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BTCI vs. IBIT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BTCI and IBIT is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

BTCI vs. IBIT - Performance Comparison

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

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Key characteristics

Daily Std Dev

BTCI:

41.93%

IBIT:

53.01%

Max Drawdown

BTCI:

-24.36%

IBIT:

-28.22%

Current Drawdown

BTCI:

-3.35%

IBIT:

-5.96%

Returns By Period

In the year-to-date period, BTCI achieves a 13.23% return, which is significantly higher than IBIT's 12.08% return.


BTCI

YTD

13.23%

1M

10.39%

6M

9.08%

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

IBIT

YTD

12.08%

1M

11.12%

6M

7.70%

1Y

51.84%

3Y*

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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NEOS Bitcoin High Income ETF

iShares Bitcoin Trust

BTCI vs. IBIT - Expense Ratio Comparison

BTCI has a 0.98% expense ratio, which is higher than IBIT's 0.25% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

BTCI vs. IBIT — Risk-Adjusted Performance Rank

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

BTCI

IBIT
The Risk-Adjusted Performance Rank of IBIT is 8181
Overall Rank
The Sharpe Ratio Rank of IBIT is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of IBIT is 8383
Sortino Ratio Rank
The Omega Ratio Rank of IBIT is 7777
Omega Ratio Rank
The Calmar Ratio Rank of IBIT is 9292
Calmar Ratio Rank
The Martin Ratio Rank of IBIT is 7979
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BTCI vs. IBIT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NEOS Bitcoin High Income ETF (BTCI) and iShares Bitcoin Trust (IBIT). 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.



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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

BTCI vs. IBIT - Dividend Comparison

BTCI's dividend yield for the trailing twelve months is around 18.77%, while IBIT has not paid dividends to shareholders.


TTM2024
BTCI
NEOS Bitcoin High Income ETF
18.77%6.76%
IBIT
iShares Bitcoin Trust
0.00%0.00%

Drawdowns

BTCI vs. IBIT - Drawdown Comparison

The maximum BTCI drawdown since its inception was -24.36%, smaller than the maximum IBIT drawdown of -28.22%. Use the drawdown chart below to compare losses from any high point for BTCI and IBIT.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

BTCI vs. IBIT - Volatility Comparison


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