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CBTJ vs. OBTC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CBTJ vs. OBTC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calamos Bitcoin 80 Series Structured Alt Protection ETF - January (CBTJ) and Osprey Bitcoin Trust (OBTC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CBTJ achieves a -16.58% return, which is significantly higher than OBTC's -25.45% return.


CBTJ

1D
-1.44%
1M
-10.52%
YTD
-16.58%
6M
-22.65%
1Y
-30.36%
3Y*
5Y*
10Y*

OBTC

1D
-2.72%
1M
-18.30%
YTD
-25.45%
6M
-25.31%
1Y
-28.83%
3Y*
53.99%
5Y*
8.44%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CBTJ vs. OBTC - Yearly Performance Comparison


Correlation

The correlation between CBTJ and OBTC is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.90

Correlation (All Time)
Calculated using the full available price history since Feb 5, 2025

0.90

The correlation between CBTJ and OBTC has been stable across timeframes, ranging from 0.90 to 0.90 - a consistent structural relationship.

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Return for Risk

CBTJ vs. OBTC — Risk / Return Rank

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

CBTJ
CBTJ Risk / Return Rank: 22
Overall Rank
CBTJ Sharpe Ratio Rank: 11
Sharpe Ratio Rank
CBTJ Sortino Ratio Rank: 11
Sortino Ratio Rank
CBTJ Omega Ratio Rank: 11
Omega Ratio Rank
CBTJ Calmar Ratio Rank: 22
Calmar Ratio Rank
CBTJ Martin Ratio Rank: 33
Martin Ratio Rank

OBTC
OBTC Risk / Return Rank: 44
Overall Rank
OBTC Sharpe Ratio Rank: 44
Sharpe Ratio Rank
OBTC Sortino Ratio Rank: 44
Sortino Ratio Rank
OBTC Omega Ratio Rank: 44
Omega Ratio Rank
OBTC Calmar Ratio Rank: 44
Calmar Ratio Rank
OBTC Martin Ratio Rank: 33
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.

CBTJ vs. OBTC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Calamos Bitcoin 80 Series Structured Alt Protection ETF - January (CBTJ) and Osprey Bitcoin Trust (OBTC). 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.


CBTJOBTCDifference
Sharpe ratioReturn per unit of total volatility

-0.47

Sortino ratioReturn per unit of downside risk

-0.82

Omega ratioGain probability vs. loss probability

0.82

0.91

-0.09

Calmar ratioReturn relative to maximum drawdown

-0.78

-0.64

-0.14

Martin ratioReturn relative to average drawdown

-1.29

-1.15

-0.14

CBTJ vs. OBTC - Sharpe Ratio Comparison

The current CBTJ Sharpe Ratio is -1.12, which is lower than the OBTC Sharpe Ratio of -0.65. The chart below compares the historical Sharpe Ratios of CBTJ and OBTC, 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


CBTJOBTCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.12

-0.65

-0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.80

-0.21

-0.58

Drawdowns

CBTJ vs. OBTC - Drawdown Comparison

The maximum CBTJ drawdown since its inception was -39.12%, smaller than the maximum OBTC drawdown of -94.50%. Use the drawdown chart below to compare losses from any high point for CBTJ and OBTC.


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Drawdown Indicators


CBTJOBTCDifference

Max Drawdown

Largest peak-to-trough decline

-39.12%

-94.50%

+55.38%

Max Drawdown (1Y)

Largest decline over 1 year

-39.12%

-45.41%

+6.29%

Max Drawdown (3Y)

Largest decline over 3 years

-45.41%

Max Drawdown (5Y)

Largest decline over 5 years

-83.76%

Current Drawdown

Current decline from peak

-39.12%

-62.77%

+23.65%

Average Drawdown

Average peak-to-trough decline

-15.13%

-69.63%

+54.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.62%

25.06%

-1.44%

Volatility

CBTJ vs. OBTC - Volatility Comparison

The current volatility for Calamos Bitcoin 80 Series Structured Alt Protection ETF - January (CBTJ) is 4.87%, while Osprey Bitcoin Trust (OBTC) has a volatility of 9.55%. This indicates that CBTJ experiences smaller price fluctuations and is considered to be less risky than OBTC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CBTJOBTCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.87%

9.55%

-4.68%

Volatility (6M)

Calculated over the trailing 6-month period

19.34%

34.48%

-15.14%

Volatility (1Y)

Calculated over the trailing 1-year period

27.13%

44.27%

-17.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.64%

58.11%

-32.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.64%

71.56%

-45.92%

CBTJ vs. OBTC - Expense Ratio Comparison

CBTJ has a 0.69% expense ratio, which is higher than OBTC's 0.49% expense ratio.


Dividends

CBTJ vs. OBTC - Dividend Comparison

CBTJ's dividend yield for the trailing twelve months is around 1.74%, while OBTC has not paid dividends to shareholders.


Frequently Asked Questions


CBTJ and OBTC have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OBTC has higher volatility (9.55%) compared to CBTJ (4.87%). In terms of maximum drawdown, CBTJ dropped -39.12% vs OBTC's -94.50%.

On 1-year performance, OBTC leads with -28.83% vs -30.36% for CBTJ. On fees, OBTC is cheaper at 0.49% per year. On volatility, CBTJ has been the lower-risk option at 4.87%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, OBTC has performed better with a -28.83% return vs -30.36%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

OBTC is cheaper with a 0.49% expense ratio, compared with 0.69% for CBTJ.

CBTJ has the higher dividend yield at 1.74%, compared with 0.00% for OBTC.

CBTJ is categorized as Blockchain, while OBTC is Cryptocurrency. They also come from different issuers: Calamos and Osprey Funds. Their fees differ too: 0.69% for CBTJ and 0.49% for OBTC.

OBTC currently has the higher Sharpe Ratio (-0.65 vs -1.12), 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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