PortfoliosLab logoPortfoliosLab logo
BTCI vs. NVO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BTCI vs. NVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NEOS Bitcoin High Income ETF (BTCI) and Novo Nordisk A/S (NVO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, BTCI achieves a -25.54% return, which is significantly lower than NVO's -12.15% return.


BTCI

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

NVO

1D
-0.76%
1M
-3.94%
YTD
-12.15%
6M
-7.05%
1Y
-38.72%
3Y*
-16.67%
5Y*
3.13%
10Y*
7.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BTCI vs. NVO - Yearly Performance Comparison


2026 (YTD)20252024
BTCI
NEOS Bitcoin High Income ETF
-25.54%-1.09%26.12%
NVO
Novo Nordisk A/S
-12.15%-39.22%-27.12%

Correlation

The correlation between BTCI and NVO is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

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

0.13

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

BTCI vs. NVO — 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

NVO
NVO Risk / Return Rank: 1313
Overall Rank
NVO Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
NVO Sortino Ratio Rank: 1414
Sortino Ratio Rank
NVO Omega Ratio Rank: 1212
Omega Ratio Rank
NVO Calmar Ratio Rank: 1313
Calmar Ratio Rank
NVO Martin Ratio Rank: 1515
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. NVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NEOS Bitcoin High Income ETF (BTCI) and Novo Nordisk A/S (NVO). 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.


BTCINVODifference
Sharpe ratioReturn per unit of total volatility

-0.13

Sortino ratioReturn per unit of downside risk

-0.32

Omega ratioGain probability vs. loss probability

0.86

0.87

-0.01

Calmar ratioReturn relative to maximum drawdown

-0.74

-0.77

+0.03

Martin ratioReturn relative to average drawdown

-1.31

-1.20

-0.11

BTCI vs. NVO - Sharpe Ratio Comparison

The current BTCI Sharpe Ratio is -0.89, which is comparable to the NVO Sharpe Ratio of -0.76. The chart below compares the historical Sharpe Ratios of BTCI and NVO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

BTCI vs. NVO - Drawdown Comparison

The maximum BTCI drawdown since its inception was -47.16%, smaller than the maximum NVO drawdown of -74.70%. Use the drawdown chart below to compare losses from any high point for BTCI and NVO.


Loading charts...

Drawdown Indicators


BTCINVODifference

Max Drawdown

Largest peak-to-trough decline

-47.16%

-74.70%

+27.54%

Max Drawdown (1Y)

Largest decline over 1 year

-47.16%

-50.59%

+3.43%

Max Drawdown (3Y)

Largest decline over 3 years

-74.70%

Max Drawdown (5Y)

Largest decline over 5 years

-74.70%

Max Drawdown (10Y)

Largest decline over 10 years

-74.70%

Current Drawdown

Current decline from peak

-44.94%

-68.62%

+23.68%

Average Drawdown

Average peak-to-trough decline

-15.92%

-17.81%

+1.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.71%

32.66%

-5.95%

Volatility

BTCI vs. NVO - Volatility Comparison

NEOS Bitcoin High Income ETF (BTCI) has a higher volatility of 12.11% compared to Novo Nordisk A/S (NVO) at 10.13%. This indicates that BTCI's price experiences larger fluctuations and is considered to be riskier than NVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


BTCINVODifference

Volatility (1M)

Calculated over the trailing 1-month period

12.11%

10.13%

+1.98%

Volatility (6M)

Calculated over the trailing 6-month period

31.18%

37.86%

-6.68%

Volatility (1Y)

Calculated over the trailing 1-year period

39.53%

51.56%

-12.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.31%

38.34%

+1.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.31%

32.53%

+7.78%

Dividends

BTCI vs. NVO - Dividend Comparison

BTCI's dividend yield for the trailing twelve months is around 48.02%, more than NVO's 4.17% yield.


PositionTTM20252024202320222021202020192018201720162015
BTCI
NEOS Bitcoin High Income ETF
48.02%36.46%6.76%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NVO
Novo Nordisk A/S
4.17%3.31%1.68%1.00%1.20%1.35%1.87%2.14%1.45%1.52%2.87%0.92%

Frequently Asked Questions


BTCI and NVO have a correlation of 0.21, 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 NVO (10.13%). In terms of maximum drawdown, BTCI dropped -47.16% vs NVO's -74.70%.

NVO currently has the higher Sharpe Ratio (-0.76 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 NVO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer