YBTC vs. FSCO
YBTC (Roundhill Bitcoin Covered Call Strategy ETF) is Cryptocurrency fund actively managed by Roundhill, while FSCO (FS Credit Opportunities Corp.) is a stock. Over the past year, YBTC returned -37.59% vs -24.79% for FSCO. At a 0.16 correlation, their price movements are largely independent.
Performance
YBTC vs. FSCO - Performance Comparison
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Returns By Period
In the year-to-date period, YBTC achieves a -24.91% return, which is significantly lower than FSCO's -19.22% return.
YBTC
- 1D
- 0.37%
- 1M
- -18.77%
- YTD
- -24.91%
- 6M
- -26.59%
- 1Y
- -37.59%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FSCO
- 1D
- -1.64%
- 1M
- -5.14%
- YTD
- -19.22%
- 6M
- -17.27%
- 1Y
- -24.79%
- 3Y*
- 13.89%
- 5Y*
- —
- 10Y*
- —
YBTC vs. FSCO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
YBTC Roundhill Bitcoin Covered Call Strategy ETF | -24.91% | -4.23% | 55.31% |
FSCO FS Credit Opportunities Corp. | -19.22% | 3.68% | 34.64% |
Correlation
The correlation between YBTC and FSCO is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Jan 18, 2024 | 0.16 |
The correlation between YBTC and FSCO shifts across timeframes, from 0.16 (all time) to 0.28 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
YBTC vs. FSCO — Risk / Return Rank
YBTC
FSCO
YBTC vs. FSCO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill Bitcoin Covered Call Strategy ETF (YBTC) and FS Credit Opportunities Corp. (FSCO). 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.
| YBTC | FSCO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.04 | ||
| Sortino ratioReturn per unit of downside risk | -0.13 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 0.84 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | -0.77 | -0.70 | -0.07 |
| Martin ratioReturn relative to average drawdown | -1.40 | -1.41 | +0.01 |
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Drawdowns
YBTC vs. FSCO - Drawdown Comparison
The maximum YBTC drawdown since its inception was -48.82%, which is greater than FSCO's maximum drawdown of -35.53%. Use the drawdown chart below to compare losses from any high point for YBTC and FSCO.
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Drawdown Indicators
| YBTC | FSCO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.82% | -35.53% | -13.29% |
Max Drawdown (1Y)Largest decline over 1 year | -48.82% | -35.53% | -13.29% |
Max Drawdown (3Y)Largest decline over 3 years | — | -35.53% | — |
Current DrawdownCurrent decline from peak | -45.17% | -29.47% | -15.70% |
Average DrawdownAverage peak-to-trough decline | -13.27% | -8.02% | -5.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.82% | 17.59% | +9.23% |
Volatility
YBTC vs. FSCO - Volatility Comparison
Roundhill Bitcoin Covered Call Strategy ETF (YBTC) has a higher volatility of 12.36% compared to FS Credit Opportunities Corp. (FSCO) at 5.86%. This indicates that YBTC's price experiences larger fluctuations and is considered to be riskier than FSCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| YBTC | FSCO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.36% | 5.86% | +6.50% |
Volatility (6M)Calculated over the trailing 6-month period | 32.05% | 22.49% | +9.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.81% | 27.31% | +12.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.99% | 28.22% | +12.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.99% | 28.22% | +12.77% |
Dividends
YBTC vs. FSCO - Dividend Comparison
YBTC's dividend yield for the trailing twelve months is around 87.71%, more than FSCO's 16.32% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
FSCO FS Credit Opportunities Corp. | 16.32% | 12.65% | 10.47% | 11.26% | 1.95% |
YBTC Roundhill Bitcoin Covered Call Strategy ETF | 87.71% | 76.04% | 44.53% | 0.00% | 0.00% |
Frequently Asked Questions
YBTC and FSCO have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
YBTC has higher volatility (12.36%) compared to FSCO (5.86%). In terms of maximum drawdown, YBTC dropped -48.82% vs FSCO's -35.53%.
FSCO currently has the higher Sharpe Ratio (-0.91 vs -0.95), 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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