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BULZ vs. FTFT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BULZ and FTFT is 0.26, 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.


-0.50.00.51.00.3

Performance

BULZ vs. FTFT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MicroSectors Solactive FANG & Innovation 3X Leveraged ETN (BULZ) and Future FinTech Group Inc. (FTFT). The values are adjusted to include any dividend payments, if applicable.

-100.00%-80.00%-60.00%-40.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-30.26%
-97.62%
BULZ
FTFT

Key characteristics

Sharpe Ratio

BULZ:

0.98

FTFT:

-0.68

Sortino Ratio

BULZ:

1.56

FTFT:

-1.09

Omega Ratio

BULZ:

1.20

FTFT:

0.88

Calmar Ratio

BULZ:

0.97

FTFT:

-0.73

Martin Ratio

BULZ:

3.47

FTFT:

-1.06

Ulcer Index

BULZ:

20.42%

FTFT:

68.85%

Daily Std Dev

BULZ:

72.07%

FTFT:

108.13%

Max Drawdown

BULZ:

-94.44%

FTFT:

-99.91%

Current Drawdown

BULZ:

-50.81%

FTFT:

-99.90%

Returns By Period

In the year-to-date period, BULZ achieves a 61.79% return, which is significantly higher than FTFT's -83.53% return.


BULZ

YTD

61.79%

1M

6.23%

6M

8.03%

1Y

62.01%

5Y*

N/A

10Y*

N/A

FTFT

YTD

-83.53%

1M

-29.10%

6M

-47.22%

1Y

-73.79%

5Y*

-33.73%

10Y*

-38.62%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

BULZ vs. FTFT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroSectors Solactive FANG & Innovation 3X Leveraged ETN (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.


Sharpe ratio
The chart of Sharpe ratio for BULZ, currently valued at 0.98, compared to the broader market0.002.004.000.98-0.68
The chart of Sortino ratio for BULZ, currently valued at 1.56, compared to the broader market-2.000.002.004.006.008.0010.001.56-1.09
The chart of Omega ratio for BULZ, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.001.200.88
The chart of Calmar ratio for BULZ, currently valued at 0.97, compared to the broader market0.005.0010.0015.000.97-0.74
The chart of Martin ratio for BULZ, currently valued at 3.47, compared to the broader market0.0020.0040.0060.0080.00100.003.47-1.06
BULZ
FTFT

The current BULZ Sharpe Ratio is 0.98, which is higher than the FTFT Sharpe Ratio of -0.68. The chart below compares the historical Sharpe Ratios of BULZ and FTFT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.98
-0.68
BULZ
FTFT

Dividends

BULZ vs. FTFT - Dividend Comparison

Neither BULZ nor FTFT has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BULZ vs. FTFT - Drawdown Comparison

The maximum BULZ drawdown since its inception was -94.44%, smaller than the maximum FTFT drawdown of -99.91%. Use the drawdown chart below to compare losses from any high point for BULZ and FTFT. For additional features, visit the drawdowns tool.


-100.00%-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%JulyAugustSeptemberOctoberNovemberDecember
-50.81%
-97.88%
BULZ
FTFT

Volatility

BULZ vs. FTFT - Volatility Comparison

The current volatility for MicroSectors Solactive FANG & Innovation 3X Leveraged ETN (BULZ) is 21.81%, while Future FinTech Group Inc. (FTFT) has a volatility of 33.58%. This indicates that BULZ experiences smaller price fluctuations and is considered to be less risky than FTFT 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
21.81%
33.58%
BULZ
FTFT
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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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