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GBTC vs. CONY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GBTC vs. CONY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grayscale Bitcoin Trust ETF (GBTC) and YieldMax COIN Option Income Strategy ETF (CONY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GBTC achieves a -27.82% return, which is significantly lower than CONY's -24.78% return.


GBTC

1D
-2.74%
1M
-22.25%
YTD
-27.82%
6M
-31.83%
1Y
-40.35%
3Y*
53.36%
5Y*
9.81%
10Y*
49.21%

CONY

1D
0.65%
1M
-14.40%
YTD
-24.78%
6M
-35.02%
1Y
-41.66%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GBTC vs. CONY - Yearly Performance Comparison


2026 (YTD)202520242023
GBTC
Grayscale Bitcoin Trust ETF
-27.82%-7.65%113.81%76.09%
CONY
YieldMax COIN Option Income Strategy ETF
-24.78%-26.34%23.62%81.04%

Correlation

The correlation between GBTC and CONY is 0.75, 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

0.75

Correlation (All Time)
Calculated using the full available price history since Aug 16, 2023

0.69

The correlation between GBTC and CONY has been stable across timeframes, ranging from 0.69 to 0.75 - a consistent structural relationship.

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Return for Risk

GBTC vs. CONY — Risk / Return Rank

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

GBTC
GBTC Risk / Return Rank: 22
Overall Rank
GBTC Sharpe Ratio Rank: 22
Sharpe Ratio Rank
GBTC Sortino Ratio Rank: 22
Sortino Ratio Rank
GBTC Omega Ratio Rank: 22
Omega Ratio Rank
GBTC Calmar Ratio Rank: 22
Calmar Ratio Rank
GBTC Martin Ratio Rank: 22
Martin Ratio Rank

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

GBTC vs. CONY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Grayscale Bitcoin Trust ETF (GBTC) and YieldMax COIN Option Income Strategy ETF (CONY). 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.


GBTCCONYDifference
Sharpe ratioReturn per unit of total volatility

-0.21

Sortino ratioReturn per unit of downside risk

-0.42

Omega ratioGain probability vs. loss probability

0.85

0.90

-0.04

Calmar ratioReturn relative to maximum drawdown

-0.81

-0.66

-0.15

Martin ratioReturn relative to average drawdown

-1.40

-1.10

-0.30

GBTC vs. CONY - Sharpe Ratio Comparison

The current GBTC Sharpe Ratio is -0.93, which is comparable to the CONY Sharpe Ratio of -0.72. The chart below compares the historical Sharpe Ratios of GBTC and CONY, 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


GBTCCONYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.93

-0.72

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.13

+0.52

Drawdowns

GBTC vs. CONY - Drawdown Comparison

The maximum GBTC drawdown since its inception was -89.91%, which is greater than CONY's maximum drawdown of -63.57%. Use the drawdown chart below to compare losses from any high point for GBTC and CONY.


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Drawdown Indicators


GBTCCONYDifference

Max Drawdown

Largest peak-to-trough decline

-89.91%

-63.57%

-26.34%

Max Drawdown (1Y)

Largest decline over 1 year

-49.87%

-63.39%

+13.52%

Max Drawdown (3Y)

Largest decline over 3 years

-49.87%

Max Drawdown (5Y)

Largest decline over 5 years

-85.42%

Max Drawdown (10Y)

Largest decline over 10 years

-89.91%

Current Drawdown

Current decline from peak

-49.87%

-57.39%

+7.52%

Average Drawdown

Average peak-to-trough decline

-43.43%

-22.22%

-21.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.81%

37.85%

-9.04%

Volatility

GBTC vs. CONY - Volatility Comparison

The current volatility for Grayscale Bitcoin Trust ETF (GBTC) is 9.07%, while YieldMax COIN Option Income Strategy ETF (CONY) has a volatility of 15.89%. This indicates that GBTC experiences smaller price fluctuations and is considered to be less risky than CONY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GBTCCONYDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.07%

15.89%

-6.82%

Volatility (6M)

Calculated over the trailing 6-month period

33.86%

43.63%

-9.77%

Volatility (1Y)

Calculated over the trailing 1-year period

43.69%

58.14%

-14.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

62.44%

60.02%

+2.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

82.20%

60.02%

+22.18%

GBTC vs. CONY - Expense Ratio Comparison

GBTC has a 1.50% expense ratio, which is higher than CONY's 0.99% expense ratio.


Dividends

GBTC vs. CONY - Dividend Comparison

GBTC has not paid dividends to shareholders, while CONY's dividend yield for the trailing twelve months is around 191.74%.


PositionTTM202520242023202220212020201920182017
CONY
YieldMax COIN Option Income Strategy ETF
191.74%192.07%155.66%16.43%0.00%0.00%0.00%0.00%0.00%0.00%
GBTC
Grayscale Bitcoin Trust ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%5.61%

Frequently Asked Questions


GBTC and CONY have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CONY has higher volatility (15.89%) compared to GBTC (9.07%). In terms of maximum drawdown, GBTC dropped -89.91% vs CONY's -63.57%.

On 1-year performance, GBTC leads with -40.35% vs -41.66% for CONY. On fees, CONY is cheaper at 0.99% per year. On volatility, GBTC has been the lower-risk option at 9.07%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, GBTC has performed better with a -40.35% return vs -41.66%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CONY is cheaper with a 0.99% expense ratio, compared with 1.50% for GBTC.

CONY has the higher dividend yield at 191.74%, compared with 0.00% for GBTC.

GBTC is categorized as Cryptocurrency, while CONY is Derivative Income. They also come from different issuers: Grayscale and YieldMax. Their fees differ too: 1.50% for GBTC and 0.99% for CONY.

CONY currently has the higher Sharpe Ratio (-0.72 vs -0.93), 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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