BWMX vs. BTCI
BWMX (Betterware de Mexico, S.A.B. de C.V.) is a stock, while BTCI (NEOS Bitcoin High Income ETF) is Cryptocurrency fund actively managed by Neos. Over the past year, BWMX returned 103.72% vs -41.43% for BTCI. At a 0.13 correlation, their price movements are largely independent.
Performance
BWMX vs. BTCI - Performance Comparison
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Returns By Period
In the year-to-date period, BWMX achieves a 35.01% return, which is significantly higher than BTCI's -24.61% return.
BWMX
- 1D
- 2.27%
- 1M
- 3.35%
- 6M
- 16.69%
- YTD
- 35.01%
- 1Y
- 103.72%
- 3Y*
- 21.95%
- 5Y*
- -9.03%
- 10Y*
- —
BTCI
- 1D
- -0.68%
- 1M
- -3.01%
- 6M
- -29.88%
- YTD
- -24.61%
- 1Y
- -41.43%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BWMX vs. BTCI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
BWMX Betterware de Mexico, S.A.B. de C.V. | 35.01% | 40.14% | -10.13% |
BTCI NEOS Bitcoin High Income ETF | -24.61% | -1.09% | 26.12% |
Correlation
The correlation between BWMX and BTCI is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Oct 17, 2024 | 0.13 |
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Return for Risk
BWMX vs. BTCI — Risk / Return Rank
BWMX
BTCI
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.
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.
| BWMX | BTCI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.57 | ||
| Sortino ratioReturn per unit of downside risk | +5.21 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 0.83 | +0.62 |
| Calmar ratioReturn relative to maximum drawdown | 7.06 | -0.86 | +7.92 |
| Martin ratioReturn relative to average drawdown | 16.37 | -1.41 | +17.78 |
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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 -48.42%. Use the drawdown chart below to compare losses from any high point for BWMX and BTCI.
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Drawdown Indicators
| BWMX | BTCI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.67% | -48.42% | -37.25% |
Max Drawdown (1Y)Largest decline over 1 year | -14.76% | -48.42% | +33.66% |
Max Drawdown (3Y)Largest decline over 3 years | -57.50% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -84.80% | — | — |
Current DrawdownCurrent decline from peak | -43.23% | -44.25% | +1.02% |
Average DrawdownAverage peak-to-trough decline | -51.26% | -17.15% | -34.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.38% | 29.39% | -23.01% |
Volatility
BWMX vs. BTCI - Volatility Comparison
The current volatility for Betterware de Mexico, S.A.B. de C.V. (BWMX) is 7.77%, while NEOS Bitcoin High Income ETF (BTCI) has a volatility of 9.70%. This indicates that BWMX experiences smaller price fluctuations and is considered to be less risky 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
| BWMX | BTCI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.77% | 9.70% | -1.93% |
Volatility (6M)Calculated over the trailing 6-month period | 26.40% | 31.60% | -5.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 41.32% | 39.91% | +1.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 56.38% | 40.04% | +16.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 67.02% | 40.04% | +26.98% |
Dividends
BWMX vs. BTCI - Dividend Comparison
BWMX's dividend yield for the trailing twelve months is around 6.45%, less than BTCI's 42.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
BTCI NEOS Bitcoin High Income ETF | 42.61% | 36.46% | 6.76% | 0.00% | 0.00% | 0.00% | 0.00% |
BWMX Betterware de Mexico, S.A.B. de C.V. | 6.45% | 8.24% | 13.05% | 7.03% | 19.37% | 8.10% | 2.77% |
Frequently Asked Questions
BWMX and BTCI have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTCI has higher volatility (9.70%) compared to BWMX (7.77%). In terms of maximum drawdown, BWMX dropped -85.67% vs BTCI's -48.42%.
BWMX currently has the higher Sharpe Ratio (2.53 vs -1.04), 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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