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BTCI vs. O
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BTCI vs. O - Performance Comparison

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

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Returns By Period

In the year-to-date period, BTCI achieves a -25.54% return, which is significantly lower than O's 9.20% return.


BTCI

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

O

1D
-0.54%
1M
-2.44%
YTD
9.20%
6M
9.80%
1Y
11.23%
3Y*
5.05%
5Y*
3.72%
10Y*
4.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BTCI vs. O - Yearly Performance Comparison


2026 (YTD)20252024
BTCI
NEOS Bitcoin High Income ETF
-25.54%-1.09%26.12%
O
Realty Income Corporation
9.20%12.20%-16.09%

Correlation

The correlation between BTCI and O is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.03

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

0.02

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Return for Risk

BTCI vs. O — 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

O
O Risk / Return Rank: 5959
Overall Rank
O Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
O Sortino Ratio Rank: 5454
Sortino Ratio Rank
O Omega Ratio Rank: 5353
Omega Ratio Rank
O Calmar Ratio Rank: 6262
Calmar Ratio Rank
O Martin Ratio Rank: 6363
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. O - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NEOS Bitcoin High Income ETF (BTCI) and Realty Income Corporation (O). 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.


BTCIODifference
Sharpe ratioReturn per unit of total volatility

-1.52

Sortino ratioReturn per unit of downside risk

-2.14

Omega ratioGain probability vs. loss probability

0.86

1.12

-0.26

Calmar ratioReturn relative to maximum drawdown

-0.74

0.95

-1.69

Martin ratioReturn relative to average drawdown

-1.31

2.23

-3.54

BTCI vs. O - Sharpe Ratio Comparison

The current BTCI Sharpe Ratio is -0.89, which is lower than the O Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of BTCI and O, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BTCI vs. O - Drawdown Comparison

The maximum BTCI drawdown since its inception was -47.16%, roughly equal to the maximum O drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for BTCI and O.


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Drawdown Indicators


BTCIODifference

Max Drawdown

Largest peak-to-trough decline

-47.16%

-48.45%

+1.29%

Max Drawdown (1Y)

Largest decline over 1 year

-47.16%

-11.10%

-36.06%

Max Drawdown (3Y)

Largest decline over 3 years

-26.49%

Max Drawdown (5Y)

Largest decline over 5 years

-34.48%

Max Drawdown (10Y)

Largest decline over 10 years

-48.28%

Current Drawdown

Current decline from peak

-44.94%

-9.66%

-35.28%

Average Drawdown

Average peak-to-trough decline

-15.92%

-9.20%

-6.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.71%

4.70%

+22.01%

Volatility

BTCI vs. O - Volatility Comparison

NEOS Bitcoin High Income ETF (BTCI) has a higher volatility of 12.11% compared to Realty Income Corporation (O) at 5.70%. This indicates that BTCI's price experiences larger fluctuations and is considered to be riskier than O based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BTCIODifference

Volatility (1M)

Calculated over the trailing 1-month period

12.11%

5.70%

+6.41%

Volatility (6M)

Calculated over the trailing 6-month period

31.18%

12.21%

+18.97%

Volatility (1Y)

Calculated over the trailing 1-year period

39.53%

16.44%

+23.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.31%

18.92%

+21.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.31%

25.65%

+14.66%

Dividends

BTCI vs. O - Dividend Comparison

BTCI's dividend yield for the trailing twelve months is around 48.02%, more than O's 5.37% 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%
O
Realty Income Corporation
5.37%6.19%5.37%5.33%4.68%3.87%4.51%3.69%4.19%4.45%4.18%4.41%

Frequently Asked Questions


BTCI and O have a correlation of 0.03, 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 O (5.70%). In terms of maximum drawdown, BTCI dropped -47.16% vs O's -48.45%.

O currently has the higher Sharpe Ratio (0.64 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 O

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

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