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CBOO vs. BITI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CBOO vs. BITI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calamos Bitcoin Structured Alt Protection ETF - October (CBOO) and ProShares Short Bitcoin ETF (BITI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CBOO achieves a 0.43% return, which is significantly lower than BITI's 24.60% return.


CBOO

1D
0.00%
1M
0.27%
6M
0.71%
YTD
0.43%
1Y
3Y*
5Y*
10Y*
ALL TIME*

BITI

1D
-0.50%
1M
-4.51%
6M
10.22%
YTD
24.60%
1Y
57.95%
3Y*
-32.46%
5Y*
10Y*
ALL TIME*
-35.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$22.17M$25.84M$38.74M
$37.37K$26.33K$18.92K

CBOO vs. BITI - Yearly Performance Comparison


Correlation

The correlation between CBOO and BITI is -0.69, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 7, 2025

-0.69

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Return for Risk

CBOO vs. BITI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CBOO

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


BITI
BITI Risk / Return Rank: 4848
Overall Rank
BITI Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
BITI Sortino Ratio Rank: 4646
Sortino Ratio Rank
BITI Omega Ratio Rank: 4343
Omega Ratio Rank
BITI Calmar Ratio Rank: 5858
Calmar Ratio Rank
BITI Martin Ratio Rank: 4545
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CBOO vs. BITI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Calamos Bitcoin Structured Alt Protection ETF - October (CBOO) and ProShares Short Bitcoin ETF (BITI). 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.


CBOOBITIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.23

Calmar ratioReturn relative to maximum drawdown

2.30

Martin ratioReturn relative to average drawdown

5.60

CBOO vs. BITI - Sharpe Ratio Comparison


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Drawdowns

CBOO vs. BITI - Drawdown Comparison

The maximum CBOO drawdown since its inception was -2.34%, smaller than the maximum BITI drawdown of -92.16%. Use the drawdown chart below to compare losses from any high point for CBOO and BITI.


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Drawdown Indicators


CBOOBITIDifference

Max Drawdown

Largest peak-to-trough decline

-2.34%

-92.16%

+89.82%

Max Drawdown (1Y)

Largest decline over 1 year

-25.28%

Max Drawdown (3Y)

Largest decline over 3 years

-84.63%

Current Drawdown

Current decline from peak

-1.26%

-86.40%

+85.14%

Average Drawdown

Average peak-to-trough decline

-1.58%

-68.62%

+67.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.37%

Volatility

CBOO vs. BITI - Volatility Comparison


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Volatility by Period


CBOOBITIDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.18%

Volatility (6M)

Calculated over the trailing 6-month period

32.69%

Volatility (1Y)

Calculated over the trailing 1-year period

1.95%

44.17%

-42.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.95%

51.98%

-50.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.95%

51.98%

-50.03%

CBOO vs. BITI - Expense Ratio Comparison

CBOO has a 0.69% expense ratio, which is lower than BITI's 1.03% expense ratio.


Dividends

CBOO vs. BITI - Dividend Comparison

CBOO's dividend yield for the trailing twelve months is around 0.57%, less than BITI's 21.91% yield.


PositionTTM2025202420232022
BITI
ProShares Short Bitcoin ETF
21.91%1.60%3.91%3.33%0.06%
CBOO
Calamos Bitcoin Structured Alt Protection ETF - October
0.57%0.57%0.00%0.00%0.00%

Frequently Asked Questions


CBOO and BITI have a correlation of -0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CBOO is cheaper at 0.69% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CBOO is cheaper with a 0.69% expense ratio, compared with 1.03% for BITI.

BITI has the higher dividend yield at 21.91%, compared with 0.57% for CBOO.

CBOO is categorized as Defined Outcome, while BITI is Cryptocurrency. They also come from different issuers: Calamos and ProShares. Their fees differ too: 0.69% for CBOO and 1.03% for BITI.

Portfolio Optimizer

Find the right allocation for CBOO and BITI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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