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BITI vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

BITI vs. BTC-USD - Performance Comparison

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

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Returns By Period

In the year-to-date period, BITI achieves a 29.11% return, which is significantly higher than BTC-USD's -28.07% return.


BITI

1D
3.32%
1M
20.07%
YTD
29.11%
6M
29.34%
1Y
47.64%
3Y*
-29.87%
5Y*
10Y*

BTC-USD

1D
-1.58%
1M
-18.24%
YTD
-28.07%
6M
-28.01%
1Y
-40.30%
3Y*
27.25%
5Y*
12.68%
10Y*
57.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BITI vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)2025202420232022
BITI
ProShares Shrt Bitcoin ETF
29.11%-1.76%-62.60%-66.17%3.39%
BTC-USD
Bitcoin
-28.07%-6.27%120.76%155.82%-19.56%

Correlation

The correlation between BITI and BTC-USD is -0.72, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.72

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

-0.72

Correlation (All Time)
Calculated using the full available price history since Jun 21, 2022

-0.71

The correlation between BITI and BTC-USD has been stable across timeframes, ranging from -0.72 to -0.71 - a consistent structural relationship.

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Return for Risk

BITI vs. BTC-USD — Risk / Return Rank

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

BITI
BITI Risk / Return Rank: 3333
Overall Rank
BITI Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
BITI Sortino Ratio Rank: 3232
Sortino Ratio Rank
BITI Omega Ratio Rank: 3030
Omega Ratio Rank
BITI Calmar Ratio Rank: 3939
Calmar Ratio Rank
BITI Martin Ratio Rank: 3131
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 2121
Overall Rank
BTC-USD Sharpe Ratio Rank: 77
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 2525
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 2525
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 3636
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 1212
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.

BITI vs. BTC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Shrt Bitcoin ETF (BITI) 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.

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.


BITIBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+2.03

Sortino ratioReturn per unit of downside risk

+2.97

Omega ratioGain probability vs. loss probability

1.20

0.86

+0.33

Calmar ratioReturn relative to maximum drawdown

1.89

-0.79

+2.68

Martin ratioReturn relative to average drawdown

4.36

-1.32

+5.68

BITI vs. BTC-USD - Sharpe Ratio Comparison

The current BITI Sharpe Ratio is 1.09, which is higher than the BTC-USD Sharpe Ratio of -0.94. The chart below compares the historical Sharpe Ratios of BITI and BTC-USD, 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

BITI vs. BTC-USD - Drawdown Comparison

The maximum BITI drawdown since its inception was -92.16%, which is greater than BTC-USD's maximum drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for BITI and BTC-USD.


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Drawdown Indicators


BITIBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-92.16%

-85.30%

-6.86%

Max Drawdown (1Y)

Largest decline over 1 year

-25.28%

-51.21%

+25.93%

Max Drawdown (3Y)

Largest decline over 3 years

-84.63%

-51.21%

-33.42%

Max Drawdown (5Y)

Largest decline over 5 years

-76.67%

Max Drawdown (10Y)

Largest decline over 10 years

-83.80%

Current Drawdown

Current decline from peak

-85.90%

-49.54%

-36.36%

Average Drawdown

Average peak-to-trough decline

-68.12%

-42.40%

-25.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.39%

31.29%

-19.90%

Volatility

BITI vs. BTC-USD - Volatility Comparison

ProShares Shrt Bitcoin ETF (BITI) has a higher volatility of 12.93% compared to Bitcoin (BTC-USD) at 12.23%. This indicates that BITI's price experiences larger fluctuations and is considered to be riskier than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BITIBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.93%

12.23%

+0.70%

Volatility (6M)

Calculated over the trailing 6-month period

34.15%

34.57%

-0.42%

Volatility (1Y)

Calculated over the trailing 1-year period

44.06%

35.70%

+8.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.46%

44.26%

+8.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

52.46%

56.41%

-3.95%

Frequently Asked Questions


BITI and BTC-USD have a correlation of -0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BITI has higher volatility (12.93%) compared to BTC-USD (12.23%). In terms of maximum drawdown, BITI dropped -92.16% vs BTC-USD's -85.30%.

BITI currently has the higher Sharpe Ratio (1.09 vs -0.94), 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

Find the right allocation for BITI and BTC-USD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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