NEOS Bitcoin High Income ETF

10-Year Study

BTCI.US · · US · ETF

Executive Summary: NEOS Bitcoin High Income ETF has compounded at 2.5% annually over the last 10 years, with a maximum drawdown of 39.9% and an annualized volatility of 47.2%.

1Y CAGR
-27.5%
3Y CAGR
+2.5%
5Y CAGR
+2.5%
10Y CAGR
+2.5%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
39.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.16
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.25
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
41.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +-1.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -14.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
0%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-3.5-20.41.69.3————————-14.8%
202510.6-17.1-0.612.510.43.47.9-6.55.8-3.2-16.0-2.5-1.1%
2024——————————27.9-3.723.2%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 47.2%. The dominant macroeconomic risk driver is BTC-USD.CC, accounting for 71.3% of variance. Idiosyncratic stock-specific factors contribute 0.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-10-0110000
2024-11-0112787.9218568295
2024-12-0112319.211638803694
2025-01-0113630.826817219851
2025-02-0111299.52947338851
2025-03-0111228.329723946887
2025-04-0112636.1573737449
2025-05-0113949.209747233868
2025-06-0114416.645283783564
2025-07-0115548.373388144268
2025-08-0114531.379883049909
2025-09-0115371.286633411448
2025-10-0114882.8580989867
2025-11-0112502.67622305577
2025-12-0112185.089278005154
2026-01-0111756.161725129366
2026-02-019352.14549455375
2026-03-019499.94822781134
2026-04-0110383.866534547904
Annual Return Matrix
YearAnnual Return
2025-0.010887251938758058
2026-0.14782187494584653
Total Factor Risk
0.47213959225923635
VTI.US Exposure
-0.08127046868738398
VEA.US Exposure
-0.01589883781273019
VWO.US Exposure
0.023982687815377667
QQQ.US Exposure
0.042822662732307844
VTV.US Exposure
0.016252435390984393
IJR.US Exposure
-0.01351641680813692
QUAL.US Exposure
0.016770134017044875
SHV.US Exposure
0.13733027647737553
TLT.US Exposure
-0.020378753362976215
LQD.US Exposure
0.14183993472861642
HYG.US Exposure
0.014674155433179509
GLD.US Exposure
0.0014941630173053474
USO.US Exposure
-0.00010157972680824469
VNQ.US Exposure
0.0004132064676892947
BTC-USD.CC Exposure
0.7127420340637299
CPER.US Exposure
0.0000013957040749259106
VIX.INDX Exposure
0.0022867712612094464
UUP.US Exposure
-0.0027961501693518024
TIP.US Exposure
0.021470808908720156
Idiosyncratic Exposure
0.0018815405497720026
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
47.2%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$447
Avg Yield on Cost
4.47%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$446.64.47%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+6.4%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-20.5%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
37.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is NEOS Bitcoin High Income ETF a high-risk investment?

NEOS Bitcoin High Income ETF (BTCI.US) has an annualized volatility of 47.2% and experienced a maximum drawdown of 39.9% over the last 10 years. Its primary macro risk driver is BTC-USD.CC.

What is the 10-year return of BTCI.US?

Over the past 10 years, BTCI.US has generated a Compound Annual Growth Rate (CAGR) of 2.5%. It has had a positive return in 0% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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