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NEHI vs. BTC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NEHI vs. BTC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NEOS Ethereum High Income ETF (NEHI) and Grayscale Bitcoin Mini Trust ETF (BTC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NEHI achieves a -35.82% return, which is significantly lower than BTC's -25.36% return.


NEHI

1D
-5.42%
1M
-21.57%
YTD
-35.82%
6M
-37.76%
1Y
3Y*
5Y*
10Y*

BTC

1D
-2.73%
1M
-18.40%
YTD
-25.36%
6M
-29.74%
1Y
-38.61%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NEHI vs. BTC - Yearly Performance Comparison


2026 (YTD)2025
NEHI
NEOS Ethereum High Income ETF
-35.82%-3.02%
BTC
Grayscale Bitcoin Mini Trust ETF
-25.36%-5.88%

Correlation

The correlation between NEHI and BTC is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 4, 2025

0.91

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Return for Risk

NEHI vs. BTC — Risk / Return Rank

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

NEHI

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

NEHI vs. BTC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NEOS Ethereum High Income ETF (NEHI) and Grayscale Bitcoin Mini Trust ETF (BTC). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

NEHI vs. BTC - Sharpe Ratio Comparison


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Sharpe Ratios by Period


NEHIBTCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.89

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.08

-0.00

-1.08

Drawdowns

NEHI vs. BTC - Drawdown Comparison

The maximum NEHI drawdown since its inception was -42.60%, smaller than the maximum BTC drawdown of -49.34%. Use the drawdown chart below to compare losses from any high point for NEHI and BTC.


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Drawdown Indicators


NEHIBTCDifference

Max Drawdown

Largest peak-to-trough decline

-42.60%

-49.34%

+6.74%

Max Drawdown (1Y)

Largest decline over 1 year

-49.34%

Current Drawdown

Current decline from peak

-42.60%

-47.98%

+5.38%

Average Drawdown

Average peak-to-trough decline

-25.09%

-16.61%

-8.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.38%

Volatility

NEHI vs. BTC - Volatility Comparison


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Volatility by Period


NEHIBTCDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.40%

Volatility (6M)

Calculated over the trailing 6-month period

34.45%

Volatility (1Y)

Calculated over the trailing 1-year period

57.40%

43.69%

+13.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

57.40%

48.30%

+9.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

57.40%

48.30%

+9.10%

NEHI vs. BTC - Expense Ratio Comparison

NEHI has a 0.98% expense ratio, which is higher than BTC's 0.15% expense ratio.


Dividends

NEHI vs. BTC - Dividend Comparison

NEHI's dividend yield for the trailing twelve months is around 24.35%, while BTC has not paid dividends to shareholders.


PositionTTM2025
BTC
Grayscale Bitcoin Mini Trust ETF
0.00%0.00%
NEHI
NEOS Ethereum High Income ETF
24.35%2.87%

Frequently Asked Questions


With a correlation of 0.91, NEHI and BTC move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, BTC is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BTC is cheaper with a 0.15% expense ratio, compared with 0.98% for NEHI.

NEHI has the higher dividend yield at 24.35%, compared with 0.00% for BTC.

They also come from different issuers: Neos and Grayscale. Their fees differ too: 0.98% for NEHI and 0.15% for BTC.

Portfolio Optimizer

Find the right allocation for NEHI and BTC

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