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BTCI vs. VZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BTCI vs. VZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NEOS Bitcoin High Income ETF (BTCI) and Verizon Communications Inc. (VZ). 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 VZ's 15.03% return.


BTCI

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

VZ

1D
-1.03%
1M
-6.16%
YTD
15.03%
6M
17.66%
1Y
16.13%
3Y*
15.05%
5Y*
2.08%
10Y*
3.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BTCI vs. VZ - Yearly Performance Comparison


2026 (YTD)20252024
BTCI
NEOS Bitcoin High Income ETF
-25.54%-1.09%26.12%
VZ
Verizon Communications Inc.
15.03%8.86%-8.93%

Correlation

The correlation between BTCI and VZ is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.14

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

-0.14

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Return for Risk

BTCI vs. VZ — 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

VZ
VZ Risk / Return Rank: 6464
Overall Rank
VZ Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
VZ Sortino Ratio Rank: 6262
Sortino Ratio Rank
VZ Omega Ratio Rank: 6060
Omega Ratio Rank
VZ Calmar Ratio Rank: 6666
Calmar Ratio Rank
VZ Martin Ratio Rank: 6565
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. VZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NEOS Bitcoin High Income ETF (BTCI) and Verizon Communications Inc. (VZ). 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.


BTCIVZDifference
Sharpe ratioReturn per unit of total volatility

-1.60

Sortino ratioReturn per unit of downside risk

-2.49

Omega ratioGain probability vs. loss probability

0.86

1.16

-0.30

Calmar ratioReturn relative to maximum drawdown

-0.74

1.22

-1.97

Martin ratioReturn relative to average drawdown

-1.31

2.58

-3.88

BTCI vs. VZ - Sharpe Ratio Comparison

The current BTCI Sharpe Ratio is -0.89, which is lower than the VZ Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of BTCI and VZ, 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. VZ - Drawdown Comparison

The maximum BTCI drawdown since its inception was -47.16%, smaller than the maximum VZ drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for BTCI and VZ.


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Drawdown Indicators


BTCIVZDifference

Max Drawdown

Largest peak-to-trough decline

-47.16%

-50.66%

+3.50%

Max Drawdown (1Y)

Largest decline over 1 year

-47.16%

-13.32%

-33.84%

Max Drawdown (3Y)

Largest decline over 3 years

-14.93%

Max Drawdown (5Y)

Largest decline over 5 years

-38.38%

Max Drawdown (10Y)

Largest decline over 10 years

-41.21%

Current Drawdown

Current decline from peak

-44.94%

-10.37%

-34.57%

Average Drawdown

Average peak-to-trough decline

-15.92%

-14.82%

-1.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.71%

6.31%

+20.40%

Volatility

BTCI vs. VZ - Volatility Comparison

NEOS Bitcoin High Income ETF (BTCI) has a higher volatility of 12.11% compared to Verizon Communications Inc. (VZ) at 7.00%. This indicates that BTCI's price experiences larger fluctuations and is considered to be riskier than VZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BTCIVZDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.11%

7.00%

+5.11%

Volatility (6M)

Calculated over the trailing 6-month period

31.18%

18.16%

+13.02%

Volatility (1Y)

Calculated over the trailing 1-year period

39.53%

22.88%

+16.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.31%

21.70%

+18.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.31%

20.38%

+19.93%

Dividends

BTCI vs. VZ - Dividend Comparison

BTCI's dividend yield for the trailing twelve months is around 48.02%, more than VZ's 6.09% 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%
VZ
Verizon Communications Inc.
6.09%6.68%6.68%6.96%6.53%4.85%4.21%3.95%4.22%4.39%4.26%4.79%

Frequently Asked Questions


BTCI and VZ have a correlation of -0.14, 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 VZ (7.00%). In terms of maximum drawdown, BTCI dropped -47.16% vs VZ's -50.66%.

VZ currently has the higher Sharpe Ratio (0.71 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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