ETH-USD vs. BTCI
ETH-USD (Ethereum) is a cryptocurrency, while BTCI (NEOS Bitcoin High Income ETF) is Cryptocurrency fund actively managed by Neos. Over the past year, ETH-USD returned -33.81% vs -34.15% for BTCI. A 0.59 correlation means they provide meaningful diversification when combined.
Performance
ETH-USD vs. BTCI - Performance Comparison
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Returns By Period
In the year-to-date period, ETH-USD achieves a -43.98% return, which is significantly lower than BTCI's -24.93% return.
ETH-USD
- 1D
- -1.64%
- 1M
- -28.55%
- YTD
- -43.98%
- 6M
- -46.81%
- 1Y
- -33.81%
- 3Y*
- -3.34%
- 5Y*
- -8.64%
- 10Y*
- 61.34%
BTCI
- 1D
- 5.05%
- 1M
- -19.01%
- YTD
- -24.93%
- 6M
- -26.93%
- 1Y
- -34.15%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ETH-USD vs. BTCI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
ETH-USD Ethereum | -43.98% | -10.91% | 27.57% |
BTCI NEOS Bitcoin High Income ETF | -24.93% | -1.09% | 26.12% |
Correlation
The correlation between ETH-USD and BTCI is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Oct 17, 2024 | 0.59 |
The correlation between ETH-USD and BTCI has been stable across timeframes, ranging from 0.59 to 0.62 - a consistent structural relationship.
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Return for Risk
ETH-USD vs. BTCI — Risk / Return Rank
ETH-USD
BTCI
ETH-USD vs. BTCI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ethereum (ETH-USD) 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.
| ETH-USD | BTCI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.37 | ||
| Sortino ratioReturn per unit of downside risk | +0.77 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 0.86 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.50 | -0.73 | +0.23 |
| Martin ratioReturn relative to average drawdown | -0.88 | -1.34 | +0.46 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ETH-USD | BTCI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.50 | -0.87 | +0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.12 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.75 | -0.07 | +0.82 |
Drawdowns
ETH-USD vs. BTCI - Drawdown Comparison
The maximum ETH-USD drawdown since its inception was -94.01%, which is greater than BTCI's maximum drawdown of -47.16%. Use the drawdown chart below to compare losses from any high point for ETH-USD and BTCI.
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Drawdown Indicators
| ETH-USD | BTCI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.01% | -47.16% | -46.85% |
Max Drawdown (1Y)Largest decline over 1 year | -67.53% | -47.16% | -20.37% |
Max Drawdown (3Y)Largest decline over 3 years | -67.53% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -79.35% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -94.01% | — | — |
Current DrawdownCurrent decline from peak | -65.60% | -44.49% | -21.11% |
Average DrawdownAverage peak-to-trough decline | -50.89% | -15.40% | -35.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 44.58% | 25.53% | +19.05% |
Volatility
ETH-USD vs. BTCI - Volatility Comparison
Ethereum (ETH-USD) has a higher volatility of 16.88% compared to NEOS Bitcoin High Income ETF (BTCI) at 10.95%. This indicates that ETH-USD's price experiences larger fluctuations and is considered to be riskier 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
| ETH-USD | BTCI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.88% | 10.95% | +5.93% |
Volatility (6M)Calculated over the trailing 6-month period | 46.80% | 31.23% | +15.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.55% | 39.57% | +16.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.65% | 40.40% | +19.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 78.04% | 40.40% | +37.64% |
Frequently Asked Questions
ETH-USD and BTCI have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ETH-USD has higher volatility (16.88%) compared to BTCI (10.95%). In terms of maximum drawdown, ETH-USD dropped -94.01% vs BTCI's -47.16%.
ETH-USD currently has the higher Sharpe Ratio (-0.50 vs -0.87), 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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