BTCI vs. FSCO
BTCI (NEOS Bitcoin High Income ETF) is Cryptocurrency fund actively managed by Neos, while FSCO (FS Credit Opportunities Corp.) is a stock. Over the past year, BTCI returned -34.62% vs -22.70% for FSCO. At a 0.22 correlation, their price movements are largely independent.
Performance
BTCI vs. FSCO - Performance Comparison
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Returns By Period
In the year-to-date period, BTCI achieves a -25.54% return, which is significantly lower than FSCO's -17.20% return.
BTCI
- 1D
- -2.32%
- 1M
- -16.42%
- YTD
- -25.54%
- 6M
- -25.93%
- 1Y
- -34.62%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FSCO
- 1D
- -0.60%
- 1M
- -2.57%
- YTD
- -17.20%
- 6M
- -13.96%
- 1Y
- -22.70%
- 3Y*
- 14.91%
- 5Y*
- —
- 10Y*
- —
BTCI vs. FSCO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
BTCI NEOS Bitcoin High Income ETF | -25.54% | -1.09% | 26.12% |
FSCO FS Credit Opportunities Corp. | -17.20% | 3.68% | 4.75% |
Correlation
The correlation between BTCI and FSCO is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Oct 17, 2024 | 0.22 |
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Return for Risk
BTCI vs. FSCO — Risk / Return Rank
BTCI
FSCO
BTCI vs. FSCO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NEOS Bitcoin High Income ETF (BTCI) and FS Credit Opportunities Corp. (FSCO). 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.
| BTCI | FSCO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.17 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 0.86 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | -0.74 | -0.64 | -0.10 |
| Martin ratioReturn relative to average drawdown | -1.31 | -1.26 | -0.05 |
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Drawdowns
BTCI vs. FSCO - Drawdown Comparison
The maximum BTCI drawdown since its inception was -47.16%, which is greater than FSCO's maximum drawdown of -35.53%. Use the drawdown chart below to compare losses from any high point for BTCI and FSCO.
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Drawdown Indicators
| BTCI | FSCO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.16% | -35.53% | -11.63% |
Max Drawdown (1Y)Largest decline over 1 year | -47.16% | -35.53% | -11.63% |
Max Drawdown (3Y)Largest decline over 3 years | — | -35.53% | — |
Current DrawdownCurrent decline from peak | -44.94% | -27.71% | -17.23% |
Average DrawdownAverage peak-to-trough decline | -15.92% | -8.11% | -7.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.71% | 17.93% | +8.78% |
Volatility
BTCI vs. FSCO - Volatility Comparison
NEOS Bitcoin High Income ETF (BTCI) has a higher volatility of 12.11% compared to FS Credit Opportunities Corp. (FSCO) at 6.04%. This indicates that BTCI's price experiences larger fluctuations and is considered to be riskier than FSCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BTCI | FSCO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.11% | 6.04% | +6.07% |
Volatility (6M)Calculated over the trailing 6-month period | 31.18% | 22.58% | +8.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.53% | 27.39% | +12.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.31% | 28.18% | +12.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.31% | 28.18% | +12.13% |
Dividends
BTCI vs. FSCO - Dividend Comparison
BTCI's dividend yield for the trailing twelve months is around 48.02%, more than FSCO's 15.92% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
BTCI NEOS Bitcoin High Income ETF | 48.02% | 36.46% | 6.76% | 0.00% | 0.00% |
FSCO FS Credit Opportunities Corp. | 15.92% | 12.65% | 10.47% | 11.26% | 1.95% |
Frequently Asked Questions
BTCI and FSCO have a correlation of 0.28, 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 FSCO (6.04%). In terms of maximum drawdown, BTCI dropped -47.16% vs FSCO's -35.53%.
FSCO currently has the higher Sharpe Ratio (-0.83 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.
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