BWEN vs. BTCI
BWEN (Broadwind, Inc.) is a stock, while BTCI (NEOS Bitcoin High Income ETF) is Cryptocurrency fund actively managed by Neos. Over the past year, BWEN returned 170.95% vs -35.09% for BTCI. At a 0.14 correlation, their price movements are largely independent.
Performance
BWEN vs. BTCI - Performance Comparison
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Returns By Period
In the year-to-date period, BWEN achieves a 71.38% return, which is significantly higher than BTCI's -26.19% return.
BWEN
- 1D
- -3.77%
- 1M
- 24.68%
- YTD
- 71.38%
- 6M
- 55.45%
- 1Y
- 170.95%
- 3Y*
- 8.66%
- 5Y*
- -0.45%
- 10Y*
- 1.23%
BTCI
- 1D
- -3.23%
- 1M
- -17.15%
- YTD
- -26.19%
- 6M
- -26.22%
- 1Y
- -35.09%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BWEN vs. BTCI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
BWEN Broadwind, Inc. | 71.38% | 50.53% | -12.56% |
BTCI NEOS Bitcoin High Income ETF | -26.19% | -1.09% | 26.12% |
Correlation
The correlation between BWEN and BTCI is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 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
BWEN
BTCI
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.
| BWEN | BTCI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.02 | ||
| Sortino ratioReturn per unit of downside risk | +4.00 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 0.86 | +0.52 |
| Calmar ratioReturn relative to maximum drawdown | 3.39 | -0.75 | +4.14 |
| Martin ratioReturn relative to average drawdown | 6.51 | -1.30 | +7.81 |
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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 -47.16%. Use the drawdown chart below to compare losses from any high point for BWEN and BTCI.
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Drawdown Indicators
| BWEN | BTCI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.58% | -47.16% | -52.42% |
Max Drawdown (1Y)Largest decline over 1 year | -50.75% | -47.16% | -3.59% |
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 DrawdownCurrent decline from peak | -98.30% | -45.42% | -52.88% |
Average DrawdownAverage peak-to-trough decline | -81.19% | -16.05% | -65.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.39% | 27.00% | -0.61% |
Volatility
BWEN vs. BTCI - Volatility Comparison
Broadwind, Inc. (BWEN) has a higher volatility of 31.58% compared to NEOS Bitcoin High Income ETF (BTCI) at 12.63%. 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
| BWEN | BTCI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 31.58% | 12.63% | +18.95% |
Volatility (6M)Calculated over the trailing 6-month period | 110.36% | 31.38% | +78.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 152.05% | 39.73% | +112.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 106.13% | 40.33% | +65.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 92.65% | 40.33% | +52.32% |
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 48.44%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
BTCI NEOS Bitcoin High Income ETF | 48.44% | 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 (31.58%) compared to BTCI (12.63%). In terms of maximum drawdown, BWEN dropped -99.58% vs BTCI's -47.16%.
BWEN currently has the higher Sharpe Ratio (1.13 vs -0.89), 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.
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