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 65.65%/yr vs -80.00%/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 38.16% return, which is significantly higher than FTFT's -85.17% return.
BULZ
- 1D
- -7.41%
- 1M
- -10.84%
- 6M
- 28.00%
- YTD
- 38.16%
- 1Y
- 98.38%
- 3Y*
- 65.65%
- 5Y*
- —
- 10Y*
- —
FTFT
- 1D
- -7.89%
- 1M
- -45.70%
- 6M
- -84.88%
- YTD
- -85.17%
- 1Y
- -97.10%
- 3Y*
- -80.00%
- 5Y*
- -75.40%
- 10Y*
- -55.52%
BULZ vs. FTFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
BULZ MicroSectors FANG & Innovation 3X Leveraged ETNs | 38.16% | 60.09% | 54.09% | 394.22% | -92.26% | 9.17% |
FTFT Future FinTech Group Inc. | -85.17% | -75.11% | -83.07% | -1.61% | -72.03% | -46.80% |
Correlation
The correlation between BULZ and FTFT is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
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 | +2.11 | ||
| Sortino ratioReturn per unit of downside risk | +5.16 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 0.63 | +0.60 |
| Calmar ratioReturn relative to maximum drawdown | 1.82 | -1.01 | +2.83 |
| Martin ratioReturn relative to average drawdown | 4.44 | -1.37 | +5.81 |
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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 -100.00%. 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% | -100.00% | +5.56% |
Max Drawdown (1Y)Largest decline over 1 year | -54.22% | -96.40% | +42.18% |
Max Drawdown (3Y)Largest decline over 3 years | -67.96% | -99.44% | +31.48% |
Max Drawdown (5Y)Largest decline over 5 years | — | -99.93% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -99.99% | — |
Current DrawdownCurrent decline from peak | -34.91% | -100.00% | +65.09% |
Average DrawdownAverage peak-to-trough decline | -57.75% | -80.44% | +22.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.26% | 75.72% | -53.46% |
Volatility
BULZ vs. FTFT - Volatility Comparison
MicroSectors FANG & Innovation 3X Leveraged ETNs (BULZ) and Future FinTech Group Inc. (FTFT) have volatilities of 29.07% and 28.53%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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 | 29.07% | 28.53% | +0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 65.30% | 76.51% | -11.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 81.12% | 110.21% | -29.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 91.70% | 122.72% | -31.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 91.70% | 158.00% | -66.30% |
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 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BULZ has higher volatility (29.07%) compared to FTFT (28.53%). In terms of maximum drawdown, BULZ dropped -94.44% vs FTFT's -100.00%.
BULZ currently has the higher Sharpe Ratio (1.22 vs -0.88), 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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