LFGY vs. BTC-USD
LFGY (YieldMax Crypto Industry & Tech Portfolio Option Income ETF) is Derivative Income fund actively managed by YieldMax, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past year, LFGY returned -13.47% vs -46.45% for BTC-USD. At a 0.49 correlation, their price movements are largely independent.
Performance
LFGY vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, LFGY achieves a 4.57% return, which is significantly higher than BTC-USD's -27.00% return.
LFGY
- 1D
- -1.90%
- 1M
- -10.57%
- 6M
- -5.78%
- YTD
- 4.57%
- 1Y
- -13.47%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BTC-USD
- 1D
- 0.16%
- 1M
- -0.89%
- 6M
- -33.12%
- YTD
- -27.00%
- 1Y
- -46.45%
- 3Y*
- 28.84%
- 5Y*
- 14.98%
- 10Y*
- 57.64%
LFGY vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
LFGY YieldMax Crypto Industry & Tech Portfolio Option Income ETF | 4.57% | -9.35% |
BTC-USD Bitcoin | -27.00% | -7.42% |
Correlation
The correlation between LFGY and BTC-USD is 0.52, 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 | 0.52 |
Correlation (All Time) Calculated using the full available price history since Jan 14, 2025 | 0.49 |
The correlation between LFGY and BTC-USD has been stable across timeframes, ranging from 0.49 to 0.52 - a consistent structural relationship.
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Return for Risk
LFGY vs. BTC-USD — Risk / Return Rank
LFGY
BTC-USD
LFGY vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax Crypto Industry & Tech Portfolio Option Income ETF (LFGY) and Bitcoin (BTC-USD). 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.
| LFGY | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.74 | ||
| Sortino ratioReturn per unit of downside risk | +1.41 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 0.83 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | -0.38 | -0.88 | +0.50 |
| Martin ratioReturn relative to average drawdown | -0.79 | -1.41 | +0.62 |
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Drawdowns
LFGY vs. BTC-USD - Drawdown Comparison
The maximum LFGY drawdown since its inception was -35.94%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for LFGY and BTC-USD.
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Drawdown Indicators
| LFGY | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.94% | -85.30% | +49.36% |
Max Drawdown (1Y)Largest decline over 1 year | -35.94% | -53.08% | +17.14% |
Max Drawdown (3Y)Largest decline over 3 years | — | -53.08% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -76.67% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -83.80% | — |
Current DrawdownCurrent decline from peak | -20.12% | -48.79% | +28.67% |
Average DrawdownAverage peak-to-trough decline | -14.05% | -42.59% | +28.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.17% | 29.41% | -12.24% |
Volatility
LFGY vs. BTC-USD - Volatility Comparison
YieldMax Crypto Industry & Tech Portfolio Option Income ETF (LFGY) has a higher volatility of 10.65% compared to Bitcoin (BTC-USD) at 9.63%. This indicates that LFGY's price experiences larger fluctuations and is considered to be riskier than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LFGY | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.65% | 9.63% | +1.02% |
Volatility (6M)Calculated over the trailing 6-month period | 32.14% | 34.90% | -2.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.28% | 35.73% | +3.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.20% | 43.96% | -1.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.20% | 56.33% | -14.13% |
Frequently Asked Questions
LFGY and BTC-USD have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LFGY has higher volatility (10.65%) compared to BTC-USD (9.63%). In terms of maximum drawdown, LFGY dropped -35.94% vs BTC-USD's -85.30%.
LFGY currently has the higher Sharpe Ratio (-0.34 vs -1.08), 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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