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 -1.80% vs -44.53% for BTC-USD. A 0.50 correlation means they provide meaningful diversification when combined.
Performance
LFGY vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, LFGY achieves a 10.26% return, which is significantly higher than BTC-USD's -31.91% return.
LFGY
- 1D
- -2.04%
- 1M
- -7.41%
- YTD
- 10.26%
- 6M
- 6.48%
- 1Y
- -1.80%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BTC-USD
- 1D
- -2.31%
- 1M
- -21.43%
- YTD
- -31.91%
- 6M
- -31.66%
- 1Y
- -44.53%
- 3Y*
- 25.32%
- 5Y*
- 13.04%
- 10Y*
- 56.92%
LFGY vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
LFGY YieldMax Crypto Industry & Tech Portfolio Option Income ETF | 10.26% | -9.35% |
BTC-USD Bitcoin | -31.91% | -7.42% |
Correlation
The correlation between LFGY and BTC-USD is 0.54, 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 | 0.54 |
Correlation (All Time) Calculated using the full available price history since Jan 14, 2025 | 0.50 |
The correlation between LFGY and BTC-USD has been stable across timeframes, ranging from 0.50 to 0.54 - 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 | +0.99 | ||
| Sortino ratioReturn per unit of downside risk | +1.75 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 0.84 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | -0.05 | -0.85 | +0.80 |
| Martin ratioReturn relative to average drawdown | -0.11 | -1.45 | +1.34 |
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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% | -52.23% | +16.29% |
Max Drawdown (3Y)Largest decline over 3 years | — | -52.23% | — |
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 | -15.78% | -52.23% | +36.45% |
Average DrawdownAverage peak-to-trough decline | -13.95% | -42.42% | +28.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.69% | 31.57% | -14.88% |
Volatility
LFGY vs. BTC-USD - Volatility Comparison
YieldMax Crypto Industry & Tech Portfolio Option Income ETF (LFGY) has a higher volatility of 13.75% compared to Bitcoin (BTC-USD) at 12.44%. 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 | 13.75% | 12.44% | +1.31% |
Volatility (6M)Calculated over the trailing 6-month period | 31.52% | 34.75% | -3.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.63% | 35.63% | +3.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.38% | 44.15% | -1.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.38% | 56.40% | -14.02% |
Frequently Asked Questions
LFGY and BTC-USD have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LFGY has higher volatility (13.75%) compared to BTC-USD (12.44%). In terms of maximum drawdown, LFGY dropped -35.94% vs BTC-USD's -85.30%.
LFGY currently has the higher Sharpe Ratio (-0.05 vs -1.04), 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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