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BTCS vs. BTSIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BTCS vs. BTSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BTCS Inc. (BTCS) and BTS Managed Income Fund (BTSIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BTCS achieves a -57.95% return, which is significantly lower than BTSIX's 1.83% return.


BTCS

1D
0.91%
1M
-32.73%
YTD
-57.95%
6M
-64.65%
1Y
-50.34%
3Y*
-3.53%
5Y*
-28.98%
10Y*
-40.30%

BTSIX

1D
0.10%
1M
0.52%
YTD
1.83%
6M
1.79%
1Y
6.59%
3Y*
5.09%
5Y*
0.62%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BTCS vs. BTSIX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
BTCS
BTCS Inc.
-57.95%8.08%51.53%158.73%-79.65%65.26%179.41%-85.38%
BTSIX
BTS Managed Income Fund
1.83%5.68%4.37%5.65%-12.34%-1.14%8.63%4.06%

Correlation

The correlation between BTCS and BTSIX is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.38

Correlation (3Y)
Calculated over the trailing 3-year period

0.30

Correlation (5Y)
Calculated over the trailing 5-year period

0.29

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2019

0.21

The correlation between BTCS and BTSIX shifts across timeframes, from 0.21 (all time) to 0.38 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

BTCS vs. BTSIX — Risk / Return Rank

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

BTCS
BTCS Risk / Return Rank: 2828
Overall Rank
BTCS Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
BTCS Sortino Ratio Rank: 3636
Sortino Ratio Rank
BTCS Omega Ratio Rank: 3636
Omega Ratio Rank
BTCS Calmar Ratio Rank: 2020
Calmar Ratio Rank
BTCS Martin Ratio Rank: 2424
Martin Ratio Rank

BTSIX
BTSIX Risk / Return Rank: 5151
Overall Rank
BTSIX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
BTSIX Sortino Ratio Rank: 5454
Sortino Ratio Rank
BTSIX Omega Ratio Rank: 5151
Omega Ratio Rank
BTSIX Calmar Ratio Rank: 5151
Calmar Ratio Rank
BTSIX Martin Ratio Rank: 5353
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.

BTCS vs. BTSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BTCS Inc. (BTCS) and BTS Managed Income Fund (BTSIX). 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.


BTCSBTSIXDifference
Sharpe ratioReturn per unit of total volatility

-2.24

Sortino ratioReturn per unit of downside risk

-2.63

Omega ratioGain probability vs. loss probability

1.02

1.36

-0.34

Calmar ratioReturn relative to maximum drawdown

-0.61

2.62

-3.22

Martin ratioReturn relative to average drawdown

-0.90

10.26

-11.16

BTCS vs. BTSIX - Sharpe Ratio Comparison

The current BTCS Sharpe Ratio is -0.34, which is lower than the BTSIX Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of BTCS and BTSIX, 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

BTCS vs. BTSIX - Drawdown Comparison

The maximum BTCS drawdown since its inception was -100.00%, which is greater than BTSIX's maximum drawdown of -16.28%. Use the drawdown chart below to compare losses from any high point for BTCS and BTSIX.


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Drawdown Indicators


BTCSBTSIXDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-16.28%

-83.72%

Max Drawdown (1Y)

Largest decline over 1 year

-83.07%

-2.57%

-80.50%

Max Drawdown (3Y)

Largest decline over 3 years

-83.07%

-6.22%

-76.85%

Max Drawdown (5Y)

Largest decline over 5 years

-92.94%

-16.28%

-76.66%

Max Drawdown (10Y)

Largest decline over 10 years

-99.75%

Current Drawdown

Current decline from peak

-99.99%

-0.21%

-99.78%

Average Drawdown

Average peak-to-trough decline

-97.68%

-4.61%

-93.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

56.01%

0.65%

+55.36%

Volatility

BTCS vs. BTSIX - Volatility Comparison

BTCS Inc. (BTCS) has a higher volatility of 20.35% compared to BTS Managed Income Fund (BTSIX) at 1.07%. This indicates that BTCS's price experiences larger fluctuations and is considered to be riskier than BTSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BTCSBTSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.35%

1.07%

+19.28%

Volatility (6M)

Calculated over the trailing 6-month period

59.11%

2.68%

+56.43%

Volatility (1Y)

Calculated over the trailing 1-year period

148.15%

3.55%

+144.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

128.43%

5.25%

+123.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

193.40%

5.25%

+188.15%

Dividends

BTCS vs. BTSIX - Dividend Comparison

BTCS's dividend yield for the trailing twelve months is around 4.50%, less than BTSIX's 5.57% yield.


PositionTTM2025202420232022202120202019
BTCS
BTCS Inc.
4.50%1.89%0.00%0.00%7.94%0.00%0.00%0.00%
BTSIX
BTS Managed Income Fund
5.57%5.62%2.59%2.51%2.59%1.37%1.34%2.01%

Frequently Asked Questions


BTCS and BTSIX have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BTCS has higher volatility (20.35%) compared to BTSIX (1.07%). In terms of maximum drawdown, BTCS dropped -100.00% vs BTSIX's -16.28%.

BTSIX currently has the higher Sharpe Ratio (1.89 vs -0.34), 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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