BTCY.TO vs. YCST.NEO
BTCY.TO (Purpose Bitcoin Yield ETF - ETF Units) and YCST.NEO (Costco (COST) Yield Shares Purpose ETF) are both exchange-traded funds - BTCY.TO is a fund fund actively managed by Purpose Investments, while YCST.NEO is a Derivative Income fund actively managed by Purpose Investments. Both are actively managed. Over the past year, BTCY.TO returned -41.31% vs -7.85% for YCST.NEO. At a 0.04 correlation, their price movements are largely independent.
Performance
BTCY.TO vs. YCST.NEO - Performance Comparison
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Returns By Period
In the year-to-date period, BTCY.TO achieves a -28.08% return, which is significantly lower than YCST.NEO's 12.72% return.
BTCY.TO
- 1D
- -3.45%
- 1M
- -19.22%
- YTD
- -28.08%
- 6M
- -32.85%
- 1Y
- -41.31%
- 3Y*
- 25.28%
- 5Y*
- —
- 10Y*
- —
YCST.NEO
- 1D
- 0.77%
- 1M
- -5.63%
- YTD
- 12.72%
- 6M
- 5.30%
- 1Y
- -7.85%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BTCY.TO vs. YCST.NEO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BTCY.TO Purpose Bitcoin Yield ETF - ETF Units | -28.08% | -13.63% |
YCST.NEO Costco (COST) Yield Shares Purpose ETF | 12.72% | -16.43% |
Correlation
The correlation between BTCY.TO and YCST.NEO is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.03 |
Correlation (All Time) Calculated using the full available price history since Feb 21, 2025 | 0.04 |
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Return for Risk
BTCY.TO vs. YCST.NEO — Risk / Return Rank
BTCY.TO
YCST.NEO
BTCY.TO vs. YCST.NEO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Purpose Bitcoin Yield ETF - ETF Units (BTCY.TO) and Costco (COST) Yield Shares Purpose ETF (YCST.NEO). 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.TO | YCST.NEO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.50 | ||
| Sortino ratioReturn per unit of downside risk | -0.81 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 0.95 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | -0.79 | -0.40 | -0.39 |
| Martin ratioReturn relative to average drawdown | -1.44 | -0.81 | -0.64 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BTCY.TO | YCST.NEO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.88 | -0.38 | -0.50 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.04 | -0.18 | +0.14 |
Drawdowns
BTCY.TO vs. YCST.NEO - Drawdown Comparison
The maximum BTCY.TO drawdown since its inception was -69.71%, which is greater than YCST.NEO's maximum drawdown of -19.70%. Use the drawdown chart below to compare losses from any high point for BTCY.TO and YCST.NEO.
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Drawdown Indicators
| BTCY.TO | YCST.NEO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.71% | -19.70% | -50.01% |
Max Drawdown (1Y)Largest decline over 1 year | -52.51% | -19.54% | -32.97% |
Max Drawdown (3Y)Largest decline over 3 years | -52.51% | — | — |
Current DrawdownCurrent decline from peak | -49.06% | -12.62% | -36.44% |
Average DrawdownAverage peak-to-trough decline | -30.79% | -8.56% | -22.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 28.66% | 9.91% | +18.75% |
Volatility
BTCY.TO vs. YCST.NEO - Volatility Comparison
Purpose Bitcoin Yield ETF - ETF Units (BTCY.TO) and Costco (COST) Yield Shares Purpose ETF (YCST.NEO) have volatilities of 10.62% and 10.33%, 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
| BTCY.TO | YCST.NEO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.62% | 10.33% | +0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 39.93% | 16.64% | +23.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 47.14% | 20.54% | +26.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 50.82% | 25.22% | +25.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.82% | 25.22% | +25.60% |
Dividends
BTCY.TO vs. YCST.NEO - Dividend Comparison
BTCY.TO's dividend yield for the trailing twelve months is around 22.77%, more than YCST.NEO's 14.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
BTCY.TO Purpose Bitcoin Yield ETF - ETF Units | 22.77% | 15.11% | 16.75% | 9.22% | 24.25% | 1.23% |
YCST.NEO Costco (COST) Yield Shares Purpose ETF | 14.01% | 10.21% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BTCY.TO and YCST.NEO have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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