BTCY vs. BTCI

Last updated Apr 1, 2026

Compare and contrast key facts about Biotricity, Inc. (BTCY) and NEOS Bitcoin High Income ETF (BTCI).

BTCI is an actively managed fund by Neos. It was launched on Oct 16, 2024.

Performance

BTCY vs. BTCI - Performance Comparison

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

BTCY vs. BTCI - Yearly Performance Comparison

	2026 (YTD)	2025	2024
BTCY Biotricity, Inc.	-21.32%	3.50%	24.40%
BTCI NEOS Bitcoin High Income ETF	-20.30%	-1.09%	28.24%

Returns By Period

The year-to-date returns for both investments are quite close, with BTCY having a -21.32% return and BTCI slightly higher at -20.30%.

BTCY

• 1D: -9.22%
• 1M: -9.65%
• YTD: -21.32%
• 6M: -55.46%
• 1Y: -30.58%
• 3Y*: -56.10%
• 5Y*: -55.68%
• 10Y*: -33.92%

BTCI

• 1D: 2.02%
• 1M: 3.84%
• YTD: -20.30%
• 6M: -36.82%
• 1Y: -13.51%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

BTCY vs. BTCI — Risk / Return Rank

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

BTCY

BTCY Risk / Return Rank: 32
BTCY Sharpe Ratio Rank: 31
BTCY Sortino Ratio Rank: 45
BTCY Omega Ratio Rank: 42
BTCY Calmar Ratio Rank: 22
BTCY Martin Ratio Rank: 21

BTCI

BTCI Risk / Return Rank: 7
BTCI Sharpe Ratio Rank: 6
BTCI Sortino Ratio Rank: 7
BTCI Omega Ratio Rank: 7
BTCI Calmar Ratio Rank: 7
BTCI Martin Ratio Rank: 7

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 vs. BTCI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Biotricity, Inc. (BTCY) 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	BTCI	Difference
Sharpe ratio Return per unit of total volatility	-0.23	-0.34	+0.11
Sortino ratio Return per unit of downside risk	0.59	-0.22	+0.81
Omega ratio Gain probability vs. loss probability	1.06	0.97	+0.09
Calmar ratio Return relative to maximum drawdown	-0.61	-0.33	-0.28
Martin ratio Return relative to average drawdown	-1.13	-0.73	-0.41
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BTCY vs. BTCI - Sharpe Ratio Comparison

The current BTCY Sharpe Ratio is -0.23, which is higher than the BTCI Sharpe Ratio of -0.34. The chart below compares the historical Sharpe Ratios of BTCY and BTCI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	BTCY	BTCI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.23	-0.34	+0.11
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.45	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.26	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.26	0.02	-0.28

Correlation

The correlation between BTCY and BTCI is 0.10, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

BTCY vs. BTCI - Dividend Comparison

BTCY has not paid dividends to shareholders, while BTCI's dividend yield for the trailing twelve months is around 43.61%.

	TTM	2025	2024
BTCY Biotricity, Inc.	0.00%	0.00%	0.00%
BTCI NEOS Bitcoin High Income ETF	43.61%	36.46%	6.76%

Drawdowns

BTCY vs. BTCI - Drawdown Comparison

The maximum BTCY drawdown since its inception was -99.67%, which is greater than BTCI's maximum drawdown of -44.98%. Use the drawdown chart below to compare losses from any high point for BTCY and BTCI.

Drawdown Indicators

	BTCY	BTCI	Difference
Max Drawdown Largest peak-to-trough decline	-99.67%	-44.98%	-54.69%
Max Drawdown (1Y) Largest decline over 1 year	-71.22%	-44.98%	-26.24%
Max Drawdown (5Y) Largest decline over 5 years	-99.29%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-99.67%	—	—
Current Drawdown Current decline from peak	-99.61%	-41.07%	-58.54%
Average Drawdown Average peak-to-trough decline	-75.61%	-12.77%	-62.84%
Ulcer Index Depth and duration of drawdowns from previous peaks	38.23%	20.34%	+17.89%

Volatility

BTCY vs. BTCI - Volatility Comparison

Biotricity, Inc. (BTCY) has a higher volatility of 37.80% compared to NEOS Bitcoin High Income ETF (BTCI) at 10.27%. This indicates that BTCY'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.

Volatility by Period

	BTCY	BTCI	Difference
Volatility (1M) Calculated over the trailing 1-month period	37.80%	10.27%	+27.53%
Volatility (6M) Calculated over the trailing 6-month period	86.01%	33.66%	+52.35%
Volatility (1Y) Calculated over the trailing 1-year period	134.29%	40.07%	+94.22%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	125.14%	41.41%	+83.73%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	130.21%	41.41%	+88.80%