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BTCI vs. BRK-B
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BTCI vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NEOS Bitcoin High Income ETF (BTCI) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BTCI achieves a -25.54% return, which is significantly lower than BRK-B's -2.62% return.


BTCI

1D
-2.32%
1M
-16.42%
YTD
-25.54%
6M
-25.93%
1Y
-34.62%
3Y*
5Y*
10Y*

BRK-B

1D
-0.37%
1M
0.63%
YTD
-2.62%
6M
-1.03%
1Y
0.95%
3Y*
13.10%
5Y*
12.30%
10Y*
13.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BTCI vs. BRK-B - Yearly Performance Comparison


2026 (YTD)20252024
BTCI
NEOS Bitcoin High Income ETF
-25.54%-1.09%26.12%
BRK-B
Berkshire Hathaway Inc.
-2.62%10.89%-2.66%

Correlation

The correlation between BTCI and BRK-B is -0.16, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.16

Correlation (All Time)
Calculated using the full available price history since Oct 17, 2024

-0.00

The correlation between BTCI and BRK-B shifts across timeframes, from -0.16 (1 year) to -0.00 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

BTCI vs. BRK-B — Risk / Return Rank

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

BTCI
BTCI Risk / Return Rank: 22
Overall Rank
BTCI Sharpe Ratio Rank: 22
Sharpe Ratio Rank
BTCI Sortino Ratio Rank: 33
Sortino Ratio Rank
BTCI Omega Ratio Rank: 33
Omega Ratio Rank
BTCI Calmar Ratio Rank: 33
Calmar Ratio Rank
BTCI Martin Ratio Rank: 22
Martin Ratio Rank

BRK-B
BRK-B Risk / Return Rank: 4141
Overall Rank
BRK-B Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 3636
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 3535
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 4444
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 4444
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.

BTCI vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NEOS Bitcoin High Income ETF (BTCI) and Berkshire Hathaway Inc. (BRK-B). 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.


BTCIBRK-BDifference
Sharpe ratioReturn per unit of total volatility

-0.95

Sortino ratioReturn per unit of downside risk

-1.38

Omega ratioGain probability vs. loss probability

0.86

1.02

-0.16

Calmar ratioReturn relative to maximum drawdown

-0.74

0.09

-0.84

Martin ratioReturn relative to average drawdown

-1.31

0.20

-1.50

BTCI vs. BRK-B - Sharpe Ratio Comparison

The current BTCI Sharpe Ratio is -0.89, which is lower than the BRK-B Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of BTCI and BRK-B, 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

BTCI vs. BRK-B - Drawdown Comparison

The maximum BTCI drawdown since its inception was -47.16%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for BTCI and BRK-B.


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Drawdown Indicators


BTCIBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-47.16%

-53.86%

+6.70%

Max Drawdown (1Y)

Largest decline over 1 year

-47.16%

-9.42%

-37.74%

Max Drawdown (3Y)

Largest decline over 3 years

-14.95%

Max Drawdown (5Y)

Largest decline over 5 years

-26.58%

Max Drawdown (10Y)

Largest decline over 10 years

-29.57%

Current Drawdown

Current decline from peak

-44.94%

-9.33%

-35.61%

Average Drawdown

Average peak-to-trough decline

-15.92%

-11.07%

-4.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.71%

4.56%

+22.15%

Volatility

BTCI vs. BRK-B - Volatility Comparison

NEOS Bitcoin High Income ETF (BTCI) has a higher volatility of 12.11% compared to Berkshire Hathaway Inc. (BRK-B) at 3.67%. This indicates that BTCI's price experiences larger fluctuations and is considered to be riskier than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BTCIBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.11%

3.67%

+8.44%

Volatility (6M)

Calculated over the trailing 6-month period

31.18%

10.64%

+20.54%

Volatility (1Y)

Calculated over the trailing 1-year period

39.53%

14.37%

+25.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.31%

17.10%

+23.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.31%

19.44%

+20.87%

Dividends

BTCI vs. BRK-B - Dividend Comparison

BTCI's dividend yield for the trailing twelve months is around 48.02%, while BRK-B has not paid dividends to shareholders.


PositionTTM20252024
BRK-B
Berkshire Hathaway Inc.
0.00%0.00%0.00%
BTCI
NEOS Bitcoin High Income ETF
48.02%36.46%6.76%

Frequently Asked Questions


BTCI and BRK-B have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BTCI has higher volatility (12.11%) compared to BRK-B (3.67%). In terms of maximum drawdown, BTCI dropped -47.16% vs BRK-B's -53.86%.

BRK-B currently has the higher Sharpe Ratio (0.06 vs -0.89), 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.

Portfolio Optimizer

Find the right allocation for BTCI and BRK-B

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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