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YBTC vs. BTC-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between YBTC and BTC-USD is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.4

Performance

YBTC vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill Bitcoin Covered Call Strategy ETF (YBTC) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

20.00%40.00%60.00%80.00%100.00%120.00%140.00%160.00%NovemberDecember2025FebruaryMarchApril
59.93%
127.68%
YBTC
BTC-USD

Key characteristics

Sharpe Ratio

YBTC:

0.52

BTC-USD:

2.03

Sortino Ratio

YBTC:

1.01

BTC-USD:

2.63

Omega Ratio

YBTC:

1.12

BTC-USD:

1.27

Calmar Ratio

YBTC:

1.00

BTC-USD:

1.83

Martin Ratio

YBTC:

2.15

BTC-USD:

9.11

Ulcer Index

YBTC:

10.91%

BTC-USD:

11.34%

Daily Std Dev

YBTC:

45.09%

BTC-USD:

42.81%

Max Drawdown

YBTC:

-23.39%

BTC-USD:

-93.07%

Current Drawdown

YBTC:

-10.21%

BTC-USD:

-11.50%

Returns By Period

In the year-to-date period, YBTC achieves a 0.87% return, which is significantly higher than BTC-USD's 0.55% return.


YBTC

YTD

0.87%

1M

7.02%

6M

23.67%

1Y

24.99%

5Y*

N/A

10Y*

N/A

BTC-USD

YTD

0.55%

1M

8.10%

6M

40.97%

1Y

45.69%

5Y*

65.05%

10Y*

82.80%

*Annualized

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Risk-Adjusted Performance

YBTC vs. BTC-USD — Risk-Adjusted Performance Rank

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

YBTC
The Risk-Adjusted Performance Rank of YBTC is 6565
Overall Rank
The Sharpe Ratio Rank of YBTC is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of YBTC is 6565
Sortino Ratio Rank
The Omega Ratio Rank of YBTC is 6060
Omega Ratio Rank
The Calmar Ratio Rank of YBTC is 8282
Calmar Ratio Rank
The Martin Ratio Rank of YBTC is 6161
Martin Ratio Rank

BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 9191
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 8686
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8888
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 9494
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 9393
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

YBTC vs. BTC-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Bitcoin Covered Call Strategy ETF (YBTC) 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.


The chart of Sharpe ratio for YBTC, currently valued at 1.29, compared to the broader market-1.000.001.002.003.004.00
YBTC: 1.29
BTC-USD: 1.90
The chart of Sortino ratio for YBTC, currently valued at 1.88, compared to the broader market-2.000.002.004.006.008.00
YBTC: 1.88
BTC-USD: 2.52
The chart of Omega ratio for YBTC, currently valued at 1.23, compared to the broader market0.501.001.502.002.50
YBTC: 1.23
BTC-USD: 1.26
The chart of Calmar ratio for YBTC, currently valued at 0.94, compared to the broader market0.002.004.006.008.0010.0012.00
YBTC: 0.94
BTC-USD: 1.68
The chart of Martin ratio for YBTC, currently valued at 5.49, compared to the broader market0.0020.0040.0060.00
YBTC: 5.49
BTC-USD: 8.51

The current YBTC Sharpe Ratio is 0.52, which is lower than the BTC-USD Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of YBTC and BTC-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
1.29
1.90
YBTC
BTC-USD

Drawdowns

YBTC vs. BTC-USD - Drawdown Comparison

The maximum YBTC drawdown since its inception was -23.39%, smaller than the maximum BTC-USD drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for YBTC and BTC-USD. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.21%
-11.50%
YBTC
BTC-USD

Volatility

YBTC vs. BTC-USD - Volatility Comparison

The current volatility for Roundhill Bitcoin Covered Call Strategy ETF (YBTC) is 12.80%, while Bitcoin (BTC-USD) has a volatility of 16.24%. This indicates that YBTC experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
12.80%
16.24%
YBTC
BTC-USD