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OBTC vs. LEGR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OBTC vs. LEGR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Osprey Bitcoin Trust (OBTC) and First Trust Indxx Innovative Transaction & Process ETF (LEGR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, OBTC achieves a -31.16% return, which is significantly lower than LEGR's 8.68% return.


OBTC

1D
-5.16%
1M
-26.03%
YTD
-31.16%
6M
-29.55%
1Y
-32.02%
3Y*
55.06%
5Y*
6.73%
10Y*

LEGR

1D
-3.45%
1M
-0.05%
YTD
8.68%
6M
10.95%
1Y
25.85%
3Y*
22.33%
5Y*
11.07%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

OBTC vs. LEGR - Yearly Performance Comparison


2026 (YTD)20252024202320222021
OBTC
Osprey Bitcoin Trust
-31.16%-1.87%130.89%277.81%-73.93%-74.76%
LEGR
First Trust Indxx Innovative Transaction & Process ETF
8.68%30.83%16.25%22.79%-19.01%8.96%

Correlation

The correlation between OBTC and LEGR is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.46

Correlation (3Y)
Calculated over the trailing 3-year period

0.34

Correlation (5Y)
Calculated over the trailing 5-year period

0.36

Correlation (All Time)
Calculated using the full available price history since Feb 16, 2021

0.34

The correlation between OBTC and LEGR shifts across timeframes, from 0.34 (all time) to 0.46 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

OBTC vs. LEGR — Risk / Return Rank

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

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

LEGR
LEGR Risk / Return Rank: 5555
Overall Rank
LEGR Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
LEGR Sortino Ratio Rank: 5555
Sortino Ratio Rank
LEGR Omega Ratio Rank: 5656
Omega Ratio Rank
LEGR Calmar Ratio Rank: 5353
Calmar Ratio Rank
LEGR Martin Ratio Rank: 5656
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.

OBTC vs. LEGR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Osprey Bitcoin Trust (OBTC) and First Trust Indxx Innovative Transaction & Process ETF (LEGR). 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.


OBTCLEGRDifference
Sharpe ratioReturn per unit of total volatility

-2.57

Sortino ratioReturn per unit of downside risk

-3.40

Omega ratioGain probability vs. loss probability

0.90

1.33

-0.43

Calmar ratioReturn relative to maximum drawdown

-0.67

2.50

-3.17

Martin ratioReturn relative to average drawdown

-1.26

9.39

-10.66

OBTC vs. LEGR - Sharpe Ratio Comparison

The current OBTC Sharpe Ratio is -0.72, which is lower than the LEGR Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of OBTC and LEGR, 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


OBTCLEGRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.72

1.84

-2.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

0.65

-0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.23

0.58

-0.81

Drawdowns

OBTC vs. LEGR - Drawdown Comparison

The maximum OBTC drawdown since its inception was -94.50%, which is greater than LEGR's maximum drawdown of -36.12%. Use the drawdown chart below to compare losses from any high point for OBTC and LEGR.


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Drawdown Indicators


OBTCLEGRDifference

Max Drawdown

Largest peak-to-trough decline

-94.50%

-36.12%

-58.38%

Max Drawdown (1Y)

Largest decline over 1 year

-48.14%

-10.40%

-37.74%

Max Drawdown (3Y)

Largest decline over 3 years

-48.14%

-14.25%

-33.89%

Max Drawdown (5Y)

Largest decline over 5 years

-83.76%

-31.45%

-52.31%

Current Drawdown

Current decline from peak

-65.62%

-4.75%

-60.87%

Average Drawdown

Average peak-to-trough decline

-69.62%

-6.61%

-63.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.40%

2.76%

+22.64%

Volatility

OBTC vs. LEGR - Volatility Comparison

Osprey Bitcoin Trust (OBTC) has a higher volatility of 9.93% compared to First Trust Indxx Innovative Transaction & Process ETF (LEGR) at 5.64%. This indicates that OBTC's price experiences larger fluctuations and is considered to be riskier than LEGR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OBTCLEGRDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.93%

5.64%

+4.29%

Volatility (6M)

Calculated over the trailing 6-month period

34.48%

11.79%

+22.69%

Volatility (1Y)

Calculated over the trailing 1-year period

44.58%

14.08%

+30.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.14%

17.02%

+41.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

71.55%

20.34%

+51.21%

OBTC vs. LEGR - Expense Ratio Comparison

OBTC has a 0.49% expense ratio, which is lower than LEGR's 0.65% expense ratio.


Dividends

OBTC vs. LEGR - Dividend Comparison

OBTC has not paid dividends to shareholders, while LEGR's dividend yield for the trailing twelve months is around 1.72%.


PositionTTM20252024202320222021202020192018
LEGR
First Trust Indxx Innovative Transaction & Process ETF
1.72%1.84%2.40%2.56%2.64%1.80%0.95%2.04%1.30%
OBTC
Osprey Bitcoin Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


OBTC and LEGR have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OBTC has higher volatility (9.93%) compared to LEGR (5.64%). In terms of maximum drawdown, OBTC dropped -94.50% vs LEGR's -36.12%.

On 5-year performance, LEGR leads with 11.07% vs 6.73% for OBTC. On fees, OBTC is cheaper at 0.49% per year. On volatility, LEGR has been the lower-risk option at 5.64%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, LEGR has performed better with a 11.07% return vs 6.73%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

OBTC is cheaper with a 0.49% expense ratio, compared with 0.65% for LEGR.

LEGR has the higher dividend yield at 1.72%, compared with 0.00% for OBTC.

OBTC is categorized as Cryptocurrency, while LEGR is Blockchain. OBTC tracks Bitcoin (BTC), while LEGR tracks Indxx Blockchain Index. They also come from different issuers: Osprey Funds and First Trust. Their fees differ too: 0.49% for OBTC and 0.65% for LEGR.

LEGR currently has the higher Sharpe Ratio (1.84 vs -0.72), 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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