCX.TO.


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Drawdown Indicators


BTCC-B.TOCCCX.TODifference

Max Drawdown

Largest peak-to-trough decline

-75.12%

-54.70%

-20.42%

Max Drawdown (1Y)

Largest decline over 1 year

-50.47%

Max Drawdown (5Y)

Largest decline over 5 years

-75.12%

Current Drawdown

Current decline from peak

-46.27%

-50.19%

+3.92%

Average Drawdown

Average peak-to-trough decline

-32.53%

-28.76%

-3.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.85%

Volatility

BTCC-B.TO vs. CCCX.TO - Volatility Comparison


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Volatility by Period


BTCC-B.TOCCCX.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

12.52%

Volatility (6M)

Calculated over the trailing 6-month period

36.11%

Volatility (1Y)

Calculated over the trailing 1-year period

44.39%

57.42%

-13.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

55.31%

57.42%

-2.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

55.52%

57.42%

-1.90%