BTCI vs. LTC-USD
BTCI (NEOS Bitcoin High Income ETF) is Cryptocurrency fund actively managed by Neos, while LTC-USD (Litecoin) is a cryptocurrency. Over the past year, BTCI returned -34.15% vs -51.43% for LTC-USD. At a 0.45 correlation, their price movements are largely independent.
Performance
BTCI vs. LTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, BTCI achieves a -24.93% return, which is significantly higher than LTC-USD's -44.79% return.
BTCI
- 1D
- 5.05%
- 1M
- -19.01%
- YTD
- -24.93%
- 6M
- -26.93%
- 1Y
- -34.15%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
LTC-USD
- 1D
- -1.07%
- 1M
- -26.95%
- YTD
- -44.79%
- 6M
- -49.51%
- 1Y
- -51.43%
- 3Y*
- -22.01%
- 5Y*
- -24.49%
- 10Y*
- 24.23%
BTCI vs. LTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
BTCI NEOS Bitcoin High Income ETF | -24.93% | -1.09% | 26.12% |
LTC-USD Litecoin | -44.79% | -25.56% | 47.07% |
Correlation
The correlation between BTCI and LTC-USD is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Oct 17, 2024 | 0.45 |
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Return for Risk
BTCI vs. LTC-USD — Risk / Return Rank
BTCI
LTC-USD
BTCI vs. LTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NEOS Bitcoin High Income ETF (BTCI) and Litecoin (LTC-USD). 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 | LTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.06 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 0.88 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | -0.73 | -0.75 | +0.03 |
| Martin ratioReturn relative to average drawdown | -1.34 | -1.27 | -0.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BTCI | LTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.87 | -0.80 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.32 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.24 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.07 | 0.19 | -0.26 |
Drawdowns
BTCI vs. LTC-USD - Drawdown Comparison
The maximum BTCI drawdown since its inception was -47.16%, smaller than the maximum LTC-USD drawdown of -97.59%. Use the drawdown chart below to compare losses from any high point for BTCI and LTC-USD.
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Drawdown Indicators
| BTCI | LTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.16% | -97.59% | +50.43% |
Max Drawdown (1Y)Largest decline over 1 year | -47.16% | -68.39% | +21.23% |
Max Drawdown (3Y)Largest decline over 3 years | — | -69.81% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -85.18% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -93.64% | — |
Current DrawdownCurrent decline from peak | -44.49% | -89.09% | +44.60% |
Average DrawdownAverage peak-to-trough decline | -15.40% | -75.64% | +60.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.53% | 46.55% | -21.02% |
Volatility
BTCI vs. LTC-USD - Volatility Comparison
The current volatility for NEOS Bitcoin High Income ETF (BTCI) is 10.95%, while Litecoin (LTC-USD) has a volatility of 13.54%. This indicates that BTCI experiences smaller price fluctuations and is considered to be less risky than LTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BTCI | LTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.95% | 13.54% | -2.59% |
Volatility (6M)Calculated over the trailing 6-month period | 31.23% | 36.34% | -5.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.57% | 53.20% | -13.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.40% | 64.62% | -24.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.40% | 85.63% | -45.23% |
Frequently Asked Questions
BTCI and LTC-USD have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LTC-USD has higher volatility (13.54%) compared to BTCI (10.95%). In terms of maximum drawdown, BTCI dropped -47.16% vs LTC-USD's -97.59%.
LTC-USD currently has the higher Sharpe Ratio (-0.80 vs -0.87), 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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