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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 43.46% return, which is significantly higher than BTCI's -22.74% return.


BWEN

1D
1.00%
1M
59.84%
YTD
43.46%
6M
28.48%
1Y
130.68%
3Y*
0.50%
5Y*
-2.76%
10Y*
-0.82%

BTCI

1D
-2.56%
1M
-16.29%
YTD
-22.74%
6M
-26.41%
1Y
-33.43%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BWEN vs. BTCI - Yearly Performance Comparison


2026 (YTD)20252024
BWEN
Broadwind, Inc.
43.46%50.53%-9.62%
BTCI
NEOS Bitcoin High Income ETF
-22.74%-1.09%28.24%

Correlation

The correlation between BWEN and BTCI is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

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

0.15

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Return for Risk

BWEN vs. BTCI — Risk / Return Rank

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

BWEN
BWEN Risk / Return Rank: 7878
Overall Rank
BWEN Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
BWEN Sortino Ratio Rank: 8383
Sortino Ratio Rank
BWEN Omega Ratio Rank: 8484
Omega Ratio Rank
BWEN Calmar Ratio Rank: 7979
Calmar Ratio Rank
BWEN Martin Ratio Rank: 7575
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.

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.


BWENBTCIDifference
Sharpe ratioReturn per unit of total volatility

+1.74

Sortino ratioReturn per unit of downside risk

+3.69

Omega ratioGain probability vs. loss probability

1.34

0.87

+0.48

Calmar ratioReturn relative to maximum drawdown

2.59

-0.75

+3.34

Martin ratioReturn relative to average drawdown

4.98

-1.34

+6.31

BWEN vs. BTCI - Sharpe Ratio Comparison

The current BWEN Sharpe Ratio is 0.87, which is higher than the BTCI Sharpe Ratio of -0.86. 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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Sharpe Ratios by Period


BWENBTCIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

-0.86

+1.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.05

-0.03

-0.02

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 -44.98%. 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%

-44.98%

-54.60%

Max Drawdown (1Y)

Largest decline over 1 year

-50.75%

-44.98%

-5.77%

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

-98.58%

-42.87%

-55.71%

Average Drawdown

Average peak-to-trough decline

-81.16%

-15.18%

-65.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.36%

25.05%

+1.31%

Volatility

BWEN vs. BTCI - Volatility Comparison

Broadwind, Inc. (BWEN) has a higher volatility of 92.63% compared to NEOS Bitcoin High Income ETF (BTCI) at 8.35%. 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

92.63%

8.35%

+84.28%

Volatility (6M)

Calculated over the trailing 6-month period

109.13%

30.94%

+78.19%

Volatility (1Y)

Calculated over the trailing 1-year period

150.42%

38.93%

+111.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

105.68%

40.11%

+65.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

92.26%

40.11%

+52.15%

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 43.16%.


PositionTTM20252024
BTCI
NEOS Bitcoin High Income ETF
43.16%36.46%6.76%
BWEN
Broadwind, Inc.
0.00%0.00%0.00%

Frequently Asked Questions


BWEN and BTCI have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BWEN has higher volatility (92.63%) compared to BTCI (8.35%). In terms of maximum drawdown, BWEN dropped -99.58% vs BTCI's -44.98%.

BWEN currently has the higher Sharpe Ratio (0.87 vs -0.86), 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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