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

Correlation

The correlation between BITU and BTC-USD is 0.77, 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%JulyAugustSeptemberOctoberNovemberDecember
109.01%
62.78%
BITU
BTC-USD

Key characteristics

Daily Std Dev

BITU:

111.69%

BTC-USD:

44.15%

Max Drawdown

BITU:

-55.23%

BTC-USD:

-93.07%

Current Drawdown

BITU:

0.00%

BTC-USD:

0.00%

Returns By Period


BITU

YTD

N/A

1M

29.05%

6M

94.51%

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

BTC-USD

YTD

150.87%

1M

17.08%

6M

59.47%

1Y

156.33%

5Y (annualized)

70.88%

10Y (annualized)

78.78%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

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 0.80, compared to the broader market0.002.004.000.801.50
The chart of Sortino ratio for BITU, currently valued at 1.78, compared to the broader market-2.000.002.004.006.008.0010.001.782.23
The chart of Omega ratio for BITU, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.001.211.22
The chart of Calmar ratio for BITU, currently valued at 0.78, compared to the broader market0.005.0010.0015.000.781.40
The chart of Martin ratio for BITU, currently valued at 3.18, compared to the broader market0.0020.0040.0060.0080.00100.003.186.79
BITU
BTC-USD


Rolling 12-month Sharpe Ratio0.801.001.201.401.6012 PMThu 1212 PMFri 1312 PMSat 1412 PMDec 1512 PMMon 16
0.80
1.50
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%JulyAugustSeptemberOctoberNovemberDecember00
BITU
BTC-USD

Volatility

BITU vs. BTC-USD - Volatility Comparison

Proshares Ultra Bitcoin ETF (BITU) has a higher volatility of 28.18% compared to Bitcoin (BTC-USD) at 12.52%. 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%JulyAugustSeptemberOctoberNovemberDecember
28.18%
12.52%
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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