PortfoliosLab logoPortfoliosLab logo
CJP.NEO vs. BTCC.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CJP.NEO vs. BTCC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Japan Fundamental Index ETF (CAD-Hedged) (CJP.NEO) and Purpose Bitcoin CAD ETF Currency Hedged Units (BTCC.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, CJP.NEO achieves a 20.36% return, which is significantly higher than BTCC.TO's -28.48% return.


CJP.NEO

1D
0.88%
1M
2.18%
6M
15.65%
YTD
20.36%
1Y
43.34%
3Y*
28.63%
5Y*
23.84%
10Y*
16.43%
ALL TIME*
10.52%

BTCC.TO

1D
-1.06%
1M
6.74%
6M
-29.69%
YTD
-28.48%
1Y
-48.11%
3Y*
26.03%
5Y*
10.99%
10Y*
ALL TIME*
0.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
CA$1.02MCA$1.47MCA$2.55M
CA$1.04MCA$644.80KCA$793.54K

CJP.NEO vs. BTCC.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CJP.NEO
iShares Japan Fundamental Index ETF (CAD-Hedged)
20.36%30.67%26.74%35.03%3.67%6.71%
BTCC.TO
Purpose Bitcoin CAD ETF Currency Hedged Units
-28.48%-9.18%116.50%149.22%-65.78%-13.94%

Correlation

The correlation between CJP.NEO and BTCC.TO is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.24

Correlation (3Y)
Calculated over the trailing 3-year period

0.14

Correlation (5Y)
Calculated over the trailing 5-year period

0.17

Correlation (All Time)
Calculated using the full available price history since Feb 25, 2021

0.17

The correlation between CJP.NEO and BTCC.TO shifts across timeframes, from 0.14 (3 years) to 0.24 (1 year), reflecting how their relationship changes across market environments.

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

CJP.NEO vs. BTCC.TO — Risk / Return Rank

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

CJP.NEO
CJP.NEO Risk / Return Rank: 9191
Overall Rank
CJP.NEO Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
CJP.NEO Sortino Ratio Rank: 8989
Sortino Ratio Rank
CJP.NEO Omega Ratio Rank: 9191
Omega Ratio Rank
CJP.NEO Calmar Ratio Rank: 9090
Calmar Ratio Rank
CJP.NEO Martin Ratio Rank: 9090
Martin Ratio Rank

BTCC.TO
BTCC.TO Risk / Return Rank: 11
Overall Rank
BTCC.TO Sharpe Ratio Rank: 11
Sharpe Ratio Rank
BTCC.TO Sortino Ratio Rank: 11
Sortino Ratio Rank
BTCC.TO Omega Ratio Rank: 11
Omega Ratio Rank
BTCC.TO Calmar Ratio Rank: 11
Calmar Ratio Rank
BTCC.TO 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.

CJP.NEO vs. BTCC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Japan Fundamental Index ETF (CAD-Hedged) (CJP.NEO) and Purpose Bitcoin CAD ETF Currency Hedged Units (BTCC.TO). 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.


CJP.NEOBTCC.TODifference
Sharpe ratioReturn per unit of total volatility

+3.43

Sortino ratioReturn per unit of downside risk

+4.77

Omega ratioGain probability vs. loss probability

1.42

0.81

+0.61

Calmar ratioReturn relative to maximum drawdown

3.98

-0.88

+4.87

Martin ratioReturn relative to average drawdown

14.47

-1.38

+15.85

CJP.NEO vs. BTCC.TO - Sharpe Ratio Comparison

The current CJP.NEO Sharpe Ratio is 2.34, which is higher than the BTCC.TO Sharpe Ratio of -1.09. The chart below compares the historical Sharpe Ratios of CJP.NEO and BTCC.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

CJP.NEO vs. BTCC.TO - Drawdown Comparison

The maximum CJP.NEO drawdown since its inception was -38.36%, smaller than the maximum BTCC.TO drawdown of -77.80%. Use the drawdown chart below to compare losses from any high point for CJP.NEO and BTCC.TO.


Loading charts...

Drawdown Indicators


CJP.NEOBTCC.TODifference

Max Drawdown

Largest peak-to-trough decline

-38.36%

-77.80%

+39.44%

Max Drawdown (1Y)

Largest decline over 1 year

-10.99%

-54.58%

+43.59%

Max Drawdown (3Y)

Largest decline over 3 years

-20.86%

-54.58%

+33.72%

Max Drawdown (5Y)

Largest decline over 5 years

-20.86%

-77.80%

+56.94%

Max Drawdown (10Y)

Largest decline over 10 years

-37.75%

Current Drawdown

Current decline from peak

-1.97%

-50.48%

+48.51%

Average Drawdown

Average peak-to-trough decline

-11.09%

-35.16%

+24.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

34.89%

-31.87%

Volatility

CJP.NEO vs. BTCC.TO - Volatility Comparison

The current volatility for iShares Japan Fundamental Index ETF (CAD-Hedged) (CJP.NEO) is 4.78%, while Purpose Bitcoin CAD ETF Currency Hedged Units (BTCC.TO) has a volatility of 9.12%. This indicates that CJP.NEO experiences smaller price fluctuations and is considered to be less risky than BTCC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CJP.NEOBTCC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.78%

9.12%

-4.34%

Volatility (6M)

Calculated over the trailing 6-month period

14.23%

34.29%

-20.06%

Volatility (1Y)

Calculated over the trailing 1-year period

18.70%

44.19%

-25.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.43%

54.60%

-36.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.28%

56.05%

-36.77%

CJP.NEO vs. BTCC.TO - Expense Ratio Comparison

CJP.NEO has a 0.71% expense ratio, which is lower than BTCC.TO's 1.00% expense ratio.


Dividends

CJP.NEO vs. BTCC.TO - Dividend Comparison

CJP.NEO's dividend yield for the trailing twelve months is around 1.16%, while BTCC.TO has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
BTCC.TO
Purpose Bitcoin CAD ETF Currency Hedged Units
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CJP.NEO
iShares Japan Fundamental Index ETF (CAD-Hedged)
1.16%1.48%1.71%1.24%1.96%1.56%1.97%2.42%2.38%1.48%0.97%0.84%

Frequently Asked Questions


CJP.NEO and BTCC.TO have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CJP.NEO is cheaper at 0.71% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CJP.NEO is cheaper with a 0.71% expense ratio, compared with 1.00% for BTCC.TO.

CJP.NEO is categorized as Japan Equities, while BTCC.TO is Cryptocurrency. They also come from different issuers: iShares and Purpose Investments. Their fees differ too: 0.71% for CJP.NEO and 1.00% for BTCC.TO.

Portfolio Optimizer

Find the right allocation for CJP.NEO and BTCC.TO

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