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

Performance

BTCC-B.TO vs. YAVG.NEO - 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 Broadcom (AVGO) Yield Shares Purpose ETF (YAVG.NEO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BTCC-B.TO achieves a -24.57% return, which is significantly lower than YAVG.NEO's 59.96% return.


BTCC-B.TO

1D
-2.32%
1M
-16.56%
YTD
-24.57%
6M
-30.34%
1Y
-38.41%
3Y*
33.56%
5Y*
13.72%
10Y*

YAVG.NEO

1D
-0.50%
1M
16.03%
YTD
59.96%
6M
46.17%
1Y
133.32%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BTCC-B.TO vs. YAVG.NEO - Yearly Performance Comparison


2026 (YTD)2025
BTCC-B.TO
Purpose Bitcoin ETF Non-Currency Hedged Units
-24.57%-15.00%
YAVG.NEO
Broadcom (AVGO) Yield Shares Purpose ETF
59.96%57.91%

Correlation

The correlation between BTCC-B.TO and YAVG.NEO is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.27

Correlation (All Time)
Calculated using the full available price history since Feb 21, 2025

0.29

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Return for Risk

BTCC-B.TO vs. YAVG.NEO — 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: 22
Overall Rank
BTCC-B.TO Sharpe Ratio Rank: 22
Sharpe Ratio Rank
BTCC-B.TO Sortino Ratio Rank: 22
Sortino Ratio Rank
BTCC-B.TO Omega Ratio Rank: 22
Omega Ratio Rank
BTCC-B.TO Calmar Ratio Rank: 22
Calmar Ratio Rank
BTCC-B.TO Martin Ratio Rank: 22
Martin Ratio Rank

YAVG.NEO
YAVG.NEO Risk / Return Rank: 8484
Overall Rank
YAVG.NEO Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
YAVG.NEO Sortino Ratio Rank: 8181
Sortino Ratio Rank
YAVG.NEO Omega Ratio Rank: 8383
Omega Ratio Rank
YAVG.NEO Calmar Ratio Rank: 8888
Calmar Ratio Rank
YAVG.NEO Martin Ratio Rank: 7979
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.

BTCC-B.TO vs. YAVG.NEO - 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 Broadcom (AVGO) Yield Shares Purpose ETF (YAVG.NEO). 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.TOYAVG.NEODifference
Sharpe ratioReturn per unit of total volatility

-3.71

Sortino ratioReturn per unit of downside risk

-4.88

Omega ratioGain probability vs. loss probability

0.86

1.50

-0.64

Calmar ratioReturn relative to maximum drawdown

-0.76

5.18

-5.94

Martin ratioReturn relative to average drawdown

-1.32

15.35

-16.67

BTCC-B.TO vs. YAVG.NEO - Sharpe Ratio Comparison

The current BTCC-B.TO Sharpe Ratio is -0.91, which is lower than the YAVG.NEO Sharpe Ratio of 2.81. The chart below compares the historical Sharpe Ratios of BTCC-B.TO and YAVG.NEO, 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


BTCC-B.TOYAVG.NEODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.91

2.81

-3.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

2.03

-1.95

Drawdowns

BTCC-B.TO vs. YAVG.NEO - Drawdown Comparison

The maximum BTCC-B.TO drawdown since its inception was -75.12%, which is greater than YAVG.NEO's maximum drawdown of -39.57%. Use the drawdown chart below to compare losses from any high point for BTCC-B.TO and YAVG.NEO.


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Drawdown Indicators


BTCC-B.TOYAVG.NEODifference

Max Drawdown

Largest peak-to-trough decline

-75.12%

-39.57%

-35.55%

Max Drawdown (1Y)

Largest decline over 1 year

-50.47%

-25.90%

-24.57%

Max Drawdown (3Y)

Largest decline over 3 years

-50.47%

Max Drawdown (5Y)

Largest decline over 5 years

-75.12%

Current Drawdown

Current decline from peak

-48.47%

-0.50%

-47.97%

Average Drawdown

Average peak-to-trough decline

-32.80%

-8.26%

-24.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

29.15%

8.72%

+20.43%

Volatility

BTCC-B.TO vs. YAVG.NEO - Volatility Comparison

The current volatility for Purpose Bitcoin ETF Non-Currency Hedged Units (BTCC-B.TO) is 9.66%, while Broadcom (AVGO) Yield Shares Purpose ETF (YAVG.NEO) has a volatility of 11.15%. This indicates that BTCC-B.TO experiences smaller price fluctuations and is considered to be less risky than YAVG.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BTCC-B.TOYAVG.NEODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.66%

11.15%

-1.49%

Volatility (6M)

Calculated over the trailing 6-month period

33.59%

37.61%

-4.02%

Volatility (1Y)

Calculated over the trailing 1-year period

42.49%

47.84%

-5.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

53.77%

52.43%

+1.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.95%

52.43%

+2.52%

Dividends

BTCC-B.TO vs. YAVG.NEO - Dividend Comparison

BTCC-B.TO has not paid dividends to shareholders, while YAVG.NEO's dividend yield for the trailing twelve months is around 21.76%.


Frequently Asked Questions


BTCC-B.TO and YAVG.NEO have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BTCC-B.TO is categorized as Cryptocurrency, while YAVG.NEO is Derivative Income.

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