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NVO vs. BTCI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NVO vs. BTCI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Novo Nordisk A/S (NVO) and NEOS Bitcoin High Income ETF (BTCI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NVO achieves a -12.15% return, which is significantly higher than BTCI's -25.54% return.


NVO

1D
-0.76%
1M
-3.94%
YTD
-12.15%
6M
-7.05%
1Y
-38.72%
3Y*
-16.67%
5Y*
3.13%
10Y*
7.50%

BTCI

1D
-2.32%
1M
-16.42%
YTD
-25.54%
6M
-25.93%
1Y
-34.62%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NVO vs. BTCI - Yearly Performance Comparison


2026 (YTD)20252024
NVO
Novo Nordisk A/S
-12.15%-39.22%-27.12%
BTCI
NEOS Bitcoin High Income ETF
-25.54%-1.09%26.12%

Correlation

The correlation between NVO and BTCI is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.21

Correlation (All Time)
Calculated using the full available price history since Oct 17, 2024

0.13

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Return for Risk

NVO vs. BTCI — Risk / Return Rank

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

NVO
NVO Risk / Return Rank: 1313
Overall Rank
NVO Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
NVO Sortino Ratio Rank: 1414
Sortino Ratio Rank
NVO Omega Ratio Rank: 1212
Omega Ratio Rank
NVO Calmar Ratio Rank: 1313
Calmar Ratio Rank
NVO Martin Ratio Rank: 1515
Martin Ratio Rank

BTCI
BTCI Risk / Return Rank: 22
Overall Rank
BTCI Sharpe Ratio Rank: 22
Sharpe Ratio Rank
BTCI Sortino Ratio Rank: 33
Sortino Ratio Rank
BTCI Omega Ratio Rank: 33
Omega Ratio Rank
BTCI Calmar Ratio Rank: 33
Calmar Ratio Rank
BTCI 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.

NVO vs. BTCI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Novo Nordisk A/S (NVO) 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.

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.


NVOBTCIDifference
Sharpe ratioReturn per unit of total volatility

+0.13

Sortino ratioReturn per unit of downside risk

+0.32

Omega ratioGain probability vs. loss probability

0.87

0.86

+0.01

Calmar ratioReturn relative to maximum drawdown

-0.77

-0.74

-0.03

Martin ratioReturn relative to average drawdown

-1.20

-1.31

+0.11

NVO vs. BTCI - Sharpe Ratio Comparison

The current NVO Sharpe Ratio is -0.76, which is comparable to the BTCI Sharpe Ratio of -0.89. The chart below compares the historical Sharpe Ratios of NVO and BTCI, 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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Drawdowns

NVO vs. BTCI - Drawdown Comparison

The maximum NVO drawdown since its inception was -74.70%, which is greater than BTCI's maximum drawdown of -47.16%. Use the drawdown chart below to compare losses from any high point for NVO and BTCI.


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Drawdown Indicators


NVOBTCIDifference

Max Drawdown

Largest peak-to-trough decline

-74.70%

-47.16%

-27.54%

Max Drawdown (1Y)

Largest decline over 1 year

-50.59%

-47.16%

-3.43%

Max Drawdown (3Y)

Largest decline over 3 years

-74.70%

Max Drawdown (5Y)

Largest decline over 5 years

-74.70%

Max Drawdown (10Y)

Largest decline over 10 years

-74.70%

Current Drawdown

Current decline from peak

-68.62%

-44.94%

-23.68%

Average Drawdown

Average peak-to-trough decline

-17.81%

-15.92%

-1.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

32.66%

26.71%

+5.95%

Volatility

NVO vs. BTCI - Volatility Comparison

The current volatility for Novo Nordisk A/S (NVO) is 10.13%, while NEOS Bitcoin High Income ETF (BTCI) has a volatility of 12.11%. This indicates that NVO experiences smaller price fluctuations and is considered to be less risky 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


NVOBTCIDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.13%

12.11%

-1.98%

Volatility (6M)

Calculated over the trailing 6-month period

37.86%

31.18%

+6.68%

Volatility (1Y)

Calculated over the trailing 1-year period

51.56%

39.53%

+12.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.34%

40.31%

-1.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.53%

40.31%

-7.78%

Dividends

NVO vs. BTCI - Dividend Comparison

NVO's dividend yield for the trailing twelve months is around 4.17%, less than BTCI's 48.02% yield.


PositionTTM20252024202320222021202020192018201720162015
BTCI
NEOS Bitcoin High Income ETF
48.02%36.46%6.76%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NVO
Novo Nordisk A/S
4.17%3.31%1.68%1.00%1.20%1.35%1.87%2.14%1.45%1.52%2.87%0.92%

Frequently Asked Questions


NVO and BTCI have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BTCI has higher volatility (12.11%) compared to NVO (10.13%). In terms of maximum drawdown, NVO dropped -74.70% vs BTCI's -47.16%.

NVO currently has the higher Sharpe Ratio (-0.76 vs -0.89), 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.

Portfolio Optimizer

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