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BITO vs. NOBL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BITO vs. NOBL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Bitcoin Strategy ETF (BITO) and ProShares S&P 500 Dividend Aristocrats ETF (NOBL). The values are adjusted to include any dividend payments, if applicable.

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BITO vs. NOBL - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BITO
ProShares Bitcoin Strategy ETF
-22.79%-11.19%104.45%137.33%-63.91%-31.09%
NOBL
ProShares S&P 500 Dividend Aristocrats ETF
2.32%6.84%6.72%8.09%-6.52%7.18%

Returns By Period

In the year-to-date period, BITO achieves a -22.79% return, which is significantly lower than NOBL's 2.32% return.


BITO

1D
0.60%
1M
-1.72%
YTD
-22.79%
6M
-43.10%
1Y
-23.27%
3Y*
24.87%
5Y*
10Y*

NOBL

1D
-0.04%
1M
-6.79%
YTD
2.32%
6M
4.06%
1Y
6.18%
3Y*
7.40%
5Y*
6.30%
10Y*
9.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BITO vs. NOBL - Expense Ratio Comparison

BITO has a 0.95% expense ratio, which is higher than NOBL's 0.35% expense ratio.


Return for Risk

BITO vs. NOBL — Risk / Return Rank

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

BITO
BITO Risk / Return Rank: 55
Overall Rank
BITO Sharpe Ratio Rank: 44
Sharpe Ratio Rank
BITO Sortino Ratio Rank: 44
Sortino Ratio Rank
BITO Omega Ratio Rank: 55
Omega Ratio Rank
BITO Calmar Ratio Rank: 55
Calmar Ratio Rank
BITO Martin Ratio Rank: 55
Martin Ratio Rank

NOBL
NOBL Risk / Return Rank: 2323
Overall Rank
NOBL Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
NOBL Sortino Ratio Rank: 2323
Sortino Ratio Rank
NOBL Omega Ratio Rank: 2222
Omega Ratio Rank
NOBL Calmar Ratio Rank: 2424
Calmar Ratio Rank
NOBL Martin Ratio Rank: 2525
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.

BITO vs. NOBL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Bitcoin Strategy ETF (BITO) and ProShares S&P 500 Dividend Aristocrats ETF (NOBL). 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.


BITONOBLDifference

Sharpe ratio

Return per unit of total volatility

-0.52

0.41

-0.92

Sortino ratio

Return per unit of downside risk

-0.50

0.70

-1.19

Omega ratio

Gain probability vs. loss probability

0.94

1.09

-0.14

Calmar ratio

Return relative to maximum drawdown

-0.42

0.54

-0.96

Martin ratio

Return relative to average drawdown

-0.89

1.89

-2.78

BITO vs. NOBL - Sharpe Ratio Comparison

The current BITO Sharpe Ratio is -0.52, which is lower than the NOBL Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of BITO and NOBL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BITONOBLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.52

0.41

-0.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.08

0.64

-0.72

Correlation

The correlation between BITO and NOBL is 0.27, 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.


Dividends

BITO vs. NOBL - Dividend Comparison

BITO's dividend yield for the trailing twelve months is around 80.47%, more than NOBL's 2.14% yield.


TTM20252024202320222021202020192018201720162015
BITO
ProShares Bitcoin Strategy ETF
80.47%78.29%61.59%15.14%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NOBL
ProShares S&P 500 Dividend Aristocrats ETF
2.14%2.14%2.05%2.09%1.94%1.89%2.14%1.89%2.37%1.74%2.13%2.02%

Drawdowns

BITO vs. NOBL - Drawdown Comparison

The maximum BITO drawdown since its inception was -77.86%, which is greater than NOBL's maximum drawdown of -35.43%. Use the drawdown chart below to compare losses from any high point for BITO and NOBL.


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Drawdown Indicators


BITONOBLDifference

Max Drawdown

Largest peak-to-trough decline

-77.86%

-35.43%

-42.43%

Max Drawdown (1Y)

Largest decline over 1 year

-50.05%

-11.20%

-38.85%

Max Drawdown (5Y)

Largest decline over 5 years

-17.92%

Max Drawdown (10Y)

Largest decline over 10 years

-35.43%

Current Drawdown

Current decline from peak

-46.75%

-7.07%

-39.68%

Average Drawdown

Average peak-to-trough decline

-36.57%

-3.45%

-33.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.73%

3.18%

+20.55%

Volatility

BITO vs. NOBL - Volatility Comparison

ProShares Bitcoin Strategy ETF (BITO) has a higher volatility of 12.84% compared to ProShares S&P 500 Dividend Aristocrats ETF (NOBL) at 3.55%. This indicates that BITO's price experiences larger fluctuations and is considered to be riskier than NOBL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BITONOBLDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.84%

3.55%

+9.29%

Volatility (6M)

Calculated over the trailing 6-month period

36.71%

8.06%

+28.65%

Volatility (1Y)

Calculated over the trailing 1-year period

45.32%

15.24%

+30.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

55.77%

14.39%

+41.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

55.77%

16.59%

+39.18%