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BWEN vs. BTCI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BWEN vs. BTCI - Performance Comparison

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

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Returns By Period

In the year-to-date period, BWEN achieves a 41.34% return, which is significantly higher than BTCI's -25.73% return.


BWEN

1D
2.56%
1M
-12.66%
6M
33.33%
YTD
41.34%
1Y
58.73%
3Y*
1.72%
5Y*
1.03%
10Y*
-1.08%
ALL TIME*
-4.97%

BTCI

1D
-2.39%
1M
2.51%
6M
-23.02%
YTD
-25.73%
1Y
-40.21%
3Y*
5Y*
10Y*
ALL TIME*
-4.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$12.53M$12.80M$22.67M
$2.77M$2.32M$4.08M

BWEN vs. BTCI - Yearly Performance Comparison


2026 (YTD)20252024
BWEN
Broadwind, Inc.
41.34%50.53%-12.56%
BTCI
NEOS Bitcoin High Income ETF
-25.73%-1.09%26.12%

Correlation

The correlation between BWEN and BTCI is 0.17, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.17

Correlation (All Time)
Calculated using the full available price history since Oct 17, 2024

0.14

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Return for Risk

BWEN vs. BTCI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BWEN
BWEN Risk / Return Rank: 6969
Overall Rank
BWEN Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
BWEN Sortino Ratio Rank: 7777
Sortino Ratio Rank
BWEN Omega Ratio Rank: 7878
Omega Ratio Rank
BWEN Calmar Ratio Rank: 6767
Calmar Ratio Rank
BWEN Martin Ratio Rank: 6565
Martin Ratio Rank

BTCI
BTCI Risk / Return Rank: 11
Overall Rank
BTCI Sharpe Ratio Rank: 11
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: 11
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BWEN vs. BTCI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Broadwind, Inc. (BWEN) 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.

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.


BWENBTCIDifference
Sharpe ratioReturn per unit of total volatility

+1.40

Sortino ratioReturn per unit of downside risk

+3.41

Omega ratioGain probability vs. loss probability

1.25

0.83

+0.42

Calmar ratioReturn relative to maximum drawdown

1.08

-0.87

+1.94

Martin ratioReturn relative to average drawdown

2.09

-1.36

+3.45

BWEN vs. BTCI - Sharpe Ratio Comparison

The current BWEN Sharpe Ratio is 0.36, which is higher than the BTCI Sharpe Ratio of -1.05. The chart below compares the historical Sharpe Ratios of BWEN 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.


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Drawdowns

BWEN vs. BTCI - Drawdown Comparison

The maximum BWEN drawdown since its inception was -99.58%, which is greater than BTCI's maximum drawdown of -48.42%. Use the drawdown chart below to compare losses from any high point for BWEN and BTCI.


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Drawdown Indicators


BWENBTCIDifference

Max Drawdown

Largest peak-to-trough decline

-99.58%

-48.42%

-51.16%

Max Drawdown (1Y)

Largest decline over 1 year

-50.75%

-48.42%

-2.33%

Max Drawdown (3Y)

Largest decline over 3 years

-69.28%

Max Drawdown (5Y)

Largest decline over 5 years

-76.18%

Max Drawdown (10Y)

Largest decline over 10 years

-87.79%

Current Drawdown

Current decline from peak

-98.60%

-45.08%

-53.52%

Average Drawdown

Average peak-to-trough decline

-81.27%

-17.81%

-63.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.12%

30.79%

-4.67%

Volatility

BWEN vs. BTCI - Volatility Comparison

Broadwind, Inc. (BWEN) has a higher volatility of 37.53% compared to NEOS Bitcoin High Income ETF (BTCI) at 7.31%. This indicates that BWEN'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.


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Volatility by Period


BWENBTCIDifference

Volatility (1M)

Calculated over the trailing 1-month period

37.53%

7.31%

+30.22%

Volatility (6M)

Calculated over the trailing 6-month period

114.49%

30.70%

+83.79%

Volatility (1Y)

Calculated over the trailing 1-year period

153.69%

40.00%

+113.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

107.25%

39.67%

+67.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

93.24%

39.67%

+53.57%

Dividends

BWEN vs. BTCI - Dividend Comparison

BWEN has not paid dividends to shareholders, while BTCI's dividend yield for the trailing twelve months is around 41.26%.


PositionTTM20252024
BTCI
NEOS Bitcoin High Income ETF
41.26%36.46%6.76%
BWEN
Broadwind, Inc.
0.00%0.00%0.00%

Frequently Asked Questions


BWEN and BTCI have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BWEN has higher volatility (37.53%) compared to BTCI (7.31%). In terms of maximum drawdown, BWEN dropped -99.58% vs BTCI's -48.42%.

BWEN currently has the higher Sharpe Ratio (0.36 vs -1.05), 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

Find the right allocation for BWEN 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.

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