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BITU vs. BTC-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between BITU and BTC-USD is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

BITU vs. BTC-USD - Performance Comparison

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

0.00%50.00%100.00%150.00%SeptemberOctoberNovemberDecember2025February
79.00%
49.98%
BITU
BTC-USD

Key characteristics

Daily Std Dev

BITU:

107.75%

BTC-USD:

43.82%

Max Drawdown

BITU:

-55.23%

BTC-USD:

-93.07%

Current Drawdown

BITU:

-27.03%

BTC-USD:

-9.44%

Returns By Period

In the year-to-date period, BITU achieves a -2.03% return, which is significantly lower than BTC-USD's 2.89% return.


BITU

YTD

-2.03%

1M

-19.81%

6M

79.01%

1Y

N/A

5Y*

N/A

10Y*

N/A

BTC-USD

YTD

2.89%

1M

-7.26%

6M

49.98%

1Y

87.36%

5Y*

57.48%

10Y*

82.18%

*Annualized

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Risk-Adjusted Performance

BITU vs. BTC-USD — Risk-Adjusted Performance Rank

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

BITU

BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 8686
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 8383
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8484
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 8787
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 9090
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BITU vs. BTC-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Proshares Ultra Bitcoin ETF (BITU) 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.


Sharpe ratio
The chart of Sharpe ratio for BITU, currently valued at 0.71, compared to the broader market0.002.004.000.711.48
The chart of Sortino ratio for BITU, currently valued at 1.68, compared to the broader market0.005.0010.001.682.19
The chart of Omega ratio for BITU, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.001.201.22
The chart of Calmar ratio for BITU, currently valued at 0.65, compared to the broader market0.005.0010.0015.000.651.30
The chart of Martin ratio for BITU, currently valued at 3.86, compared to the broader market0.0020.0040.0060.0080.00100.003.868.41
BITU
BTC-USD


Rolling 12-month Sharpe Ratio0.501.001.502.00Dec 15Dec 22Dec 29Jan 05Jan 12Jan 19Jan 26Feb 02Feb 09Feb 16
0.71
1.48
BITU
BTC-USD

Drawdowns

BITU vs. BTC-USD - Drawdown Comparison

The maximum BITU drawdown since its inception was -55.23%, smaller than the maximum BTC-USD drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for BITU and BTC-USD. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-27.03%
-9.44%
BITU
BTC-USD

Volatility

BITU vs. BTC-USD - Volatility Comparison

Proshares Ultra Bitcoin ETF (BITU) has a higher volatility of 19.86% compared to Bitcoin (BTC-USD) at 9.00%. This indicates that BITU'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.


10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2025February
19.86%
9.00%
BITU
BTC-USD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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