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 130.68% vs -33.43% for BTCI. At a 0.15 correlation, their price movements are largely independent.
Performance
BWEN vs. BTCI - Performance Comparison
Loading charts...
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*
- —
BWEN vs. BTCI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
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 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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.
| BWEN | BTCI | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| BWEN | BTCI | Difference | |
|---|---|---|---|
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.
Loading charts...
Drawdown Indicators
| BWEN | BTCI | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -98.58% | -42.87% | -55.71% |
Average DrawdownAverage peak-to-trough decline | -81.16% | -15.18% | -65.98% |
Ulcer IndexDepth 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.
Loading charts...
Volatility by Period
| BWEN | BTCI | Difference | |
|---|---|---|---|
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%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
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.
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.
Open Portfolio Optimizer