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BTCY-B.TO vs. EBIT.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BTCY-B.TO vs. EBIT.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Purpose Bitcoin Yield ETF CAD Non-Currency Hedged Units (BTCY-B.TO) and Evolve Bitcoin ETF CAD (EBIT.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BTCY-B.TO achieves a -26.88% return, which is significantly lower than EBIT.TO's -24.72% return.


BTCY-B.TO

1D
0.56%
1M
-2.01%
6M
-34.97%
YTD
-26.88%
1Y
-44.74%
3Y*
22.12%
5Y*
10Y*

EBIT.TO

1D
0.41%
1M
-2.19%
6M
-33.24%
YTD
-24.72%
1Y
-43.84%
3Y*
29.54%
5Y*
15.61%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BTCY-B.TO vs. EBIT.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BTCY-B.TO
Purpose Bitcoin Yield ETF CAD Non-Currency Hedged Units
-26.88%-11.51%113.48%107.21%-60.74%-22.33%
EBIT.TO
Evolve Bitcoin ETF CAD
-24.72%-11.88%134.59%146.50%-62.36%-21.82%

Correlation

The correlation between BTCY-B.TO and EBIT.TO is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.98

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

0.96

Correlation (All Time)
Calculated using the full available price history since Nov 30, 2021

0.94

The correlation between BTCY-B.TO and EBIT.TO has been stable across timeframes, ranging from 0.94 to 0.98 - a consistent structural relationship.

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Return for Risk

BTCY-B.TO vs. EBIT.TO — Risk / Return Rank

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

BTCY-B.TO
BTCY-B.TO Risk / Return Rank: 22
Overall Rank
BTCY-B.TO Sharpe Ratio Rank: 22
Sharpe Ratio Rank
BTCY-B.TO Sortino Ratio Rank: 33
Sortino Ratio Rank
BTCY-B.TO Omega Ratio Rank: 33
Omega Ratio Rank
BTCY-B.TO Calmar Ratio Rank: 22
Calmar Ratio Rank
BTCY-B.TO Martin Ratio Rank: 22
Martin Ratio Rank

EBIT.TO
EBIT.TO Risk / Return Rank: 22
Overall Rank
EBIT.TO Sharpe Ratio Rank: 22
Sharpe Ratio Rank
EBIT.TO Sortino Ratio Rank: 22
Sortino Ratio Rank
EBIT.TO Omega Ratio Rank: 22
Omega Ratio Rank
EBIT.TO Calmar Ratio Rank: 22
Calmar Ratio Rank
EBIT.TO Martin Ratio Rank: 33
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.

BTCY-B.TO vs. EBIT.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Purpose Bitcoin Yield ETF CAD Non-Currency Hedged Units (BTCY-B.TO) and Evolve Bitcoin ETF CAD (EBIT.TO). 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.


BTCY-B.TOEBIT.TODifference
Sharpe ratioReturn per unit of total volatility

+0.10

Sortino ratioReturn per unit of downside risk

+0.20

Omega ratioGain probability vs. loss probability

0.85

0.83

+0.02

Calmar ratioReturn relative to maximum drawdown

-0.82

-0.83

+0.01

Martin ratioReturn relative to average drawdown

-1.32

-1.30

-0.02

BTCY-B.TO vs. EBIT.TO - Sharpe Ratio Comparison

The current BTCY-B.TO Sharpe Ratio is -0.91, which is comparable to the EBIT.TO Sharpe Ratio of -1.01. The chart below compares the historical Sharpe Ratios of BTCY-B.TO and EBIT.TO, 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

BTCY-B.TO vs. EBIT.TO - Drawdown Comparison

The maximum BTCY-B.TO drawdown since its inception was -71.05%, smaller than the maximum EBIT.TO drawdown of -75.45%. Use the drawdown chart below to compare losses from any high point for BTCY-B.TO and EBIT.TO.


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Drawdown Indicators


BTCY-B.TOEBIT.TODifference

Max Drawdown

Largest peak-to-trough decline

-71.05%

-75.45%

+4.40%

Max Drawdown (1Y)

Largest decline over 1 year

-54.74%

-53.08%

-1.66%

Max Drawdown (3Y)

Largest decline over 3 years

-54.74%

-53.08%

-1.66%

Max Drawdown (5Y)

Largest decline over 5 years

-75.45%

Current Drawdown

Current decline from peak

-49.29%

-48.58%

-0.71%

Average Drawdown

Average peak-to-trough decline

-32.78%

-33.40%

+0.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

33.96%

33.82%

+0.14%

Volatility

BTCY-B.TO vs. EBIT.TO - Volatility Comparison

Purpose Bitcoin Yield ETF CAD Non-Currency Hedged Units (BTCY-B.TO) has a higher volatility of 12.61% compared to Evolve Bitcoin ETF CAD (EBIT.TO) at 10.23%. This indicates that BTCY-B.TO's price experiences larger fluctuations and is considered to be riskier than EBIT.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BTCY-B.TOEBIT.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

12.61%

10.23%

+2.38%

Volatility (6M)

Calculated over the trailing 6-month period

41.57%

34.06%

+7.51%

Volatility (1Y)

Calculated over the trailing 1-year period

49.43%

43.73%

+5.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.69%

52.89%

-3.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.69%

54.54%

-4.85%

Dividends

BTCY-B.TO vs. EBIT.TO - Dividend Comparison

BTCY-B.TO's dividend yield for the trailing twelve months is around 21.56%, while EBIT.TO has not paid dividends to shareholders.


PositionTTM20252024202320222021
BTCY-B.TO
Purpose Bitcoin Yield ETF CAD Non-Currency Hedged Units
21.56%14.33%7.69%9.31%19.45%1.25%
EBIT.TO
Evolve Bitcoin ETF CAD
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.98, BTCY-B.TO and EBIT.TO move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

They also come from different issuers: Purpose and Evolve.

Portfolio Optimizer

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