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BTCT vs. BITX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BTCT vs. BITX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BTC Digital Ltd. (BTCT) and 2x Bitcoin Strategy ETF (BITX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BTCT achieves a -1.54% return, which is significantly higher than BITX's -54.53% return.


BTCT

1D
0.79%
1M
16.36%
YTD
-1.54%
6M
-27.27%
1Y
-58.44%
3Y*
-31.82%
5Y*
-70.63%
10Y*

BITX

1D
4.77%
1M
-29.55%
YTD
-54.53%
6M
-55.51%
1Y
-72.52%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BTCT vs. BITX - Yearly Performance Comparison


2026 (YTD)202520242023
BTCT
BTC Digital Ltd.
-1.54%-72.80%-0.83%22.46%
BITX
2x Bitcoin Strategy ETF
-54.53%-38.71%163.41%46.18%

Correlation

The correlation between BTCT and BITX is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.61

Correlation (All Time)
Calculated using the full available price history since Jun 27, 2023

0.44

The correlation between BTCT and BITX shifts across timeframes, from 0.44 (all time) to 0.61 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

BTCT vs. BITX — Risk / Return Rank

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

BTCT
BTCT Risk / Return Rank: 1414
Overall Rank
BTCT Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
BTCT Sortino Ratio Rank: 1111
Sortino Ratio Rank
BTCT Omega Ratio Rank: 1414
Omega Ratio Rank
BTCT Calmar Ratio Rank: 1212
Calmar Ratio Rank
BTCT Martin Ratio Rank: 2020
Martin Ratio Rank

BITX
BITX Risk / Return Rank: 22
Overall Rank
BITX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
BITX Sortino Ratio Rank: 22
Sortino Ratio Rank
BITX Omega Ratio Rank: 22
Omega Ratio Rank
BITX Calmar Ratio Rank: 11
Calmar Ratio Rank
BITX Martin Ratio Rank: 22
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.

BTCT vs. BITX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BTC Digital Ltd. (BTCT) and 2x Bitcoin Strategy ETF (BITX). 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.


BTCTBITXDifference
Sharpe ratioReturn per unit of total volatility

+0.09

Sortino ratioReturn per unit of downside risk

+0.32

Omega ratioGain probability vs. loss probability

0.89

0.85

+0.04

Calmar ratioReturn relative to maximum drawdown

-0.79

-0.88

+0.10

Martin ratioReturn relative to average drawdown

-1.03

-1.37

+0.34

BTCT vs. BITX - Sharpe Ratio Comparison

The current BTCT Sharpe Ratio is -0.74, which is comparable to the BITX Sharpe Ratio of -0.83. The chart below compares the historical Sharpe Ratios of BTCT and BITX, 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

BTCT vs. BITX - Drawdown Comparison

The maximum BTCT drawdown since its inception was -99.99%, which is greater than BITX's maximum drawdown of -82.16%. Use the drawdown chart below to compare losses from any high point for BTCT and BITX.


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Drawdown Indicators


BTCTBITXDifference

Max Drawdown

Largest peak-to-trough decline

-99.99%

-82.16%

-17.83%

Max Drawdown (1Y)

Largest decline over 1 year

-74.59%

-82.16%

+7.57%

Max Drawdown (3Y)

Largest decline over 3 years

-94.53%

Max Drawdown (5Y)

Largest decline over 5 years

-99.82%

Current Drawdown

Current decline from peak

-99.99%

-79.90%

-20.09%

Average Drawdown

Average peak-to-trough decline

-94.84%

-32.44%

-62.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

56.65%

52.98%

+3.67%

Volatility

BTCT vs. BITX - Volatility Comparison

BTC Digital Ltd. (BTCT) and 2x Bitcoin Strategy ETF (BITX) have volatilities of 25.03% and 25.73%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BTCTBITXDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.03%

25.73%

-0.70%

Volatility (6M)

Calculated over the trailing 6-month period

54.80%

69.23%

-14.43%

Volatility (1Y)

Calculated over the trailing 1-year period

79.70%

87.85%

-8.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

186.72%

98.16%

+88.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

174.12%

98.16%

+75.96%

Dividends

BTCT vs. BITX - Dividend Comparison

BTCT has not paid dividends to shareholders, while BITX's dividend yield for the trailing twelve months is around 35.05%.


PositionTTM20252024
BITX
2x Bitcoin Strategy ETF
35.05%21.69%10.70%
BTCT
BTC Digital Ltd.
0.00%0.00%0.00%

Frequently Asked Questions


BTCT and BITX have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BITX has higher volatility (25.73%) compared to BTCT (25.03%). In terms of maximum drawdown, BTCT dropped -99.99% vs BITX's -82.16%.

BTCT currently has the higher Sharpe Ratio (-0.74 vs -0.83), 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

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