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

Correlation

The correlation between BTCI and YBTC is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

BTCI vs. YBTC - Performance Comparison

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

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Key characteristics

Daily Std Dev

BTCI:

42.17%

YBTC:

44.50%

Max Drawdown

BTCI:

-24.36%

YBTC:

-23.39%

Current Drawdown

BTCI:

-2.09%

YBTC:

-2.52%

Returns By Period

The year-to-date returns for both stocks are quite close, with BTCI having a 14.71% return and YBTC slightly lower at 14.49%.


BTCI

YTD

14.71%

1M

11.42%

6M

11.12%

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

YBTC

YTD

14.49%

1M

13.64%

6M

14.16%

1Y

36.02%

3Y*

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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NEOS Bitcoin High Income ETF

BTCI vs. YBTC - Expense Ratio Comparison

BTCI has a 0.98% expense ratio, which is higher than YBTC's 0.95% expense ratio.


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

Risk-Adjusted Performance

BTCI vs. YBTC — Risk-Adjusted Performance Rank

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

BTCI

YBTC
The Risk-Adjusted Performance Rank of YBTC is 7878
Overall Rank
The Sharpe Ratio Rank of YBTC is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of YBTC is 7878
Sortino Ratio Rank
The Omega Ratio Rank of YBTC is 7474
Omega Ratio Rank
The Calmar Ratio Rank of YBTC is 9090
Calmar Ratio Rank
The Martin Ratio Rank of YBTC is 7676
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. YBTC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NEOS Bitcoin High Income ETF (BTCI) and Roundhill Bitcoin Covered Call Strategy ETF (YBTC). 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. YBTC - Dividend Comparison

BTCI's dividend yield for the trailing twelve months is around 18.54%, less than YBTC's 46.66% yield.


Drawdowns

BTCI vs. YBTC - Drawdown Comparison

The maximum BTCI drawdown since its inception was -24.36%, roughly equal to the maximum YBTC drawdown of -23.39%. Use the drawdown chart below to compare losses from any high point for BTCI and YBTC.


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

Volatility

BTCI vs. YBTC - Volatility Comparison


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