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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 26.54% return, which is significantly higher than BTCI's -29.86% return.


BWMX

1D
-1.70%
1M
0.87%
YTD
26.54%
6M
30.40%
1Y
113.56%
3Y*
19.73%
5Y*
-8.62%
10Y*

BTCI

1D
-0.88%
1M
-20.99%
YTD
-29.86%
6M
-29.65%
1Y
-40.76%
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.
26.54%40.14%-10.13%
BTCI
NEOS Bitcoin High Income ETF
-29.86%-1.09%26.12%

Correlation

The correlation between BWMX and BTCI is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.16

Correlation (All Time)
Calculated using the full available price history since Oct 17, 2024

0.12

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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: 9595
Overall Rank
BWMX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
BWMX Sortino Ratio Rank: 9595
Sortino Ratio Rank
BWMX Omega Ratio Rank: 9393
Omega Ratio Rank
BWMX Calmar Ratio Rank: 9696
Calmar Ratio Rank
BWMX Martin Ratio Rank: 9595
Martin Ratio Rank

BTCI
BTCI Risk / Return Rank: 22
Overall Rank
BTCI Sharpe Ratio Rank: 11
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: 11
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.

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.


BWMXBTCIDifference
Sharpe ratioReturn per unit of total volatility

+3.68

Sortino ratioReturn per unit of downside risk

+5.39

Omega ratioGain probability vs. loss probability

1.46

0.83

+0.64

Calmar ratioReturn relative to maximum drawdown

7.74

-0.85

+8.59

Martin ratioReturn relative to average drawdown

18.00

-1.49

+19.49

BWMX vs. BTCI - Sharpe Ratio Comparison

The current BWMX Sharpe Ratio is 2.66, which is higher than the BTCI Sharpe Ratio of -1.03. 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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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 -48.13%. 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%

-48.13%

-37.54%

Max Drawdown (1Y)

Largest decline over 1 year

-14.76%

-48.13%

+33.37%

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

-46.79%

-48.13%

+1.34%

Average Drawdown

Average peak-to-trough decline

-51.32%

-16.20%

-35.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.33%

27.33%

-21.00%

Volatility

BWMX vs. BTCI - Volatility Comparison

The current volatility for Betterware de Mexico, S.A.B. de C.V. (BWMX) is 9.69%, while NEOS Bitcoin High Income ETF (BTCI) has a volatility of 12.99%. 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


BWMXBTCIDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.69%

12.99%

-3.30%

Volatility (6M)

Calculated over the trailing 6-month period

28.55%

31.43%

-2.88%

Volatility (1Y)

Calculated over the trailing 1-year period

43.05%

39.86%

+3.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

56.84%

40.37%

+16.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

67.29%

40.37%

+26.92%

Dividends

BWMX vs. BTCI - Dividend Comparison

BWMX's dividend yield for the trailing twelve months is around 6.88%, less than BTCI's 45.80% yield.


PositionTTM202520242023202220212020
BTCI
NEOS Bitcoin High Income ETF
45.80%36.46%6.76%0.00%0.00%0.00%0.00%
BWMX
Betterware de Mexico, S.A.B. de C.V.
6.88%8.24%13.05%7.03%19.37%8.10%2.77%

Frequently Asked Questions


BWMX and BTCI have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BTCI has higher volatility (12.99%) compared to BWMX (9.69%). In terms of maximum drawdown, BWMX dropped -85.67% vs BTCI's -48.13%.

BWMX currently has the higher Sharpe Ratio (2.66 vs -1.03), 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.

Portfolio Optimizer

Find the right allocation for BWMX and BTCI

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