PortfoliosLab logoPortfoliosLab logo
BTCY.TO vs. BTCI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BTCY.TO vs. BTCI - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Purpose Bitcoin Yield ETF - ETF Units (BTCY.TO) and NEOS Bitcoin High Income ETF (BTCI). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

BTCY.TO is traded in CAD, while BTCI is traded in USD. To make them comparable, the BTCI values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, BTCY.TO achieves a -28.08% return, which is significantly lower than BTCI's -21.76% return.


BTCY.TO

1D
-3.45%
1M
-19.22%
YTD
-28.08%
6M
-32.85%
1Y
-41.31%
3Y*
25.28%
5Y*
10Y*

BTCI

1D
-2.17%
1M
-14.62%
YTD
-21.76%
6M
-26.69%
1Y
-32.57%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BTCY.TO vs. BTCI - Yearly Performance Comparison


2026 (YTD)20252024
BTCY.TO
Purpose Bitcoin Yield ETF - ETF Units
-28.08%-9.07%44.03%
BTCI
NEOS Bitcoin High Income ETF
-21.76%-5.63%33.70%

Correlation

The correlation between BTCY.TO and BTCI is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.94

Correlation (All Time)
Calculated using the full available price history since Oct 18, 2024

0.92

The correlation between BTCY.TO and BTCI has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

BTCY.TO vs. BTCI — Risk / Return Rank

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

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

BTCI
BTCI Risk / Return Rank: 22
Overall Rank
BTCI Sharpe Ratio Rank: 22
Sharpe Ratio Rank
BTCI Sortino Ratio Rank: 22
Sortino Ratio Rank
BTCI Omega Ratio Rank: 22
Omega Ratio Rank
BTCI Calmar Ratio Rank: 22
Calmar Ratio Rank
BTCI 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.

BTCY.TO vs. BTCI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Purpose Bitcoin Yield ETF - ETF Units (BTCY.TO) and NEOS Bitcoin High Income ETF (BTCI). 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.


BTCY.TOBTCIDifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

-0.09

Omega ratioGain probability vs. loss probability

0.86

0.87

-0.01

Calmar ratioReturn relative to maximum drawdown

-0.79

-0.71

-0.08

Martin ratioReturn relative to average drawdown

-1.44

-1.27

-0.17

BTCY.TO vs. BTCI - Sharpe Ratio Comparison

The current BTCY.TO Sharpe Ratio is -0.88, which is comparable to the BTCI Sharpe Ratio of -0.86. The chart below compares the historical Sharpe Ratios of BTCY.TO and BTCI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


BTCY.TOBTCIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.88

-0.86

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.04

-0.02

-0.02

Drawdowns

BTCY.TO vs. BTCI - Drawdown Comparison

The maximum BTCY.TO drawdown since its inception was -69.71%, which is greater than BTCI's maximum drawdown of -45.89%. Use the drawdown chart below to compare losses from any high point for BTCY.TO and BTCI.


Loading charts...

Drawdown Indicators


BTCY.TOBTCIDifference

Max Drawdown

Largest peak-to-trough decline

-69.71%

-45.89%

-23.82%

Max Drawdown (1Y)

Largest decline over 1 year

-52.51%

-45.89%

-6.62%

Max Drawdown (3Y)

Largest decline over 3 years

-52.51%

Current Drawdown

Current decline from peak

-49.06%

-43.06%

-6.00%

Average Drawdown

Average peak-to-trough decline

-30.79%

-15.80%

-14.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.66%

25.64%

+3.02%

Volatility

BTCY.TO vs. BTCI - Volatility Comparison

Purpose Bitcoin Yield ETF - ETF Units (BTCY.TO) has a higher volatility of 10.62% compared to NEOS Bitcoin High Income ETF (BTCI) at 7.98%. This indicates that BTCY.TO's price experiences larger fluctuations and is considered to be riskier than BTCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


BTCY.TOBTCIDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.62%

7.98%

+2.64%

Volatility (6M)

Calculated over the trailing 6-month period

39.93%

30.60%

+9.33%

Volatility (1Y)

Calculated over the trailing 1-year period

47.14%

38.23%

+8.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.82%

39.59%

+11.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.82%

39.59%

+11.23%

Dividends

BTCY.TO vs. BTCI - Dividend Comparison

BTCY.TO's dividend yield for the trailing twelve months is around 22.77%, less than BTCI's 43.16% yield.


PositionTTM20252024202320222021
BTCI
NEOS Bitcoin High Income ETF
43.16%36.46%6.76%0.00%0.00%0.00%
BTCY.TO
Purpose Bitcoin Yield ETF - ETF Units
22.77%15.11%16.75%9.22%24.25%1.23%

Frequently Asked Questions


With a correlation of 0.94, BTCY.TO and BTCI 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 Investments and Neos.

Portfolio Optimizer

Find the right allocation for BTCY.TO and BTCI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer