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BWMX vs. BTCI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BWMX vs. BTCI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Betterware de Mexico, S.A.B. de C.V. (BWMX) 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, BWMX achieves a 32.38% return, which is significantly higher than BTCI's -24.80% return.


BWMX

1D
-2.16%
1M
7.24%
YTD
32.38%
6M
31.18%
1Y
156.41%
3Y*
22.77%
5Y*
-8.75%
10Y*

BTCI

1D
-2.67%
1M
-19.78%
YTD
-24.80%
6M
-28.14%
1Y
-34.52%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BWMX vs. BTCI - Yearly Performance Comparison


2026 (YTD)20252024
BWMX
Betterware de Mexico, S.A.B. de C.V.
32.38%40.14%-8.70%
BTCI
NEOS Bitcoin High Income ETF
-24.80%-1.09%28.24%

Correlation

The correlation between BWMX and BTCI is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.14

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Return for Risk

BWMX vs. BTCI — Risk / Return Rank

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

BWMX
BWMX Risk / Return Rank: 9696
Overall Rank
BWMX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
BWMX Sortino Ratio Rank: 9797
Sortino Ratio Rank
BWMX Omega Ratio Rank: 9595
Omega Ratio Rank
BWMX Calmar Ratio Rank: 9898
Calmar Ratio Rank
BWMX Martin Ratio Rank: 9797
Martin Ratio Rank

BTCI
BTCI Risk / Return Rank: 22
Overall Rank
BTCI Sharpe Ratio Rank: 22
Sharpe Ratio Rank
BTCI Sortino Ratio Rank: 33
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.

BWMX vs. BTCI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Betterware de Mexico, S.A.B. de C.V. (BWMX) 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.


BWMXBTCIDifference
Sharpe ratioReturn per unit of total volatility

+4.43

Sortino ratioReturn per unit of downside risk

+5.77

Omega ratioGain probability vs. loss probability

1.57

0.86

+0.71

Calmar ratioReturn relative to maximum drawdown

10.66

-0.77

+11.43

Martin ratioReturn relative to average drawdown

25.25

-1.37

+26.62

BWMX vs. BTCI - Sharpe Ratio Comparison

The current BWMX Sharpe Ratio is 3.54, which is higher than the BTCI Sharpe Ratio of -0.89. The chart below compares the historical Sharpe Ratios of BWMX 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


BWMXBTCIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.54

-0.89

+4.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

-0.07

+0.39

Drawdowns

BWMX vs. BTCI - Drawdown Comparison

The maximum BWMX drawdown since its inception was -85.67%, which is greater than BTCI's maximum drawdown of -44.98%. Use the drawdown chart below to compare losses from any high point for BWMX and BTCI.


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Drawdown Indicators


BWMXBTCIDifference

Max Drawdown

Largest peak-to-trough decline

-85.67%

-44.98%

-40.69%

Max Drawdown (1Y)

Largest decline over 1 year

-14.76%

-44.98%

+30.22%

Max Drawdown (3Y)

Largest decline over 3 years

-57.50%

Max Drawdown (5Y)

Largest decline over 5 years

-85.67%

Current Drawdown

Current decline from peak

-44.34%

-44.39%

+0.05%

Average Drawdown

Average peak-to-trough decline

-51.41%

-15.25%

-36.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.22%

25.20%

-18.98%

Volatility

BWMX vs. BTCI - Volatility Comparison

Betterware de Mexico, S.A.B. de C.V. (BWMX) has a higher volatility of 9.25% compared to NEOS Bitcoin High Income ETF (BTCI) at 8.15%. This indicates that BWMX'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


BWMXBTCIDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.25%

8.15%

+1.10%

Volatility (6M)

Calculated over the trailing 6-month period

28.58%

30.49%

-1.91%

Volatility (1Y)

Calculated over the trailing 1-year period

44.52%

38.98%

+5.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

56.81%

40.12%

+16.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

67.35%

40.12%

+27.23%

Dividends

BWMX vs. BTCI - Dividend Comparison

BWMX's dividend yield for the trailing twelve months is around 6.58%, less than BTCI's 44.34% yield.


PositionTTM202520242023202220212020
BTCI
NEOS Bitcoin High Income ETF
44.34%36.46%6.76%0.00%0.00%0.00%0.00%
BWMX
Betterware de Mexico, S.A.B. de C.V.
6.58%8.24%13.05%7.03%19.37%8.10%2.77%

Frequently Asked Questions


BWMX and BTCI have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BWMX has higher volatility (9.25%) compared to BTCI (8.15%). In terms of maximum drawdown, BWMX dropped -85.67% vs BTCI's -44.98%.

BWMX currently has the higher Sharpe Ratio (3.54 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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