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BITU vs. BOIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BITU vs. BOIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Proshares Ultra Bitcoin ETF (BITU) and ProShares Ultra Bloomberg Natural Gas (BOIL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BITU achieves a -52.92% return, which is significantly lower than BOIL's -36.77% return.


BITU

1D
-5.58%
1M
-34.84%
YTD
-52.92%
6M
-59.11%
1Y
-73.07%
3Y*
5Y*
10Y*

BOIL

1D
4.32%
1M
4.62%
YTD
-36.77%
6M
-62.98%
1Y
-74.31%
3Y*
-60.61%
5Y*
-64.63%
10Y*
-56.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BITU vs. BOIL - Yearly Performance Comparison


2026 (YTD)20252024
BITU
Proshares Ultra Bitcoin ETF
-52.92%-37.07%37.90%
BOIL
ProShares Ultra Bloomberg Natural Gas
-36.77%-58.98%-22.74%

Correlation

The correlation between BITU and BOIL is -0.13, 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

-0.13

Correlation (All Time)
Calculated using the full available price history since Apr 3, 2024

-0.03

The correlation between BITU and BOIL shifts across timeframes, from -0.13 (1 year) to -0.03 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

BITU vs. BOIL — Risk / Return Rank

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

BITU
BITU Risk / Return Rank: 22
Overall Rank
BITU Sharpe Ratio Rank: 22
Sharpe Ratio Rank
BITU Sortino Ratio Rank: 22
Sortino Ratio Rank
BITU Omega Ratio Rank: 22
Omega Ratio Rank
BITU Calmar Ratio Rank: 11
Calmar Ratio Rank
BITU Martin Ratio Rank: 11
Martin Ratio Rank

BOIL
BOIL Risk / Return Rank: 33
Overall Rank
BOIL Sharpe Ratio Rank: 33
Sharpe Ratio Rank
BOIL Sortino Ratio Rank: 44
Sortino Ratio Rank
BOIL Omega Ratio Rank: 33
Omega Ratio Rank
BOIL Calmar Ratio Rank: 11
Calmar Ratio Rank
BOIL Martin Ratio Rank: 33
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.

BITU vs. BOIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Proshares Ultra Bitcoin ETF (BITU) and ProShares Ultra Bloomberg Natural Gas (BOIL). 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.


BITUBOILDifference
Sharpe ratioReturn per unit of total volatility

-0.19

Sortino ratioReturn per unit of downside risk

-0.66

Omega ratioGain probability vs. loss probability

0.84

0.90

-0.06

Calmar ratioReturn relative to maximum drawdown

-0.93

-0.92

-0.01

Martin ratioReturn relative to average drawdown

-1.47

-1.26

-0.21

BITU vs. BOIL - Sharpe Ratio Comparison

The current BITU Sharpe Ratio is -0.84, which is comparable to the BOIL Sharpe Ratio of -0.66. The chart below compares the historical Sharpe Ratios of BITU and BOIL, 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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Sharpe Ratios by Period


BITUBOILDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.84

-0.66

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.35

-0.61

+0.26

Drawdowns

BITU vs. BOIL - Drawdown Comparison

The maximum BITU drawdown since its inception was -78.94%, smaller than the maximum BOIL drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for BITU and BOIL.


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Drawdown Indicators


BITUBOILDifference

Max Drawdown

Largest peak-to-trough decline

-78.94%

-100.00%

+21.06%

Max Drawdown (1Y)

Largest decline over 1 year

-78.94%

-80.85%

+1.91%

Max Drawdown (3Y)

Largest decline over 3 years

-96.86%

Max Drawdown (5Y)

Largest decline over 5 years

-99.91%

Max Drawdown (10Y)

Largest decline over 10 years

-99.99%

Current Drawdown

Current decline from peak

-78.94%

-100.00%

+21.06%

Average Drawdown

Average peak-to-trough decline

-34.49%

-93.59%

+59.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

49.84%

59.20%

-9.36%

Volatility

BITU vs. BOIL - Volatility Comparison

The current volatility for Proshares Ultra Bitcoin ETF (BITU) is 18.99%, while ProShares Ultra Bloomberg Natural Gas (BOIL) has a volatility of 23.95%. This indicates that BITU experiences smaller price fluctuations and is considered to be less risky than BOIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BITUBOILDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.99%

23.95%

-4.96%

Volatility (6M)

Calculated over the trailing 6-month period

69.41%

107.61%

-38.20%

Volatility (1Y)

Calculated over the trailing 1-year period

87.00%

113.64%

-26.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

97.45%

118.89%

-21.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

97.45%

101.81%

-4.36%

BITU vs. BOIL - Expense Ratio Comparison

BITU has a 0.95% expense ratio, which is lower than BOIL's 1.31% expense ratio.


Dividends

BITU vs. BOIL - Dividend Comparison

BITU's dividend yield for the trailing twelve months is around 83.36%, while BOIL has not paid dividends to shareholders.


PositionTTM20252024
BITU
Proshares Ultra Bitcoin ETF
83.36%50.23%0.12%
BOIL
ProShares Ultra Bloomberg Natural Gas
0.00%0.00%0.00%

Frequently Asked Questions


BITU and BOIL have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BOIL has higher volatility (23.95%) compared to BITU (18.99%). In terms of maximum drawdown, BITU dropped -78.94% vs BOIL's -100.00%.

On 1-year performance, BITU leads with -73.07% vs -74.31% for BOIL. On fees, BITU is cheaper at 0.95% per year. On volatility, BITU has been the lower-risk option at 18.99%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, BITU has performed better with a -73.07% return vs -74.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BITU is cheaper with a 0.95% expense ratio, compared with 1.31% for BOIL.

BITU has the higher dividend yield at 83.36%, compared with 0.00% for BOIL.

BITU is categorized as Cryptocurrency, while BOIL is Leveraged Commodities. BITU tracks Bloomberg Bitcoin Index - Benchmark TR Gross, while BOIL tracks Bloomberg Natural Gas Subindex. Their fees differ too: 0.95% for BITU and 1.31% for BOIL.

BOIL currently has the higher Sharpe Ratio (-0.66 vs -0.84), 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

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