BULZ vs. FTFT
BULZ (MicroSectors FANG & Innovation 3X Leveraged ETNs) is Leveraged Equities fund tracking the Solactive FANG Innovation Index (300%), while FTFT (Future FinTech Group Inc.) is a stock. Over the past 3 years, BULZ returned 82.14%/yr vs -76.81%/yr for FTFT. At a 0.25 correlation, their price movements are largely independent.
Performance
BULZ vs. FTFT - Performance Comparison
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Returns By Period
In the year-to-date period, BULZ achieves a 61.20% return, which is significantly higher than FTFT's -77.36% return.
BULZ
- 1D
- -2.95%
- 1M
- -4.19%
- YTD
- 61.20%
- 6M
- 55.42%
- 1Y
- 175.88%
- 3Y*
- 82.14%
- 5Y*
- —
- 10Y*
- —
FTFT
- 1D
- -2.47%
- 1M
- -40.30%
- YTD
- -77.36%
- 6M
- -82.17%
- 1Y
- -83.05%
- 3Y*
- -76.81%
- 5Y*
- -74.56%
- 10Y*
- -48.16%
BULZ vs. FTFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
BULZ MicroSectors FANG & Innovation 3X Leveraged ETNs | 61.20% | 60.09% | 54.09% | 394.22% | -92.26% | 9.17% |
FTFT Future FinTech Group Inc. | -77.36% | -75.11% | -83.07% | -1.61% | -72.03% | -46.80% |
Correlation
The correlation between BULZ and FTFT is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Aug 18, 2021 | 0.25 |
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Return for Risk
BULZ vs. FTFT — Risk / Return Rank
BULZ
FTFT
BULZ vs. FTFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MicroSectors FANG & Innovation 3X Leveraged ETNs (BULZ) and Future FinTech Group Inc. (FTFT). 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.
| BULZ | FTFT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.66 | ||
| Sortino ratioReturn per unit of downside risk | +3.04 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 0.93 | +0.39 |
| Calmar ratioReturn relative to maximum drawdown | 3.26 | -0.87 | +4.13 |
| Martin ratioReturn relative to average drawdown | 8.46 | -1.15 | +9.61 |
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Drawdowns
BULZ vs. FTFT - Drawdown Comparison
The maximum BULZ drawdown since its inception was -94.44%, smaller than the maximum FTFT drawdown of -99.99%. Use the drawdown chart below to compare losses from any high point for BULZ and FTFT.
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Drawdown Indicators
| BULZ | FTFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.44% | -99.99% | +5.55% |
Max Drawdown (1Y)Largest decline over 1 year | -54.22% | -95.57% | +41.35% |
Max Drawdown (3Y)Largest decline over 3 years | -67.96% | -99.14% | +31.18% |
Max Drawdown (5Y)Largest decline over 5 years | — | -99.89% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -99.98% | — |
Current DrawdownCurrent decline from peak | -24.05% | -99.99% | +75.94% |
Average DrawdownAverage peak-to-trough decline | -58.04% | -80.38% | +22.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.87% | 72.26% | -51.39% |
Volatility
BULZ vs. FTFT - Volatility Comparison
MicroSectors FANG & Innovation 3X Leveraged ETNs (BULZ) has a higher volatility of 33.09% compared to Future FinTech Group Inc. (FTFT) at 27.15%. This indicates that BULZ's price experiences larger fluctuations and is considered to be riskier than FTFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BULZ | FTFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 33.09% | 27.15% | +5.94% |
Volatility (6M)Calculated over the trailing 6-month period | 62.60% | 74.39% | -11.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 79.22% | 195.60% | -116.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 91.72% | 122.28% | -30.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 91.72% | 158.92% | -67.20% |
Dividends
BULZ vs. FTFT - Dividend Comparison
Neither BULZ nor FTFT has paid dividends to shareholders.
Frequently Asked Questions
BULZ and FTFT have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BULZ has higher volatility (33.09%) compared to FTFT (27.15%). In terms of maximum drawdown, BULZ dropped -94.44% vs FTFT's -99.99%.
BULZ currently has the higher Sharpe Ratio (2.24 vs -0.43), 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.
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