BTCI vs. BTCY

Last updated Apr 2, 2026

Compare and contrast key facts about NEOS Bitcoin High Income ETF (BTCI) and Biotricity, Inc. (BTCY).

BTCI is an actively managed fund by Neos. It was launched on Oct 16, 2024.

Performance

BTCI vs. BTCY - Performance Comparison

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

BTCI vs. BTCY - Yearly Performance Comparison

	2026 (YTD)	2025	2024
BTCI NEOS Bitcoin High Income ETF	-20.23%	-1.09%	28.24%
BTCY Biotricity, Inc.	-19.57%	3.50%	24.40%

Returns By Period

The year-to-date returns for both investments are quite close, with BTCI having a -20.23% return and BTCY slightly higher at -19.57%.

BTCI

• 1D: 0.09%
• 1M: -0.24%
• YTD: -20.23%
• 6M: -37.90%
• 1Y: -15.50%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BTCY

• 1D: 2.23%
• 1M: -9.46%
• YTD: -19.57%
• 6M: -53.16%
• 1Y: -36.50%
• 3Y*: -55.78%
• 5Y*: -55.48%
• 10Y*: -33.78%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

BTCI vs. BTCY — Risk / Return Rank

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

BTCI

BTCI Risk / Return Rank: 6
BTCI Sharpe Ratio Rank: 5
BTCI Sortino Ratio Rank: 6
BTCI Omega Ratio Rank: 6
BTCI Calmar Ratio Rank: 7
BTCI Martin Ratio Rank: 7

BTCY

BTCY Risk / Return Rank: 32
BTCY Sharpe Ratio Rank: 28
BTCY Sortino Ratio Rank: 40
BTCY Omega Ratio Rank: 38
BTCY Calmar Ratio Rank: 28
BTCY Martin Ratio Rank: 28

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. BTCY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NEOS Bitcoin High Income ETF (BTCI) and Biotricity, Inc. (BTCY). 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.

	BTCI	BTCY	Difference
Sharpe ratio Return per unit of total volatility	-0.39	-0.28	-0.11
Sortino ratio Return per unit of downside risk	-0.30	0.48	-0.78
Omega ratio Gain probability vs. loss probability	0.96	1.05	-0.09
Calmar ratio Return relative to maximum drawdown	-0.30	-0.41	+0.11
Martin ratio Return relative to average drawdown	-0.66	-0.75	+0.10
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BTCI vs. BTCY - Sharpe Ratio Comparison

The current BTCI Sharpe Ratio is -0.39, which is lower than the BTCY Sharpe Ratio of -0.28. The chart below compares the historical Sharpe Ratios of BTCI and BTCY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	BTCI	BTCY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.39	-0.28	-0.11
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.44	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	-0.26	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.02	-0.26	+0.28

Correlation

The correlation between BTCI and BTCY is 0.10, 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

BTCI vs. BTCY - Dividend Comparison

BTCI's dividend yield for the trailing twelve months is around 43.58%, while BTCY has not paid dividends to shareholders.

	TTM	2025	2024
BTCI NEOS Bitcoin High Income ETF	43.58%	36.46%	6.76%
BTCY Biotricity, Inc.	0.00%	0.00%	0.00%

Drawdowns

BTCI vs. BTCY - Drawdown Comparison

The maximum BTCI drawdown since its inception was -44.98%, smaller than the maximum BTCY drawdown of -99.67%. Use the drawdown chart below to compare losses from any high point for BTCI and BTCY.

Drawdown Indicators

	BTCI	BTCY	Difference
Max Drawdown Largest peak-to-trough decline	-44.98%	-99.67%	+54.69%
Max Drawdown (1Y) Largest decline over 1 year	-44.98%	-71.22%	+26.24%
Max Drawdown (5Y) Largest decline over 5 years	—	-99.29%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-99.67%	—
Current Drawdown Current decline from peak	-41.01%	-99.60%	+58.59%
Average Drawdown Average peak-to-trough decline	-12.85%	-75.62%	+62.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	20.50%	38.46%	-17.96%

Volatility

BTCI vs. BTCY - Volatility Comparison

The current volatility for NEOS Bitcoin High Income ETF (BTCI) is 10.21%, while Biotricity, Inc. (BTCY) has a volatility of 37.90%. This indicates that BTCI experiences smaller price fluctuations and is considered to be less risky than BTCY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BTCI	BTCY	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.21%	37.90%	-27.69%
Volatility (6M) Calculated over the trailing 6-month period	33.66%	86.05%	-52.39%
Volatility (1Y) Calculated over the trailing 1-year period	40.04%	133.01%	-92.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	41.35%	125.14%	-83.79%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	41.35%	130.19%	-88.84%