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CNAO.TO vs. BTCX-B.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CNAO.TO vs. BTCX-B.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in CI Alternative North American Opportunities Fund (CNAO.TO) and CI Galaxy Bitcoin ETF C$ Unhedged Series Units (BTCX-B.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CNAO.TO achieves a 5.63% return, which is significantly higher than BTCX-B.TO's -25.01% return.


CNAO.TO

1D
-1.36%
1M
1.26%
6M
5.41%
YTD
5.63%
1Y
12.19%
3Y*
17.49%
5Y*
11.88%
10Y*
ALL TIME*
11.92%

BTCX-B.TO

1D
-0.60%
1M
6.21%
6M
-26.36%
YTD
-25.01%
1Y
-44.75%
3Y*
32.09%
5Y*
16.47%
10Y*
ALL TIME*
3.84%
*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$1.06MCA$1.35MCA$1.75M
CA$0.00CA$0.00CA$4.36K

CNAO.TO vs. BTCX-B.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CNAO.TO
CI Alternative North American Opportunities Fund
5.63%7.57%31.71%35.16%-18.93%7.41%
BTCX-B.TO
CI Galaxy Bitcoin ETF C$ Unhedged Series Units
-25.01%-11.32%139.01%149.40%-62.06%41.36%

Correlation

The correlation between CNAO.TO and BTCX-B.TO is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.04

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

-0.02

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

0.01

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2021

0.01

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Return for Risk

CNAO.TO vs. BTCX-B.TO — Risk / Return Rank

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

CNAO.TO
CNAO.TO Risk / Return Rank: 2626
Overall Rank
CNAO.TO Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
CNAO.TO Sortino Ratio Rank: 2727
Sortino Ratio Rank
CNAO.TO Omega Ratio Rank: 2828
Omega Ratio Rank
CNAO.TO Calmar Ratio Rank: 2424
Calmar Ratio Rank
CNAO.TO Martin Ratio Rank: 2525
Martin Ratio Rank

BTCX-B.TO
BTCX-B.TO Risk / Return Rank: 22
Overall Rank
BTCX-B.TO Sharpe Ratio Rank: 11
Sharpe Ratio Rank
BTCX-B.TO Sortino Ratio Rank: 22
Sortino Ratio Rank
BTCX-B.TO Omega Ratio Rank: 22
Omega Ratio Rank
BTCX-B.TO Calmar Ratio Rank: 22
Calmar Ratio Rank
BTCX-B.TO 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.

CNAO.TO vs. BTCX-B.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CI Alternative North American Opportunities Fund (CNAO.TO) and CI Galaxy Bitcoin ETF C$ Unhedged Series Units (BTCX-B.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.


CNAO.TOBTCX-B.TODifference
Sharpe ratioReturn per unit of total volatility

+1.69

Sortino ratioReturn per unit of downside risk

+2.56

Omega ratioGain probability vs. loss probability

1.13

0.83

+0.30

Calmar ratioReturn relative to maximum drawdown

0.70

-0.85

+1.56

Martin ratioReturn relative to average drawdown

2.01

-1.30

+3.31

CNAO.TO vs. BTCX-B.TO - Sharpe Ratio Comparison

The current CNAO.TO Sharpe Ratio is 0.66, which is higher than the BTCX-B.TO Sharpe Ratio of -1.03. The chart below compares the historical Sharpe Ratios of CNAO.TO and BTCX-B.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.


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Drawdowns

CNAO.TO vs. BTCX-B.TO - Drawdown Comparison

The maximum CNAO.TO drawdown since its inception was -27.39%, smaller than the maximum BTCX-B.TO drawdown of -75.26%. Use the drawdown chart below to compare losses from any high point for CNAO.TO and BTCX-B.TO.


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Drawdown Indicators


CNAO.TOBTCX-B.TODifference

Max Drawdown

Largest peak-to-trough decline

-27.39%

-75.26%

+47.87%

Max Drawdown (1Y)

Largest decline over 1 year

-19.73%

-52.71%

+32.98%

Max Drawdown (3Y)

Largest decline over 3 years

-22.55%

-52.71%

+30.16%

Max Drawdown (5Y)

Largest decline over 5 years

-27.39%

-75.26%

+47.87%

Current Drawdown

Current decline from peak

-4.45%

-48.65%

+44.20%

Average Drawdown

Average peak-to-trough decline

-7.02%

-33.37%

+26.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.89%

34.56%

-27.67%

Volatility

CNAO.TO vs. BTCX-B.TO - Volatility Comparison

The current volatility for CI Alternative North American Opportunities Fund (CNAO.TO) is 6.73%, while CI Galaxy Bitcoin ETF C$ Unhedged Series Units (BTCX-B.TO) has a volatility of 9.14%. This indicates that CNAO.TO experiences smaller price fluctuations and is considered to be less risky than BTCX-B.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CNAO.TOBTCX-B.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.73%

9.14%

-2.41%

Volatility (6M)

Calculated over the trailing 6-month period

17.03%

33.74%

-16.71%

Volatility (1Y)

Calculated over the trailing 1-year period

20.95%

43.73%

-22.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.78%

53.25%

-34.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.72%

54.59%

-35.87%

CNAO.TO vs. BTCX-B.TO - Expense Ratio Comparison

CNAO.TO has a 1.21% expense ratio, which is higher than BTCX-B.TO's 0.80% expense ratio.


Dividends

CNAO.TO vs. BTCX-B.TO - Dividend Comparison

Neither CNAO.TO nor BTCX-B.TO has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CNAO.TO and BTCX-B.TO have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BTCX-B.TO is cheaper at 0.80% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BTCX-B.TO is cheaper with a 0.80% expense ratio, compared with 1.21% for CNAO.TO.

CNAO.TO is categorized as Long-Short, while BTCX-B.TO is Cryptocurrency. Their fees differ too: 1.21% for CNAO.TO and 0.80% for BTCX-B.TO.

Portfolio Optimizer

Find the right allocation for CNAO.TO and BTCX-B.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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